Extremes of the discrete two-dimensional Gaussian free field
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Publication:2497167
Abstract: We consider the lattice version of the free field in two dimensions and study the fractal structure of the sets where the field is unusually high (or low). We then extend some of our computations to the case of the free field conditioned on being everywhere nonnegative. For example, we compute the width of the largest downward spike of a given length. Through the prism of these results, we find that the extrema of the free field under entropic repulsion (minus its mean) and those of the unconditioned free field are identical. Finally, when compared to previous results these findings reveal a suggestive analogy between the square of the free field and the two-dimensional simple random walk on the discrete torus.
A two-dimensional Gaussian free field (GFF) is a family of centered Gaussian random variables \(\Phi =\{\Phi_x; x\in V_N\}\) with covariance given by \(G_N(x,y)\), the Green function of the two-dimensional simple random walk in the square \(V_N= [ 1,N]^2\cap \mathbb Z^2\) stopped at the boundary. The conditioned free field (CFF) is the law of \(\Phi\) conditioned on being nonnegative. The first part of the paper contains a precise description of the number of high (resp. low) points of a GFF and the fractal properties of their repartition in \(V_N\). The proofs use a multiscale decomposition introduced by \textit{E. Bolthausen, J.-D. Deuschel} and \textit{G. Giacomin} [Ann. Probab. 29, No. 4, 1670--1692 (2001; Zbl 1034.82018)] who first computed the maximum of a two-dimensional GFF and, in particular, showed that the mean of the CFF is of the order \(\log N\). The proofs also rely on a close analogy between the GFF and \(\tau(x)\), the first time \(x\) is visited by a simple random walk on the torus \(\mathbb Z^2/N\mathbb Z^2\) starting at 0, which is carefully studied by \textit{A. Dembo, Y. Peres, J. Rosen} and \textit{O. Zeitouni} [ibid. 34, No. 1, 219--263 (2006; Zbl 1100.60057)]. These results are then used to study the CFF. One sees that, contrary to the situation in dimensions \(\geq 3\), the extrema of the shifted GFF and the CFF look alike.
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- Extremal process of the zero-average Gaussian free field for \(d \geq 3\)
- The law of large numbers for the maximum of almost Gaussian log-correlated fields coming from random matrices
- Counting function fluctuations and extreme value threshold in multifractal patterns: the case study of an ideal \(1/f\) noise
- Conformal symmetries in the extremal process of two-dimensional discrete Gaussian free field
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- Extremes of some Gaussian random interfaces
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- Statistical reconstruction of the GFF and KT transition
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- Vector-valued Gaussian free field conditioned to avoid a ball: entropic repulsion of the norm and freezing of spins
- The intermediate level-sets of the four-dimensional membrane model
- Tightness of the maximum of Ginzburg-Landau fields
- Entropic repulsion of Gaussian free field on high-dimensional Sierpinski carpet graphs
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