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

Marek Biskup, Stephan Gufler, Oren Louidor

Research output: Contribution to journalArticlepeer-review

Abstract

We consider the Discrete Gaussian Free Field (DGFF) in domains DN ⊆ Z2 arising, via scaling by N, from nice domains D ⊆ R2. We study the statistics of the values order √log N below the absolute maximum. Encoded as a point process on D × R, the scaled spatial distribution of these near-extremal level sets in DN and the field values (in units of √log N below the absolute maximum) tends, as N → ∞, in law to the product of the critical Liouville Quantum Gravity (cLQG) ZD and the Rayleigh law. The convergence holds jointly with the extremal process, for which ZD enters as the intensity measure of the limiting Poisson point process, and that of the DGFF itself; the cLQG defined by the limit field then coincides with ZD. While the limit near-extremal process is measurable with respect to the limit continuum GFF, the limit extremal process is not. Our results explain why the various ways to “norm” the lattice cLQG measure lead to the same limit object, modulo overall normalization.

Original languageEnglish
Pages (from-to)281-311
Number of pages31
JournalAnnales de l'institut Henri Poincare (B) Probability and Statistics
Volume60
Issue number1
DOIs
StatePublished - Feb 2024

Keywords

  • Extreme value theory
  • Gaussian Free Field
  • Liouville quantum gravity
  • Log correlated fields

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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