Two-dimensional Discrete Gaussian Free Field Research Articles

Near-maxima of the two-dimensional discrete Gaussian free field

Near-maxima of the two-dimensional discrete Gaussian free field

Ballot Theorems for the Two-Dimensional Discrete Gaussian Free Field

We provide uniform bounds and asymptotics for the probability that a two-dimensional discrete Gaussian free field on an annulus-like domain and with Dirichlet boundary conditions, stays negative as the ratio of the radii of the outer and the inner boundary tends to infinity. Such estimates are often needed in the study of extreme values of the discrete Gaussian free field on planar domains.

Two-temperatures overlap distribution for the 2D discrete Gaussian free field

In this paper, we prove absence of temperature chaos for the two-dimensional discrete Gaussian free field using the convergence of the full extremal process, which has been obtained recently by Biskup and Louidor. This means that the overlap of two points chosen under Gibbs measures at different temperatures has a nontrivial distribution. Whereas this distribution is the same as for the random energy model when the two points are sampled at the same temperature, we point out here that they are different when temperatures are distinct: more precisely, we prove that the mean overlap of two points chosen under Gibbs measures at different temperatures for the DGFF is strictly smaller than the REM’s one. Therefore, although neither of these models exhibits temperature chaos, one could say that the DGFF is more chaotic in temperature than the REM.

Conformal Symmetries in the Extremal Process of Two-Dimensional Discrete Gaussian Free Field

We study the extremal process associated with the Discrete Gaussian Free Field on the square lattice and elucidate how the conformal symmetries manifest themselves in the scaling limit. Specifically, we prove that the joint process of spatial positions (x) and centered values (h) of the extreme local maxima in lattice versions of a bounded domain $$D\subset {\mathbb {C}}$$ converges, as the lattice spacing tends to zero, to a Poisson point process with intensity measure $$Z^D(\mathrm{d}x)\otimes \mathrm{e}^{-\alpha h}\mathrm{d}h$$, where $$\alpha $$ is a constant and $$Z^D$$ is a random a.s.-finite measure on D. The random measures $$\{Z^D\}$$ are naturally interrelated; restrictions to subdomains are governed by a Gibbs–Markov property and images under analytic bijections f by the transformation rule $$(Z^{f(D)}\circ f)(\mathrm{d}x)\,\overset{\mathrm{law}}{=}\,|f'(x)|^4\, Z^D(\mathrm{d}x)$$. Conditions are given that determine the laws of these measures uniquely. These identify $$Z^D$$ with the critical Liouville Quantum Gravity associated with the Continuum Gaussian Free Field.

Return Probability and Recurrence for the Random Walk Driven by Two-Dimensional Gaussian Free Field

Given any $\gamma>0$ and for $\eta=\{\eta_v\}_{v\in \mathbb Z^2}$ denoting a sample of the two-dimensional discrete Gaussian free field on $\mathbb Z^2$ pinned at the origin, we consider the random walk on~$\mathbb Z^2$ among random conductances where the conductance of edge $(u, v)$ is given by $\mathrm{e}^{\gamma(\eta_u + \eta_v)}$. We show that, for almost every~$\eta$, this random walk is recurrent and that, with probability tending to~1 as $T\to \infty$, the return probability at time~$2T$ decays as $T^{-1+o(1)}$. In addition, we prove a version of subdiffusive behavior by showing that the expected exit time from a ball of radius~$N$ scales as $N^{\psi(\gamma)+o(1)}$ with $\psi(\gamma)>2$ for all~$\gamma>0$. Our results rely on delicate control of the effective resistance for this random network. In particular, we show that the effective resistance between two vertices at Euclidean distance~$N$ behaves as~$N^{o(1)}$.

On intermediate level sets of two-dimensional discrete Gaussian free field

We consider the discrete Gaussian Free Field (DGFF) in scaled-up (square-lattice) versions of suitably regular continuum domains $D\subset\mathbb C$ and describe the scaling limit, including local structure, of the level sets at heights growing as a $\lambda$-multiple of the height of the absolute maximum, for any $\lambda\in(0,1)$. We prove that, in the scaling limit, the scaled spatial position of a typical point $x$ sampled from this level set is distributed according to a Liouville Quantum Gravity (LQG) measure in $D$ at parameter equal $\lambda$-times its critical value, the field value at $x$ has an exponential intensity measure and the configuration near $x$ reduced by the value at $x$ has the law of a pinned DGFF reduced by a suitable multiple of the potential kernel. In particular, the law of the total size of the level set, properly-normalized, converges that that of the total mass of the LQG measure. This sharpens considerably an earlier conclusion by Daviaud.

Large Deviations for Level Sets of a Branching Brownian Motion and Gaussian Free Fields

We study deviation probabilities for the number of high positioned particles in branching Brownian motion and confirm a conjecture of Derrida and Shi. We also solve the corresponding problem for the two-dimensional discrete Gaussian free field. Our method relies on an elementary inequality for inhomogeneous Galton–Watson processes.

Full extremal process, cluster law and freezing for the two-dimensional discrete Gaussian Free Field

We study the local structure of the extremal process associated with the Discrete Gaussian Free Field (DGFF) in scaled-up (square-)lattice versions of bounded open planar domains subject to mild regularity conditions on the boundary. We prove that, in the scaling limit, this process tends to a Cox process decorated by independent, correlated clusters whose distribution is completely characterized. As an application, we control the scaling limit of the discrete supercritical Liouville measure, extract a Poisson–Dirichlet statistics for the limit of the Gibbs measure associated with the DGFF and establish the “freezing phenomenon” conjectured to occur in the “glassy” phase. In addition, we prove a local limit theorem for the position and value of the absolute maximum. The proofs are based on a concentric, finite-range decomposition of the DGFF and entropic-repulsion arguments for an associated random walk. Although we naturally build on our earlier work on this problem, the methods developed here are largely independent.

Extended convergence of the extremal process of branching Brownian motion

We extend the results of Arguin et al. [Probab. Theory Related Fields 157 (2013) 535–574] and Aïdékon et al. [Probab. Theory Related Fields 157 (2013) 405–451] on the convergence of the extremal process of branching Brownian motion by adding an extra dimension that encodes the “location” of the particle in the underlying Galton–Watson tree. We show that the limit is a cluster point process on $\mathbb{R}_{+}\times\mathbb{R}$ where each cluster is the atom of a Poisson point process on $\mathbb{R}_{+}\times\mathbb{R}$ with a random intensity measure $Z(dz)\times C\mathrm{e}^{-\sqrt{2}x}\,dx$, where the random measure is explicitly constructed from the derivative martingale. This work is motivated by an analogous result for the Gaussian free field by Biskup and Louidor [Full extremal process, cluster law and freezing for two-dimensional discrete Gaussian free field (2016)].

Extreme Local Extrema of Two-Dimensional Discrete Gaussian Free Field

We consider the discrete Gaussian Free Field in a square box in $\mathbb Z^2$ of side length $N$ with zero boundary conditions and study the joint law of its properly-centered extreme values ($h$) and their scaled spatial positions ($x$) in the limit as $N\to\infty$. Restricting attention to extreme local maxima, i.e., the extreme points that are maximal in an $r_N$-neighborhood thereof, we prove that the associated process tends, whenever $r_N\to\infty$ and $r_N/N\to0$, to a Poisson point process with intensity measure $Z(dx)e^{-\alpha h}dh$, where $\alpha:= 2/\sqrt{g}$ with $g:=2/\pi$ and where $Z(dx)$ is a random Borel measure on $[0,1]^2$. In particular, this yields an integral representation of the law of the absolute maximum, similar to that found in the context of Branching Brownian Motion. We give evidence that the random measure $Z$ is a version of the derivative martingale associated with the continuum Gaussian Free Field.

Poisson-Dirichlet Statistics for the extremes of the two-dimensional discrete Gaussian free field

In a previous paper, the authors introduced an approach to prove that the statistics of the extremes of a log-correlated Gaussian field converge to a Poisson-Dirichlet variable at the level of the Gibbs measure at low temperature and under suitable test functions.The method is based on showing that the model admits a one-step replica symmetry breaking in spin glass terminology.This implies Poisson-Dirichlet statistics by general spin glass arguments.In this note, this approach is used to prove Poisson-Dirichlet statistics for the two-dimensional discrete Gaussian free field, where boundary effects demand a more delicate analysis.

Exponential and double exponential tails for maximum of two-dimensional discrete Gaussian free field

We study the tail behavior for the maximum of discrete Gaussian free field on a 2D box with Dirichlet boundary condition after centering by its expectation. We show that it exhibits an exponential decay for the right tail and a double exponential decay for the left tail. In particular, our result implies that the variance of the maximum is of order 1, improving an \(o(\log n)\) bound by Chatterjee (Chaos, concentration, and multiple valleys, 2008) and confirming a folklore conjecture. An important ingredient for our proof is a result of Bramson and Zeitouni (Commun. Pure Appl. Math, 2010), who proved the tightness of the centered maximum together with an evaluation of the expectation up to an additive constant.

Tightness of the recentered maximum of the two‐dimensional discrete Gaussian free field

AbstractWe consider the maximum of the discrete two‐dimensional Gaussian free field (GFF) in a box and prove that its maximum, centered at its mean, is tight, settling a longstanding conjecture. The proof combines a recent observation by Bolthausen, Deuschel, and Zeitouni with elements from Bramson's results on branching Brownian motion and comparison theorems for Gaussian fields. An essential part of the argument is the precise evaluation, up to an error of order 1, of the expected value of the maximum of the GFF in a box. Related Gaussian fields, such as the GFF on a two‐dimensional torus, are also discussed. © 2011 Wiley Periodicals, Inc.

Contour lines of the two-dimensional discrete Gaussian free field

We prove that the chordal contour lines of the discrete Gaussian free field converge to forms of SLE(4). Specifically, there is a constant λ > 0 such that when h is an interpolation of the discrete Gaussian free field on a Jordan domain—with boundary values −λ on one boundary arc and λ on the complementary arc—the zero level line of h joining the endpoints of these arcs converges to SLE(4) as the domain grows larger. If instead the boundary values are −a < 0 on the first arc and b > 0 on the complementary arc, then the convergence is to SLE(4; a/λ - 1, b/λ - 1), a variant of SLE(4).