Abstract

We study the question of when a (\{0,1\})-valued threshold process associated to a mean zero Gaussian or a symmetric stable vector corresponds to a {\it divide and color (DC) process}. This means that the process corresponding to fixing a threshold level $h$ and letting a 1 correspond to the variable being larger than $h$ arises from a random partition of the index set followed by coloring {\it all} elements in each partition element 1 or 0 with probabilities $p$ and $1-p$, independently for different partition elements. While it turns out that all discrete Gaussian free fields yield a DC process when the threshold is zero, for general $n$-dimensional mean zero, variance one Gaussian vectors with nonnegative covariances, this is true in general when $n=3$ but is false for $n=4$. The behavior is quite different depending on whether the threshold level $h$ is zero or not and we show that there is no general monotonicity in $h$ in either direction. We also show that all constant variance discrete Gaussian free fields with a finite number of variables yield DC processes for large thresholds. In the stable case, for the simplest nontrivial symmetric stable vector with three variables, we obtain a phase transition in the stability exponent $\alpha$ at the surprising value of $1/2$; if the index of stability is larger than $1/2$, then the process yields a DC process for large $h$ while if the index of stability is smaller than $1/2$, then this is not the case.

Highlights

  • Background on symmetric stable vectorsWe refer the reader to [13] for the theory of stable distributions and will just present here the background needed for our results

  • We study the question of the existence of a color representation in the symmetric stable case when h → ∞

  • When α = 2, there is no β paramete√r, μ corresponds to the mean and σ corresponds to the standard deviation divided by 2, an irrelevant scaling. The distribution of this random variable is denoted by Sα(σ, β, μ)

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Summary

Notation and some standard assumptions

Given a set S, we let BS denote the collection of partitions of the set S. The definition of a color process yields immediately, for each n and p ∈ [0, 1], an affine map Φn,p from random partitions of [n], i.e., from probability vectors q = {qσ}σ∈Bn to probability vectors ν = {νρ}ρ∈{0,1}n. This map naturally extends to a linear mapping An,p from RBn to R{0,1}n. Will denote, given a Gaussian or stable vector As an illustration, will denote, given a random partition with n = 3, the probability that 1 and 3 are in the same partition and 2 is in its own partition.

Description of results
Background on symmetric stable vectors
Stieltjes matrices and discrete Gaussian free fields
The Gaussian case
The geometric picture of a Gaussian vector
Gaussian vectors canonically indexed by the circle
A four-dimensional Gaussian exhibiting a non-trivial phase transition
An extension to the stable case
Results for large thresholds and the discrete Gaussian free field
An obstruction for large h
MR-4053907
13. MR-3485382
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