Extreme local extrema of two-dimensional discrete Gaussian free field

Martingales and classical analysis (60G46) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

Abstract: We consider the discrete Gaussian Free Field in a square box in

m a t h b b 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 o i n f t y

. 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} o i n f t y

and

r_{N} / N o 0

, to a Poisson point process with intensity measure

Z (d x) e^{- a l p h a h} d h

, where

a l p h a := 2 / s q r t g

with

g := 2 / p i

and where

Z (d x)

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.

Review text

The paper studies the statistics of extreme values of the discrete Gaussian free field when the dimension of the box in which it is defined increases to infinity. The authors focus more especially on large local maxima. On a practical standpoint, this study leads to the existence for a random Borel measure, and the authors obtain some information about the joint law of the position and height of the absolute maximum.

Recommendations

Cites work

Cited in

(72)

This page was built for publication: Extreme local extrema of two-dimensional discrete Gaussian free field

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2630734)