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Glauber dynamics and coupling-from-the-past for Gaussian fields

Corentin Faipeur

TL;DR

This work investigates representing stationary Gaussian Markov random fields on $\mathbb{Z}^d$ as finitary factors of i.i.d. processes using coupling-from-the-past (CFTP). It proves that for small $|\varepsilon|$, the Gaussian model $\mu_{\varepsilon}$, with conditional law $X_0\mid\{X_j:j\sim 0\}=\mathcal{N}(\frac{\varepsilon}{2d}\sum_{j\sim0}X_j,1)$, is FIID and admits finitely dependent approximations with exponential-type decay; this is first shown for a truncated model and then extended to the unbounded Gaussian setting via stratified coupling and duality arguments. The methodology combines Glauber dynamics, maximal coupling, backward exploration, and duality with interacting particle systems, yielding a rigorous framework to approximate continuous-state Gaussian MRFs by finitely dependent processes. The results connect high-noise FIID theory with Gaussian specifications, expanding CFTP-based finitary coding to uncountable state spaces and offering explicit constructions and tail bounds for the coding radii. Overall, the paper broadens the understanding of FIID properties and finite-range approximations in continuous-state Markov fields, with implications for ergodic theory, statistical mechanics, and exact-sampling techniques.

Abstract

We study the representation of stationary Gaussian Markov random fields as factors of i.i.d. processes, with a focus on their approximation by finitely dependent distributions. Our model is a Gaussian field on $\mathbf{Z}^d$ such that the conditional law of the field at any site is Gaussian of mean $\varepsilon$ times the average of its neighbours, and of variance 1. Building on coupling-from-the-past (CFTP) techniques, we prove that for sufficiently small $\varepsilon$, the distribution of the field can be written as an explicit factor of an i.i.d. process. Furthermore, we construct approximations by finitely dependent fields that are close in total variation to the original field, with exponential decay when the allowed range of dependence grows. We first do the proof for a truncated version of this Gaussian model, showing in this case that the associated field admits a finitary coding with exponential tails, providing a new application of high-noise condition of Häggström and Steif \cite{HaggstromSteif} for an uncountable state space. The proof for the original model is more intricate. Our approach extends classical CFTP-based constructions by developing a stratified coupling method tailored to the continuous and unbounded nature of the Gaussian setting.

Glauber dynamics and coupling-from-the-past for Gaussian fields

TL;DR

This work investigates representing stationary Gaussian Markov random fields on as finitary factors of i.i.d. processes using coupling-from-the-past (CFTP). It proves that for small , the Gaussian model , with conditional law , is FIID and admits finitely dependent approximations with exponential-type decay; this is first shown for a truncated model and then extended to the unbounded Gaussian setting via stratified coupling and duality arguments. The methodology combines Glauber dynamics, maximal coupling, backward exploration, and duality with interacting particle systems, yielding a rigorous framework to approximate continuous-state Gaussian MRFs by finitely dependent processes. The results connect high-noise FIID theory with Gaussian specifications, expanding CFTP-based finitary coding to uncountable state spaces and offering explicit constructions and tail bounds for the coding radii. Overall, the paper broadens the understanding of FIID properties and finite-range approximations in continuous-state Markov fields, with implications for ergodic theory, statistical mechanics, and exact-sampling techniques.

Abstract

We study the representation of stationary Gaussian Markov random fields as factors of i.i.d. processes, with a focus on their approximation by finitely dependent distributions. Our model is a Gaussian field on such that the conditional law of the field at any site is Gaussian of mean times the average of its neighbours, and of variance 1. Building on coupling-from-the-past (CFTP) techniques, we prove that for sufficiently small , the distribution of the field can be written as an explicit factor of an i.i.d. process. Furthermore, we construct approximations by finitely dependent fields that are close in total variation to the original field, with exponential decay when the allowed range of dependence grows. We first do the proof for a truncated version of this Gaussian model, showing in this case that the associated field admits a finitary coding with exponential tails, providing a new application of high-noise condition of Häggström and Steif \cite{HaggstromSteif} for an uncountable state space. The proof for the original model is more intricate. Our approach extends classical CFTP-based constructions by developing a stratified coupling method tailored to the continuous and unbounded nature of the Gaussian setting.

Paper Structure

This paper contains 27 sections, 21 theorems, 127 equations.

Key Result

Theorem 1.3

For $|\varepsilon|$ small enough,

Theorems & Definitions (45)

  • Definition 1.1
  • Remark 1.2
  • Theorem 1.3
  • Theorem 1.4
  • Proposition 2.1
  • proof
  • Theorem 3.1
  • Lemma 3.2
  • proof
  • Lemma 3.3
  • ...and 35 more