Student Probability Seminar

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Finite range decompositions of Gaussian fields

Speaker: Florian Schweiger, Weizmann Institute of Science

Location: Warren Weaver Hall 517

Date: Tuesday, November 15, 2022, 1 p.m.

Synopsis:

Finite range decompositions are a way to write a Gaussian field as a sum of independent, simpler Gaussian fields. I will explain why this is useful, and then describe a fairly general and very beautiful construction of such a decomposition due to Bauerschmidt. Time permitting, I will also discuss some variants.