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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

2 votes
1 answer
152 views

Definition of average $\langle \langle \cdot \rangle \rangle$

I started reading the paper Some Rigorous Results on the Sherrington-Kirkpatrick Spin Glass Model and I would like to clarify the notation $\langle \langle \cdot \rangle\rangle$ the authors use in th …
JustWannaKnow's user avatar
6 votes
1 answer
965 views

A set of questions on continuous Gaussian Free Fields (GFF)

As I said in my previous posts, I'm trying to teach myself some rigorous statistical mechanics/statistical field theory and I'm primarily interested in $\varphi^{4}$, but I know that the absense of th …
JustWannaKnow's user avatar
3 votes
3 answers
487 views

Identity on convolution with Gaussian measure

I've came across an identity once (I don't remember where) concerning convolutions of Gaussian measures. If I'm not mistaken, this identity was \begin{eqnarray} (\mu_{C}*f)(y) = \exp\bigg{[}\frac{1}{ …
JustWannaKnow's user avatar
6 votes
1 answer
691 views

Reformulation - Construction of thermodynamic limit for GFF

I've posted a question about the thermodynamic limit for Gaussian Free Fields (GFF) a couple days ago and I haven't got any answers yet but I kept thinking about it and I thought it would be better to …
JustWannaKnow's user avatar
5 votes
2 answers
386 views

Connections between two constructions of infinite dimensional Gaussian measures

Let me discuss two possible constructions of Gaussian measures on infinite dimensional spaces. Consider the Hilbert space $l^{2}(\mathbb{Z}^{d}) := \{\psi: \mathbb{Z}^{d}\to \mathbb{R}: \hspace{0.1cm} …
JustWannaKnow's user avatar
5 votes
1 answer
430 views

Effective action, partition function and the renormalization group

Mayer expansions and the Hamilton–Jacobi equation by D. Brydges and T. Kennedy begins mentioning that many problems in statistical mechanics and QFT center on the analysis of integrals of the form: \b …
JustWannaKnow's user avatar
1 vote
0 answers
114 views

Spins in classical statistical mechanics

I'm reading Kupiainen's notes on the renormalization group and also caught my attention. Actually, this is something that often causes my some confusion. On page 43, in the section about Ginzburg-Land …
JustWannaKnow's user avatar
2 votes
1 answer
234 views

Thermodynamic limit and Gaussian measures

Let $\Lambda \subset \mathbb{Z}^{d}$ be finite and fixed and consider $\mathbb{R}^{|\Lambda|}$ be the vector space of all sequences $\varphi = (\varphi_{x})_{x\in \Lambda}$. We equip $\mathbb{R}^{|\La …
JustWannaKnow's user avatar
6 votes
2 answers
865 views

Gaussian measure on function spaces

I'm reading this classic work and I'd like to get deeper inside some of its techniques. In particular, the authors state: "We construct a Gaussian measure $d\mu_{0}(\phi)$ on a measure space of contin …
JustWannaKnow's user avatar
4 votes
2 answers
263 views

Grand-canonical Gibbs measure for continuous systems

Let's consider a bounded (maybe compact) set $\Lambda \subset \mathbb{R}^{d}$ with particles interacting on it. Suppose, for each $N \in \mathbb{N}$, $U_{N}: (\mathbb{R}^{d})^{N} \to \mathbb{R}\cup \{ …
JustWannaKnow's user avatar
0 votes
1 answer
84 views

Renormalization group map on hierarchical models

I have already addressed this problem on my previous question but I still have trouble understanding Brydges' RG maps on his lecture notes, so I'll try to elaborate my question a little better. Let $ …
JustWannaKnow's user avatar
2 votes
1 answer
159 views

Expected value of global functions in renormalization group

This is related to my previous question. I'm having some problems understanding the local to global program discussed in Brydge's lecture notes. We are assuming $C=C_{1}+\cdots+C_{N}$ is a covariance …
JustWannaKnow's user avatar
2 votes
2 answers
290 views

Imprecise Definition of a $\sigma$-algebra

I'm reading some works on the hierarchical model in statistical mechanics and I came across an strange definition, which I need to clarify. Consider a finite set $\Lambda \subset \mathbb{Z}^{d}$. The …
JustWannaKnow's user avatar
1 vote
1 answer
175 views

Gaussian Property of the Renormalization Group

Let $\Lambda \subset \mathbb{Z}^{d}$ be a finite set and $\varphi = (\varphi_{x})_{x\in \Lambda} \in \mathbb{R}^{|\Lambda|}$. Let $F^{\Lambda}=F^{\Lambda}(\varphi)$ be a real-valued global function, b …
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