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2020 Divide and color representations for threshold Gaussian and stable vectors
Malin P. Forsström, Jeffrey E. Steif
Electron. J. Probab. 25: 1-45 (2020). DOI: 10.1214/20-EJP459

Abstract

We study the question of when a $\{0,1\}$-valued threshold process associated to a mean zero Gaussian or a symmetric stable vector corresponds to a divide and color (DC) process. This means that the process corresponding to fixing a threshold level $h$ and letting a 1 correspond to the variable being larger than $h$ arises from a random partition of the index set followed by coloring all elements in each partition element 1 or 0 with probabilities $p$ and $1-p$, independently for different partition elements.

While it turns out that all discrete Gaussian free fields yield a DC process when the threshold is zero, for general $n$-dimensional mean zero, variance one Gaussian vectors with nonnegative covariances, this is true in general when $n=3$ but false for $n=4$.

The behavior is quite different depending on whether the threshold level $h$ is zero or not and we show that there is no general monotonicity in $h$ in either direction. We also show that all constant variance discrete Gaussian free fields with a finite number of variables yield DC processes for large thresholds.

In the stable case, for the simplest nontrivial symmetric stable vector with three variables, we obtain a phase transition in the stability exponent $\alpha $ at the surprising value of $1/2$; if the index of stability is larger than $1/2$, then the process yields a DC process for large $h$ while if the index of stability is smaller than $1/2$, then this is not the case.

Citation

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Malin P. Forsström. Jeffrey E. Steif. "Divide and color representations for threshold Gaussian and stable vectors." Electron. J. Probab. 25 1 - 45, 2020. https://doi.org/10.1214/20-EJP459

Information

Received: 7 November 2019; Accepted: 13 April 2020; Published: 2020
First available in Project Euclid: 5 May 2020

zbMATH: 1444.60025
MathSciNet: MR4095050
Digital Object Identifier: 10.1214/20-EJP459

Subjects:
Primary: 60G15, 60G52

JOURNAL ARTICLE
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