Skip to main content
Log in

Central Limit Theorem for Exponentially Quasi-local Statistics of Spin Models on Cayley Graphs

  • Published:
Journal of Statistical Physics Aims and scope Submit manuscript

Abstract

Central limit theorems for linear statistics of lattice random fields (including spin models) are usually proven under suitable mixing conditions or quasi-associativity. Many interesting examples of spin models do not satisfy mixing conditions, and on the other hand, it does not seem easy to show central limit theorem for local statistics via quasi-associativity. In this work, we prove general central limit theorems for local statistics and exponentially quasi-local statistics of spin models on discrete Cayley graphs with polynomial growth. Further, we supplement these results by proving similar central limit theorems for random fields on discrete Cayley graphs taking values in a countable space, but under the stronger assumptions of \(\alpha \)-mixing (for local statistics) and exponential \(\alpha \)-mixing (for exponentially quasi-local statistics). All our central limit theorems assume a suitable variance lower bound like many others in the literature. We illustrate our general central limit theorem with specific examples of lattice spin models and statistics arising in computational topology, statistical physics and random networks. Examples of clustering spin models include quasi-associated spin models with fast decaying covariances like the off-critical Ising model, level sets of Gaussian random fields with fast decaying covariances like the massive Gaussian free field and determinantal point processes with fast decaying kernels. Examples of local statistics include intrinsic volumes, face counts, component counts of random cubical complexes while exponentially quasi-local statistics include nearest neighbour distances in spin models and Betti numbers of sub-critical random cubical complexes.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1

Similar content being viewed by others

Notes

  1. Here, we have used the Big O notation of Bachmann–Landau.

  2. Usually, lattice spin configurations are defined as elements of \(\{-1,+1\}^V\) but this is trivially equivalent to our definition. Further, these spin-configurations are also referred more specifically as two-state spin configurations to emphasise that spins here can take only two values instead of multiple values.

  3. We have referred stretched exponential or super-exponential also as exponential for convenience.

  4. Alexander duality shows isomorphism of kth homology group with \((d-k-1)\)th cohomology group and the universal coefficient theorem gives equality of the rank of \((d-k-1)\)th cohomology group with the corresponding homology group.

References

  1. Aldous, D., Lyons, R.: Processes on unimodular random networks. Electron. J. Probab. 12, 1454–1508 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  2. Atkin, R.: An algebra for patterns on a complex. Int. J. Man-Mach. Stud. 6(3), 285–307 (1974)

    Article  MathSciNet  Google Scholar 

  3. Atkin, R.: An algebra for patterns on a complex. II. Int. J. Man-Mach. Stud. 8(5), 483–498 (1976)

    Article  MathSciNet  Google Scholar 

  4. Baccelli, F., Haji-Mirsadeghi, M.O., Khezeli, A.: Dynamics on unimodular random graphs. arXiv:1608.05940 (2016)

  5. Baryshnikov, Y., Yukich, J., et al.: Gaussian limits for random measures in geometric probability. Ann. Appl. Prob. 15(1A), 213–253 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  6. Beffara, V., Gayet, D.: Percolation of random nodal lines. arXiv:1605.08605 (2016)

  7. Benjamini, I.: Coarse geometry and randomness, École d’Été de Probabilités de Saint-Flour, vol. 2100. Springer (2013)

  8. Björklund, M., Gorodnik, A.: Central limit theorems for group actions which are exponentially mixing of all orders. arXiv:1706.09167 (2017)

  9. Błaszczyszyn, B.: Factorial moment expansion for stochastic systems. Stoch. Proc. Appl. 56(2), 321–335 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  10. Błaszczyszyn, B., Merzbach, E., Schmidt, V.: A note on expansion for functionals of spatial marked point processes. Stat. Probab. Lett. 36(3), 299–306 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  11. Blaszczyszyn, B., Yogeshwaran, D., Yukich, J.E.: Limit theory for geometric statistics of point processes having fast decay of correlations. arXiv:1606.03988 (2018)

  12. Bobrowski, O., Kahle, M.: Topology of random geometric complexes: a survey. arXiv:1409.4734 (2017)

  13. Boccaletti, S., Latora, V., Moreno, Y., Chavez, M., Hwang, D.U.: Complex networks: structure and dynamics. Phys. Rep.s 424(4), 175–308 (2006)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  14. Bolthausen, E., Cipriani, A., Kurt, N.: Exponential decay of covariances for the supercritical membrane model. Comm. Math. Phys. 353(3), 1217–1240 (2017)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  15. Borcea, J., Brändén, P., Liggett, T.M.: Negative dependence and the geometry of polynomials. J. Am. Math. Soc. 22(2), 521–567 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  16. Bradley, R.: Equivalent mixing conditions for random fields. Ann. Probab. 21(4), 1921–1926 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  17. Bradley, R.: On quantiles and the central limit question for strongly mixing sequences. J. Theor. Probab. 10(2), 1921–1926 (1997)

    Article  MathSciNet  Google Scholar 

  18. Bradley, R.: Basic properties of strong mixing conditions : a survey and some open questions. Probab. Surv. 2, 107–144 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  19. Bradley, R., Tone, C.: A central limit theorem for non-stationary strongly mixing random fields. J. Theor. Probab. 2, 107–144 (2015)

    Google Scholar 

  20. Bulinski, A., Spodarev, E.: Central limit theorems for weakly dependent random fields. In: Spodarev, E. (ed.) Stochastic Geometry, Spatial Statistics and Random Fields. Lecture Notes in Mathematics, pp. 337–383. Springer, Heidelberg (2013)

    Chapter  MATH  Google Scholar 

  21. Bulinski, A., Spodarev, E., Timmermann, F.: Central limit theorems for the excursion set volumes of weakly dependent random fields. Bernoulli 18(1), 100–118 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  22. Bulinski, A., Suquet, C.: Normal approximation for quasi-associated random fields. Stat. Probab. Lett. 54(2), 215–226 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  23. Cohen, G., Conze, J.P.: Almost mixing of all orders and clt for some \({\mathbb{Z}}^{d}\) actions on subgroups of \(\mathbb{F}_{p}^{{\mathbb{z}^{d}}}\). arXiv:1609.06484 (2016)

  24. Derriennic, Y.: Some aspects of recent works on limit theorems in ergodic theory with special emphasis on the central limit theorem. Discret. Contin. Dyn. Syst. 15(1), 143–158 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  25. Doukhan, P.: Properties and examples. In: Mixing, Lecture Notes in Statistics, vol. 85. Springer, New York (1994)

    Chapter  MATH  Google Scholar 

  26. Dousse, J., Féray, V.: Weighted dependency graphs and the Ising model. arXiv:1610.05082 (2016)

  27. Duminil-Copin, H.: Graphical representations of lattice spin models. Lecture notes of Cours Peccot du Collège de France. Spartacus. http://www.ihes.fr/~duminil/publi/2016Peccot.pdf (2015)

  28. Edelsbrunner, H., Harer, J.: Computational Topology, An Introduction. American Mathematical Society, Providence (2010)

    MATH  Google Scholar 

  29. Estrada, E., Rodriguez-Velazquez, J.A.: Complex networks as hypergraphs. arXiv:physics/0505137 (2005)

  30. Féray, V.: Weighted dependency graphs. arXiv:1605.03836 (2016)

  31. Forman, R.: A user’s guide to discrete Morse theory. Lothar. Combin. 48, 35 (2002)

    MathSciNet  MATH  Google Scholar 

  32. Franceschetti, M., Meester, R.: Random Networks for Communication: From Statistical Physics to Information Systems, vol. 24. Cambridge University Press, Cambridge (2008)

    Book  MATH  Google Scholar 

  33. Friedli, S., Velenik, Y.: Statistical Mechanics of Lattice Systems: a Concrete Mathematical Introduction. Cambridge University Press, Cambridge (2017)

    Book  MATH  Google Scholar 

  34. Funaki, T.: Stochastic interface models. In: Picard, J. (ed.) Lectures on Probability Theory and Statistics. Lecture Notes in Mathematics, pp. 103–274. Springer, New York (2005)

    Google Scholar 

  35. Giacomin, G.: Aspects of statistical mechanics of random surfaces. IHP Lecture notes. https://www.lpma-paris.fr/modsto/_media/users/giacomin/ihp.pdf (2001)

  36. Goldstein, L., Wiroonsri, N.: Stein’s method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process. arXiv:1603.05322 (2016)

  37. Göring, D., Klatt, M., Stegmann, C., Mecke, K.: Morphometric analysis in gamma-ray astronomy using Minkowski functionals-source detection via structure quantification. Astron. Astrophys. 555, A38 (2013)

    Article  ADS  Google Scholar 

  38. Gray, S.B.: Local properties of binary images in two dimensions. IEEE Transac. Comput. 20(5), 551–561 (1971)

    Article  MATH  Google Scholar 

  39. Grimmett, G.: Probability on Graphs: Random Processes on Graphs and Lattices, vol. 1. Cambridge University Press, Cambridge (2010)

    Book  MATH  Google Scholar 

  40. Gromov, M.: Groups of polynomial growth and expanding maps. J. Tits. Publ. Math. de l’I.H.E.S. 53, 53–78 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  41. Gross, L.: Decay of correlations in classical lattice models at high temperature. Commun. Math. Phys. 68(1), 9–27 (1979)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  42. Grote, J., Thäle, C.: Gaussian polytopes: a cumulant-based approach. arXiv:1602.06148 (2016)

  43. Haenggi, M.: Interference in lattice networks. arXiv:1004.0027 (2010)

  44. Hegerfeldt, G.C.: Noncommutative analogs of probabilistic notions and results. J. Funct. Anal. 64(3), 436–456 (1985)

    Article  MathSciNet  MATH  Google Scholar 

  45. Heinrich, L.: Asymptotic methods in statistics of random point processes. In: Spodarev, E. (ed.) Stochastic Geometry, Spatial Statistics and Random Fields. Lecture Notes in Mathematics, pp. 115–150. Springer, Heidelberg (2013)

    Chapter  Google Scholar 

  46. Hilfer, R.: Local porosity theory and stochastic reconstruction for porous media. In: Mecke, K.R., Stoyan, D. (eds.) Statistical Physics and Spatial Statistics, pp. 203–241. Springer, Berlin (2000)

    Chapter  Google Scholar 

  47. Hiraoka, Y., Tsunoda, K.: Limit theorems on random cubical homology. arXiv:1612.08485 (2016)

  48. Holley, R.A., Stroock, D.W.: Applications of the stochastic Ising model to the Gibbs states. Commun. Math. Phys. 48(3), 249–265 (1976)

    Article  ADS  MathSciNet  Google Scholar 

  49. Hough, J.B., Krishnapur, M., Peres, Y., Virág, B.: Zeros of Gaussian Analytic Functions and Determinantal Point Processes. University Lecture Series, vol. 51. American Mathematical Society, Providence (2009)

    MATH  Google Scholar 

  50. Ioffe, D., Velenik, Y.: A note on the decay of correlations under \(\delta \)-pinning. Probab. Theory Relat. Fields 116(3), 379–389 (2000)

    MathSciNet  MATH  Google Scholar 

  51. Janson, S.: Normal convergence by higher semi-invariants with applications to sums of dependent random variables and random graphs. Ann. Prob. 16(1), 305–312 (1988)

    Article  MathSciNet  MATH  Google Scholar 

  52. Kaczynski, T., Mischaikow, K., Mrozek, M.: Computational Homology. Springer, New York (2004)

    Book  MATH  Google Scholar 

  53. Kahle, M.: Topology of random simplicial complexes: a survey. AMS Contemp. Math. 620, 201–222 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  54. Klamt, S., Haus, U.U., Theis, F.: Hypergraphs and cellular network. PLoS Comput. Biol. 5(5), e1000385 (2009)

    Article  MathSciNet  Google Scholar 

  55. Klatt, M.A.: Morphometry of random spatial structures in physics. Ph.D. thesis. https://opus4.kobv.de/opus4-fau/frontdoor/index/index/docId/7654. Friedrich-Alexander-Universität Erlangen-Nürnberg (2016)

  56. Klette, R., Rosenfeld, A.: Digital Geometry: Geometric Methods for Digital Picture Analysis. Elsevier, Amsterdam (2004)

    MATH  Google Scholar 

  57. Kong, T.Y., Rosenfeld, A.: Digital topology: introduction and survey. Comput. Visi. Graph. Image Process. 48(3), 357–393 (1989)

    Article  Google Scholar 

  58. Kopper, C., Magnen, J., Rivasseau, V.: Mass generation in the large N Gross–Neveu-model. Commun. Math. Phys. 169(1), 121–180 (1995)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  59. Kraetzl, M., Laubenbacher, R., Gaston, M.E.: Combinatorial and algebraic approaches to network analysis. DSTO Internal Report (2001)

  60. Krokowski, K., Thäle, C., et al.: Multivariate central limit theorems for rademacher functionals with applications. Elec. J. Prob. 22, 919–963 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  61. Künsch, H.: Decay of correlations under Dobrushin’s uniqueness condition and its applications. Commun. Math. Phys. 82(2), 207–222 (1982)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  62. de La Harpe, P.: Topics in Geometric Group Theory. University of Chicago Press, Chicago (2000)

    MATH  Google Scholar 

  63. Lachieze-Rey, R., Schulte, M., Yukich, J.E.: Normal approximation for stabilizing functionals. arXiv:1702.00726 (2017)

  64. Lyons, R.: Determinantal probability measures. Publ. Math. Inst. Hautes Études Sci. 98, 167–212 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  65. Lyons, R., Peres, Y.: Probability on Trees and Networks. Cambridge Series in Statistical and Probabilistic Mathematics, vol. 42. Cambridge University Press, New York (2016)

    Book  MATH  Google Scholar 

  66. Lyons, R., Steif, J.E.: Stationary determinantal processes: phase multiplicity, Bernoullicity, entropy, and domination. Duke Math. J. 120(3), 515–575 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  67. Malyshev, V.A.: The central limit theorem for Gibbsian random fields. Sov. Math. Dokl. 16, 1141–1145 (1975)

    Google Scholar 

  68. Martin, P.A., Yalcin, T.: The charge fluctuations in classical Coulomb systems. J. Stat. Phys. 22(4), 435–463 (1980)

    Article  ADS  MathSciNet  Google Scholar 

  69. Michoel, T., Nachtergaele, B.: Alignment and integration of complex networks by hypergraph-based spectral cl. Phys. Rev. E 86(5), 056,111 (2012)

    Article  Google Scholar 

  70. Munkres, J.: Elements of Algebraic Topology. Addison-Wesley, Boston (1984)

    MATH  Google Scholar 

  71. Nazarov, F., Sodin, M.: Correlation functions for random complex zeroes: strong clustering and local universality. Commun. Math. Phys. 310(1), 75–98 (2012)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  72. Pansu, P.: Croissance des boules et des géodésiques fermées dans les nilvariétés. Ergod. Theory Dyn. Syst. 3(3), 415–445 (1983)

    Article  MATH  Google Scholar 

  73. Peccati, G., Taqqu, M.S.: Wiener Chaos: Moments, Cumulants and Diagrams, vol. 1. Springer, Milan (2011)

    Book  MATH  Google Scholar 

  74. Peligrad, M.: Maximum of partial sums and in invariance principle for a class of weak dependent random variables. Proc. AMS 126(4), 1181–1189 (1998)

    Article  MATH  Google Scholar 

  75. Penrose, M.: Random Geometric Graphs, Oxford Studies in Probability, vol. 5. Oxford University Press, Oxford (2003)

    Book  Google Scholar 

  76. Penrose, M.D.: A central limit theorem with applications to percolation, epidemics and Boolean models. Ann. Probab. 29(4), 1515–1546 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  77. Penrose, M.D., Yukich, J.E.: Limit theory for point processes in manifolds. Ann. Appl. Prob. 23(6), 2161–2211 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  78. Penrose, O., Lebowitz, J.L.: On the exponential decay of correlation functions. Commun. Math. Phys. 39(3), 165–184 (1974)

    Article  ADS  MathSciNet  Google Scholar 

  79. Pete, G.: Probability and geometry on groups. Lecture notes for a graduate course. http://math.bme.hu/~gabor/PGG.pdf (2017)

  80. Roe, J.: Lectures on Coarse Geometry, vol. 31. American Mathematical Society, Providence (2003)

    MATH  Google Scholar 

  81. Saha, P.K., Strand, R., Borgefors, G.: Digital topology and geometry in medical imaging: a survey. IEEE Transac. Med. Imaging 34(9), 1940–1964 (2015)

    Article  Google Scholar 

  82. Saulis, L., Statulevicius, V.: Limit Theorems for Large Deviations. Kluwer Academic, Dordrecht (1991)

    Book  MATH  Google Scholar 

  83. Schladitz, K., Ohse, J., Nagel, W.: Measurement of intrinsic volumes of sets observed on lattices. Discrete Geom. Comput Imag. 37, 247–258 (2006)

    Google Scholar 

  84. Schneider, R., Weil, W.: Stochastic and Integral Geometry. Probability and Its Applications. Springer, Berlin (2008)

    Book  MATH  Google Scholar 

  85. Schonmann, R.H.: Theorems and conjectures on the droplet-driven relaxation of stochastic Ising mode. In: Grimmett, G. (ed.) Probability and Phase Transition, pp. 265–301. Springer, Berlin (1994)

    Chapter  MATH  Google Scholar 

  86. Spanier, E.H.: Algebraic Topology. McGaw-Hill Book Co., New York (1966)

    MATH  Google Scholar 

  87. Sunklodas, J.: Approximation of Distributions of Sums of Weakly Dependent Random Variables by the Normal Distribution, pp. 113–165. Springer, Berlin (1991)

    MATH  Google Scholar 

  88. Svane, A.M.: Valuations in Image Analysis, pp. 435–454. Springer International Publishing, Cham (2017)

    MATH  Google Scholar 

  89. Velenik, Y.: Localization and delocalization of random interfaces. Probab. Surv 3, 112–169 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  90. Werman, M., Wright, M.: Intrinsic volumes of random cubical complexes. Discrete Comput. Geom. 56, 93–113 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  91. Yukich, J.: Limit theorems in discrete stochastic geometry. In: Bandyopadhyay, B., et al. (eds.) Stochastic Geometry, Spatial Statistics and Random Fields, pp. 239–275. Springe, Heidelberg (2013)

    Chapter  MATH  Google Scholar 

Download references

Acknowledgements

DY is thankful for the discussions with Matthew Wright which led to his interest in this question and especially the applications to random cubical complexes. The authors are also thankful to numerous comments by anonymous referees that has lead to an improved presentation.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to D. Yogeshwaran.

Additional information

DY’s research was supported by DST-INSPIRE Faculty fellowship and CPDA from the Indian Statistical Institute.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Reddy, T.R., Vadlamani, S. & Yogeshwaran, D. Central Limit Theorem for Exponentially Quasi-local Statistics of Spin Models on Cayley Graphs. J Stat Phys 173, 941–984 (2018). https://doi.org/10.1007/s10955-018-2026-9

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10955-018-2026-9

Keywords

Mathematics Subject Classification

Navigation