Local Gaussian laws and gluing [fdip-0063]

Eliminating fields gives a law on a subset of vertices. This chapter asks the reverse question: when do prescribed laws on overlapping subsets come from one global law? Agreement on overlaps is necessary, but it can leave many extensions or permit none. The distinction is already visible on two vertices and on a four-cycle.

Zeros in a positive precision matrix express conditional independence. They give an exact density formula for joining two laws across a separator. For a chordal graph, its maximal cliques can be arranged in a junction tree, so the formula can be iterated. The resulting law is unique with the stated Markov condition. This finite gluing result is distinct from scalar factorization and from a stack of background objects.