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Let $\Lambda\subset\mathbb{Z}^{d}$ ($\Lambda$ is finite). Let $\left\{ \eta_{x}\right\} _{x\in\Lambda}$ be a field of dependent Bernoulli random variables. I assume that their correlation decays fast i.e. $$\text{Cov}(\eta_{x},\eta_{y})\leq ce^{-C|x-y|}.$$

I need a bound from below for:

$$\mathbb{E}\exp\left(\sum_{x\in\Lambda}f_{x}\eta_{x}\right),$$ where $f_{x}\in\mathbb{R}$ (I can assume that these are bounded if needed). Ideally it would be some comparison with the i.i.d. case. For example: $$\mathbb{E}\exp\left(\sum_{x\in\Lambda}f_{x}\eta_{x}\right)\geq \prod_{x\in\Lambda}\mathbb{E}\exp\left(f_{x}\eta_{x}\right) - \text{"covariance term"}.$$

Or at least $$\mathbb{E}\exp\left(\sum_{x\in\Lambda}f_{x}\eta_{x}\right)\geq \mathbb{E}\exp\left(\sum_{x\in\Lambda_1}f_{x}\eta_{x}\right) \mathbb{E}\exp\left(\sum_{x\in\Lambda_2}f_{x}\eta_{x}\right)-\text{sth},$$ for some partition $\Lambda_1 \cup \Lambda_2 = \Lambda$.

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1 Answer 1

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Jensen's inequality gives a lower bound, but it might be too trivial for your needs. For comparing your expectation with the independent case, one can use the method of cluster expansions in statistical mechanics. Your model seems more like an Ising model than a field of Bernoulli variables.

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  • $\begingroup$ Indeed, Jensen is not good enough for me. I know cluster expansion very vaguely but I am not sure how it would help. Do you have any reference for that. $\endgroup$ Commented May 21, 2015 at 16:04

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