Local central limit theorem for gradient field models
Abstract.
We consider the gradient field model in with a uniformly convex interaction potential. Naddaf-Spencer [22] and Miller [20] proved that the macroscopic averages of linear statistics of the field converge to a continuum Gaussian free field. In this paper we prove the distribution of converges uniformly in to a Gaussian density, with a Berry-Esseen type bound. This implies the distribution of is sufficiently ‘Gaussian like’ between .
1. Introduction
In this paper we study a two dimensional gradient interface field with a nearest neighbor potential . Explicitly, let and let the boundary consist of the vertices in that are connected to by an edge. The gradient field on with zero boundary condition is a random field denoted by , whose distribution is given by the Gibbs measure
(1.1) |
where , and , and we set for all . Here is the normalizing constant ensuring that is a probability measure, i.e. . We denote expectation and variance with respect to by and , respectively.
We assume the interaction potential in (1.1) satisfies the following:
-
(i)
Symmetry: for every , we have .
-
(ii)
Uniform convexity: for every , we have .
-
(iii)
Regularity: . In other words, is Lipschitz continuous with Lipschitz constant .
The Gibbs measure (1.1) was introduced in the 1970s by Brascamp, Lieb and Lebowitz [11], in the name of anharmonic crystals. Since then, numerous efforts have been made to study the large-scale (macroscopic) statistical behavior of the field . Notable progress was made by Naddaf and Spencer [22], who studied the infinite volume limit of the Gibbs measure (1.1) (the infinite volume Gibbs states were rigorously characterized by Funaki and Spohn [15]), and proved a central limit for (rescaled) linear functions of . More precisely, they consider, for , the random variable
(1.2) |
where for each , take to be a compactly supported, smooth, deterministic function, and proved that the random variable converges in law to a normal random variable. Later, the result of [22] has been generalized to dynamical settings [16] and also to finite volume measures such that the boundary condition has at most poly-logarithmic fluctuations [20]. We also mention the related work [14] which characterizes the Wulff shape and the large deviation principle for macroscopic profiles of , and results that are related to the extension of the Gibbs measure (1.1) to non-uniformly convex settings [25, 9, 1, 21, 18, 6, 7], the study of the maximum of the random field (1.1) [8, 26], and to spin models which is related to a Gibbs measure with convex interaction by a duality transform [13].
A natural question arises is whether the Gaussian limit established in [22] holds on much smaller scales, given that the microscopic interaction is not Gaussian. Under an additional assumption on the ellipticity contrast for , namely , Conlon and Spencer proved a stronger result [12], which states that for the infinite volume gradient Gibbs measure ,
The result suggests that under these assumptions of , the pointwise distribution of is close to a Gaussian, and one has to move to a large deviation regime to see non-Gaussian tails.
In this paper we are able to bring down the scale to , and prove a local central limit theorem of the gradient Gibbs measure (1.1), under the assumptions on the potential given at the beginning of the paper.
Theorem 1.1.
Let be sampled from the Gibbs measure (1.1). Assume the potential satisfies the coniditions (i) -(iii). Then the density function of converges uniformly in to . Moreover, there exists such that
We remark here the same proof (with a slightly modification of the multiscale argument in Section 5 ) also gives the local CLT at other locations inside the bulk. Namely, for any such that the graph distance between and tends to infinity, the density of converges uniformly in to the same Gaussian limit. The same proof also works in the inifnite volume setting, gives the local CLT for as .
Notice that if can be written as , where are i.i.d random variables, then the Berry-Esseen Theorem gives . We will see in Section 5 that the analogues of are increments of harmonic averages of , which are not independent but have certain decoupling properties (thanks to [20]), and Theorem 1.1 gives a Berry-Esseen type estimate for the density function. An immediate consequence of Theorem 1.1 is that the distribution of is sufficiently spreadout in . Indeed, given any , we apply Theorem 1.1 to obtain
Thus
Why do we expect a local CLT at scale ? The argument to prove a macroscopic CLT in [22] was based on a beautiful observation that the scaling limit can be derived from an elliptic homogenization problem via the Helffer-Sjöstrand representation [17]. With Armstrong [5], we extend and quantify the homogenization argument by Naddaf and Spencer, based on the quantitative theory for homogenization developed by Armstrong, Kuusi and Mourrat [3, 4]. In particular, we obtained the convergence of the Hessian of the surface tension with an algebraic rate, resolve an open question posed by Funaki and Spohn [15] regarding the regularity of surface tension, and the fluctuation-dissipation conjecture of [16]. Following the approach of [5] and [4], we are able to obtain a quantitative homogenization of the Helffer-Sjöstrand PDE, thus estimate the covariance structure of , as gets large, with a high precision (we also refer to [2] for some further applications of the quantitative homgenization ideas to the -model). To obtain a Gaussian limit of , we apply the harmonic approximation result by Miller [20], which enables us to write as the sum of increments, with certain decoupling properties. These are the two main ingredients behind the proof of Theorem 1.1.
We remark here that the key estimate for proving Theorem 1.1 is the characteristic function asymptotics for , given in Lemma 2.1. If one has the convergence stated in Lemma 2.1 for , without quantifying the rate of convergence (namely, a CLT for ), then it implies a local CLT without any rate of convergence. The rate of convergence for the local CLT depdends on the convergence rate and the validity of the region such that Lemma 2.1 holds. In this paper we present a proof with a convergence rate using quantitative homogenization, and explain briefly in the next section how it can be simplified if one only aims for a qualitative local CLT.
The proof of Theorem 1.1 presented in this paper implies the asymptotics for the characteristic function for the distribution of , namely there exists some , such that
(1.3) |
as long as . Using the same major ingredients, but with a more elaborate multiscale argument, we may improve the (1.3) so that it holds for within a small neighborhood of the origin, with radius independent of . It would be very interesting to extend the characteristic function estimates (1.3) beyond . For this, we include an open question posed by Tom Spencer.
Open Question: Consider the lattice dipole gas model, which is a special case of the gradient Gibbs measure (1.1) with , with . Prove that the leading term in the asymptotic expansion of the characteristic function
(1.4) |
for some . Estimates of type (1.4) plays an important role in the study of the (lattice) Coulomb gas and of the Coulomb gas representation of the low temperature Abelian spin models.
We summarize the characteristic function estimates needed for proving Theorem 1.1 in the next section, and introduce some notations in Section 3. In Section 4 we derive a central limit theorem for the linear statistics of with an algebraic rate of convergence, which quantifies the result of [22], following the argument of [5] and [4]. In Section 5 we recall the harmonic approximation result in [20], and use a multiscale argument to obtain the precise characteristic function asymptotic of . Finally, we gave an upper bound for the large characteristic function in Section 6, based on a Mermin-Wagner type argument, and finishes the proof of Theorem 1.1 .
2. Estimates for characteristic functions
Theorem 1.1 follows from the quantitative estimates of the characteristic function below. The first lemma gives the precise estimate for the characteristic function for .
Lemma 2.1.
There exists , such that for sufficiently large and , we have
(2.1) |
Remark 2.2.
We also need (non-optimal) decay estimate of the characteristic function for large , summarized in the two lemmas below.
Lemma 2.3.
Let be the same constant as in Lemma 2.1. There exists , such that for , we have for sufficiently large,
(2.3) |
Remark 2.4.
If one only aims for the qualitative local CLT, then it suffices to prove a weaker estimate, that there exist and , such that for , we have for sufficiently large,
(2.4) |
As will be explained in Section 5, the proof of (2.4) is simpler, and the quantitative CLT presented in Section 4 would not be needed.
Lemma 2.5.
There exists and , such that for , we have
(2.5) |
Before proving these lemmas, we now explain how they imply Theorem 1.1.
Proof of Theorem 1.1 with no rate.
We claim the right side above goes to zero by split the integral into three parts:
Quantitative proof of Theorem 1.1.
To quantify the rate of convergence for the local CLT, take in the proof above.
Combine with the estimates for in the qualitative proof above, we conclude . ∎
3. Preliminaries and Notation
Given a set , we let denote the set of directed edges on and the interior of . Define to be the set of functions such that on . Given and , we define . The formal adjoint of , which is the discrete version of the negative of the divergence operator, is defined for functions by
(3.1) |
The average of a function on is denoted as .
We define, for each , the basis element by
and the differential operator by
(3.2) |
Define to be the set of measurable functions such that
We define to be
We let denote the dual space of , that is, the closure of functions under the norm
We define the space to be the set of measurable functions with respect to the norm
We also define by the norm
The subset consists of those functions which satisfy for every .
We define to be the dual space of . That is, is the closure of smooth functions with respect to the norm
It is sometimes convenient to work with the volume-normalized versions of the and Sobolev norms, defined by
We notice that the formal adjoint of with respect to , which we denote as , is given by
This can be easily checked by the identity for all that
We also have the commutator identity
(3.3) |
Define the Witten Laplacian as
For every cube and , we define
(3.4) |
and
For , and , define the measure on with Dirichlet boundary condition by
(3.5) |
Here is the normalizing constant ensuring that is a probability measure. We denote expectation and variance with respect to by and , respectively.
We finally present the Brascamp-Lieb inequality [10, 22], which states that the variance of observables with respect to a log-concave measure is dominated by that of a Gaussian measure. We denote the Green function for the discrete Laplacian with zero Dirichlet boundary conditions in by .
Proposition 3.1 (Brascamp-Lieb inequality for ).
For every ,
(3.6) |
For every , we have
(3.7) |
We sometimes denote by the finite volume Gaussian measure in (i.e., the special case of (3.5) with ). We denote the corresponding expectation and variance by and respectively. When we will omit its appearence on the supercripts.
4. Quantitative convergence of the variance
A main ingredient for the refined estimate of , defined in (2.6) is the following convergence of the variance of the linear statisitcs of , with an algebraic rate.
Theorem 4.1 (Quantitative convergence of variance).
Fix . Let be sampled from the finite volume Gibbs measure with zero boundary condition (1.1). Let and be such that there exists , so that . Define the random variable
Then there exists , and such that, for every ,
Remark 4.2.
Remark 4.3.
It will be clear from Theorem 4.4 below that can be explicity written as
for some positive definite matrix .
Theorem 4.1 follows from homogenization of an elliptic PDE based on the convergence results of [5], as we explain below. The starting observation is the variational characterization of the variance, known as the Helffer-Sjöstrand representation (see [22, 5]), which gives
(4.1) |
where we let denote the energy functional
The minimizer of (4.1) can be written as , where solves the Helffer-Sjöstrand PDE
(4.2) |
and by testing (4.2) with and integration by parts, we may rewrite the energy functional , and thus (4.1) as [22, 5]
Therefore Theorem 4.1 follows from the quantitative homogenization of the Hellfer-Sjöstrand equation (4.2), presented below.
Theorem 4.4.
Suppose that satisfy the conditions in Theorem 4.1, and let be the diagonal matrix with , where is sampled from the Gibbs measure (1.1). Let denote respectively the solution to the equations:
(4.3) |
and
(4.4) |
Then there exists , such that
(4.5) |
Applying Theorem 4.4 and rescale the domain by , we have
Moreover, the limit
exists, by the convergence of Riemann sum to integral, with a rate of convergence . Combining these estimates we conclude Theorem 4.1.
4.1. Finite-volume energy quantities
In this section we recall the energy quantities and their quantitative convergence results established in [5]. As can be seen from the variational characterization, the convergence of the energy quantities will play an essential role in the proof of Theorem 4.1. Define the subadditive energy quantity
where denotes the finite volume Gibbs measure in with an affine boundary condition . In what follows we consider and simply write it as . As was explained in (4.1), the minimizer of , which we denote as , solves the Helffer-Sjöstrand equation with an affine boundary condition:
(4.6) |
We recall the fact that are actually quadratic polynomials for all , and one may compute the first and second variations of their defining optimization problems. The following lemma is [5, Lemma 5.2].
Lemma 4.5 (Basic properties of ).
Fix a cube . The quantities and its optimizing functions satisfies
-
•
Quadratic representation. There exist symmetric matrices , such that
(4.7) where the matrix can be characterized such that for all ,
(4.8) -
•
First variation. The optimizing functions are characterized as follows: is the unique element of satisfying
(4.9) -
•
Second variation. For every ,
(4.10)
As , the subadditive quantity is proved to converge with an algebraic rate of convergence. Define, for some positive definite matrix and ,
(4.11) |
We have
Proposition 4.6 (Proposition 6.9 of [5]).
There exist and such that, for every with , we have
(4.12) |
Combine with the quadratic representation (4.11), this implies
Corollary 4.7.
There exist and such that, for every ,
(4.13) |
4.2. Estimates on finite-volume correctors
A direct consequence of Proposition 4.6 and the quadratic response (4.10) implies the quantitative convergence of the solution to the Dirichlet problem (4.6) to the affine function.
Lemma 4.8.
There exist and such that, for every ,
(4.14) |
An application of the multiscale Poincaré inequality (Proposition A.1) implies the quantitative convergence of the fluxes along the geometric scales . We define for every ,
(4.15) |
We also define, for , , so that is a partition of . The next lemma shows the spatial average of the flux is concentrated around its mean.
Lemma 4.9.
There exist and such that, for every ,
(4.16) |
Proof.
We define a localized solution , such that if is contained in for some , set . We notice that
Indeed, it follows from the second variation and triangle inequality that
and this is bounded by by the quantitative convergence of energy (Proposition 4.6).
Therefore it suffices to estimate , which we do by using the spectral gap (namely, the Brascamp-Lieb inequality) and that is a localized solution, to derive a correlation decay for . For simplicity, denote by . Applying the Brascamp-Lieb inequality (Proposition 3.1) then yields
(4.17) |
Notice that by definition (3.2)
It follows from the regularity assuption that is uniformly Lipshitz, and since is a function of , we may write , where is bounded by a constant independent of . We claim that there exists , such that
(4.18) |
This implies, by (4.17), and the estimate that , that
Thus we conclude the lemma. To prove (4.18), notice that
And since
(4.19) |
Therefore
where the right side is bounded by
To estimate the other term, we claim that for the unique such that ,
(4.20) |
We are ready to prove the convergence of the fluxes with an algebraic rate.
Lemma 4.10.
There exist and such that, for every ,
(4.23) |
Proof.
We first notice, that by the representation of in (4.8), and the definition of norm in (3.4), for all we may write the spatial average of the flux as
(4.24) |
Recall that for , . We apply the multiscale Poincaré inequality ( Proposition A.1) to obtain
(4.25) | |||
The first term on the right side above is bounded by
For the second term, triangle inequality implies that
By (4.24) and Proposition 4.6, we have
(4.26) |
By the second variation, we have
(4.27) |
where the last inequality follows from the quantitative convergence of (Proposition 4.6) and triangle inequality.
We also apply the variance estimate Lemma 4.9 to conclude that for every ,
(4.28) |
Substitute the above estimates into (4.25), and summing over , we conclude the Lemma. ∎
4.3. Proof of Theorem 4.4
In the previous subsection, we established the convergence of the solution to a Dirichlet problem with an affine boundary condition, with an algebraic rate of convergence. The equation (4.2) we would like to homogenize is more general, but if we localize it on a mesoscale, the boundary condition becomes approximately affine. In this section we prove Theorem 4.4 by estimating the homogenization error in terms of the error in the convergence of the correctors and fluxes defined in the previous subsection. The proof goes through a standard, deterministic argument known as the two-scale expansions, that follows closely along the argument of [3, 4].
Given , let . We may view the solution (and respectively, ) to the the equation (4.2) (resp. (4.4)) as elements in a slightly larger domain (resp. in ). Specifically, we set the value of to be and (defined in (4.6)) to be outside , and set outside .
We now rescale the problem and study the Dirichlet problem in a fixed domain with mesh size goes to zero. Denote by and for define the finite volume corrector
For that solves (4.4), we construct the modified two scale expansion
Step 1. Substitute into the Eq. (4.2) to obtain there exist and such that,
We begin by computing
(4.30) |
where we used the definition of in the last line. This yields
(4.31) |
We also obtain, using that has no -dependence,
Therefore
(4.32) |
The first term on the right side above vanishes since solves the equation (4.6). The third term is
To estimate the rest two terms, notice that solves the constant coefficient equation (4.4), and therefore
where is the Green’s function for the operator in with zero boundary condition.
We apply the quantitative convergence of the corrector (Lemma 4.8) and the fluxes (Lemma 4.10) in the rescaled setting, which implies there there exist and such that,
and
Thus we conclude
And Step 1 follows from the fact that .
Step 2 We deduce that there exist and such that,
Since solves (4.2), we use the coercivity of the norm defined in (3.4) to obtain
Testing (4.2) by then implies
Therefore by the definition of and Poincaré inequality,
Absorbing to the left side and combining with Step 1 we conclude Step 2.
Step 3 We show that there exist and such that,
When is a constant in , this just follows from the quantitative convergence of the corrector (Lemma 4.8). Here we simply compute the derivative of the second term in the two-scale expansion.
Indeed, we have
Step 4 Finally, we conclude by combining Steps 2 and 3 which yields
Finally, the bound for follows from the above bound for the gradients and the fact that since , we have by Lemma A.2
5. Decoupling of the -field
5.1. Approximate harmonic coupling
For the discrete Gaussian Free Field(GFF), there is a nice orthogonal decomposition. More precisely, the conditioned field inside the domain is the discrete harmonic extension of the boundary value to the whole domain plus an independent copy of a zero boundary discrete GFF.
While this exact decomposition does not carry over to general gradient Gibbs measures, the next result due to Jason Miller, see [20], provides an approximate version.
Theorem 5.1 ([20]).
Let be a simply connected domain of diameter , and denote . Suppose that satisfies . Let be sampled from the Gibbs measure (3.5) on with zero boundary condition, and let be sampled from Gibbs measure on with boundary condition . Then there exist constants , that only depend on , so that if then the following holds. There exists a coupling , such that if is discrete harmonic with , then
Here and in the sequel of the paper, for a set and a point , we use to denote the (lattice) distance from to . Since the above theorem requires that the boundary condition is not too large, we introduce the “good” event
which is typical since the Brascamp-Lieb inequality implies that with high probability. Indeed, by applying the exponential Brascamp-Lieb inequality (3.7) and a union bound we immediately obtain
Lemma 5.2.
There is some , such that .
We will use repeatedly the following consequence of Theorem 5.1. It applies to functions such that the integral of against a harmonic function is always zero.
Lemma 5.3 ([8], Lemma 2.7).
There exists constants and , such that for any simply connected of diameter , any and any supported on that satisfies for all functions harmonic in , and , we have for large enough,
We will apply Lemma 5.3 to the increment of harmonic averages of the field in , defined in the section below. The increments have finite variances and thus changing the boundary to zero only gives an error of order .
5.2. Harmonic averages
We will apply Theorem 5.1 to study the harmonic average of the field. Given , and , we denote by the harmonic measure on seen from . In other words, let denote the simple random walk starting at , and , we have
Given and , let . When we simply write as . Define the circle average of the field with radius at by
(5.1) |
We introduce the geometric scales in order to carry out the multiscale argument to prove Lemma 2.1 and 2.3. Let be the constant in Theorem 5.1, define the sequence of numbers , and by
(5.2) | |||||
We also define
where is defined in (5.1).
We also set the increment process and the boundary layer error .
Notice that the harmonic average process defined above is slightly different from the one in [8], Section 3. Namely, the width of the harmonic average is thinner (of the order instead of ). The increment of the harmonic average process, , is crucial to the multiscale argument below. We may write
(5.3) |
This can be written as , where we define
(5.4) |
Here we omit the dependence of in the definition of .
We now state two important properties of the increment process . They are consequences of Theorem 5.1, and the proof are essentially the same as Lemma 3.1 and 3.2 of [8].
Lemma 5.4.
For any , and any discrete harmonic function in , we have
Proof.
Denote by . Suppose takes the boundary value . We conclude the proof by showing for any
Indeed, since is harmonic,
Using the fact that
we obtain
∎
The following lemma is a consequence of Theorem 5.1 and the lemma above.
5.3. Proof of Lemma 2.1 and Lemma 2.3
A key ingredient for the characteristic function estimates (Lemma 2.1 and Lemma 2.3) is the decoupling estimates Proposition 5.6 below.
For denote by the law of the Ginzburg-Landau field in with zero boundary condition (and denote by the corresponding expectation). The basic building block of Lemma 2.1 and 2.3 is the following.
Proposition 5.6.
There exists and , such that for all and ,
(5.5) |
Proof.
We gave an inductive proof, by running an induction jointly with (5.5) and
(5.6) |
for some . For the base case , (5.5) trivially holds. To see (5.6) holds for , we Taylor expand the exponential and apply the Brascamp-Lieb inequality to obtain
To keep iterating, we denote by . By Lemma 5.7, . On the event , we may write
(5.7) |
We conclude using Lemma 5.3 that
such that with probability , there is some and such that , and on an event with probability , is bounded by . This implies, in particular, . For the last term in (5.7), applying the Brascamp-Lieb inequality yields
The two estimates above implies that for every , we have
(5.8) |
Denote as . We now apply the induction hypothesis and the fact that
to obtain for some ,
therefore (5.6) follows from the fact that , which is implied by the condition , and . Finally, by taking the logarithm of (5.8) we obtain (5.5) for the case . ∎
Lemma 5.7.
There exists , such that for all , .
Proof.
By making a union bound and applying the exponential Brascamp-Lieb (3.7) and the Chebyshev inequality, we have for all ,
Optimize over , and use the fact that , we see that there exists , such that for sufficiently large,
∎
We also need an algebraic rate convergence of the variance of stated below.
Lemma 5.8.
There exists and , such that for all ,
Proof.
Recall from (5.3) that, we may write , where is defined in (5.4). Denote by the Dirichlet Green’s function in . We may use the integration by parts to write as
In order to apply Theorem 4.1, define
Thus and . Notice that, as , the rescaled harmonic measure
Thus as , converges to
and that .
∎
Proof of Lemma 2.1 .
Denote by . We apply Proposition 5.6 and stop at . It follows that
(5.9) |
We apply Lemma 5.3 and Lemma 5.7 to conclude
where, for some , . Thus
(5.10) |
The first term on the right side gives the main contribution. We claim that there exists and , such that
(5.11) |
together with the Brascamp-Lieb inequality, which implies
Therefore
(5.12) |
To show (5.11), we apply Proposition 5.6 with (thus ), which yields
Note that . We also apply the Brascamp-Lieb inequality to see that
Thus
We apply Lemma 5.8 to conclude that there exists and , such that
this yields
together with the variance estimate that follows from the Brascamp-Lieb inequality, which gives , we conclude (5.11).
The other terms on the right side of (5.10) can be estimated by
and
Substitutes the estimates above into (5.10) we conclude Lemma 2.1.
∎
Proof of Lemma 2.3.
The proof is very similar to Lemma 2.1 and thus we give a sketch here. We apply Proposition 5.6 and stop at . By conditioning,
(5.13) |
We then apply Lemma 5.3 and Lemma 5.7 to obtain
(5.14) |
where, for some , . Thus,
and by the Brascamp-Lieb inequality,
Let and be the constants from Proposition 5.6, and we take sufficiently small so that . For the first term on the right side of (5.14), which is absolutely bounded by , we apply Proposition 5.6 (with ) to obtain
Since , we have
Notice that, since the distribution of is symmetric for the zero boundary field,
We apply the Brascamp-Lieb inequality to conclude, there exists an absolute constant , such that
On the other hand, applying Lemma 5.8 to conclude that there exists and , such that for each ,
Thus, by choosing such that , we see that for all ,
Thus for sufficiently large,
Substitutes these estimates into (5.14) we conclude the Lemma.
∎
6. A Mermin-Wagner bound
Lemma 6.1.
Let be a random variable taking values on a unit circle, and be its density function. Suppose that , we have
(6.1) |
Then the random variable has a bounded density on the circle, and . Moreover, if there exist and , such that ,
(6.2) |
then the characteristic function bound can be improved to .
We first prove Lemma 2.5 based on Lemma 6.1. The argument presented below follows closely a Mermin-Wagner type estimate which has been done in e.g., [19, 24, 23]. Denote by for . And
(6.3) |
In other words, specifies all the gradients of the field on the boundary of a diamond of radius . A key observation is that conditioned on , the gradients of the field inside the region and the gradients in the region are independent. By progressively conditioning the gradients on the layers , we have
(6.4) |
Thus (2.5) follows if we can show there exist and , such that , and ,
(6.5) |
We show (6.5) using a Mermin-Wagner type argument. Define the deformation ,
(6.6) |
which interpolates between and , and does not change the gradients for all . We also notice that a straightforward calculation yields for some .
Let and . We see the densities of and (conditioning on all the gradients ) satisfies
(6.7) |
for some .
For any set of field configurations, integrate the above inequality of densities over and applying the Cauchy-Schwarz inequality, we obtain
(6.8) |
Set and . If we denote by the conditional density of on the unit circle (conditioning on all the gradients ) , then it follows that (6.1) is satisfied (for ).
To see that (6.2) holds for , notice the fact that for large, we may rescale , so that the corresponding potential is given by , which has second derivative of order . Thus following the same argument as above, one obtains an improved bound for the conditional densities (for large ),
(6.9) |
Therefore by applying Lemma 6.1 we conclude that
Finally we give a proof of Lemma 6.1 .
Proof of Lemma 6.1 .
We focus on the proof of as the bound is a classical result and its proof can be found in [19, 24, 23]. Using (6.2), we see that the probability density has a ratio bounded by uniformly over the circle .
Thus for all and any interval of length at most ,
thus
In particular, fix , by taking , for some , and we have
Thus
Therefore for each , we have
Summing over yields
by taking we conclude the lemma. ∎
Appendix A Multiscale Poincare inequality,
We state a discrete version of the multiscale Poincare inequality, which provides an estimate of the norm of a function in terms of its spatial averages in triadic subcubes.
We also record a lemma here that the norm of can bound the oscillation of .
Lemma A.2.
There exists such that for every and ,
And, for every ,
Acknowledgments
We thank Scott Armstrong, Ron Peled, Tom Spencer and Ofer Zeitouni for helpful discussions, and Ofer Zeitouni for helpful comments on a previous draft of this manuscript. The research was partially supported by the National Key R&D Program of China and a grant from Shanghai Ministry Education Commission.
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