SearcharxivSearch

arXiv · 1211.4825

Height representation of XOR-Ising loops via bipartite dimers

Abstract

The XOR-Ising model on a graph consists of random spin configurations on vertices of the graph obtained by taking the product at each vertex of the spins of two independent Ising models. In this paper, we explicitly relate loop configurations of the XOR-Ising model and those of a dimer model living on a decorated, bipartite version of the Ising graph. This result is proved for graphs embedded in compact surfaces of genus g. Using this fact, we then prove that XOR-Ising loops have the same law as level lines of the height function of this bipartite dimer model. At criticality, the height function is known to converge weakly in distribution to a Gaussian free field. As a consequence, results of this paper shed a light on the occurrence of the Gaussian free field in the XOR-Ising model. In particular, they prove a discrete analogue of Wilson's conjecture, stating that the scaling limit of XOR-Ising loops are "contour lines" of the Gaussian free field.

Explore related subjects

Keep this discovery

BibTeXRIS

Cédric Boutillier, Béatrice de Tilière. 2014-09-03. Height representation of XOR-Ising loops via bipartite dimers. https://arxiv.org/abs/1211.4825

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR