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 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.
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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}
}
Comments
13 pages