English

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

Probability 2012-09-26 v3

Abstract

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(logn)o(\log n) bound by Chatterjee (2008) and confirming a folklore conjecture. An important ingredient for our proof is a result of Bramson and Zeitouni (2010), who proved the tightness of the centered maximum together with an evaluation of the expectation up to an additive constant.

Keywords

Cite

@article{arxiv.1105.5833,
  title  = {Exponential and double exponential tails for maximum of two-dimensional discrete Gaussian free field},
  author = {Jian Ding},
  journal= {arXiv preprint arXiv:1105.5833},
  year   = {2012}
}

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13 pages