Constructing fractional Gaussian fields from long-range divisible sandpiles on the torus

Leandro Chiarini, Milton Jara and Wioletta M. Ruszel

Stochastic Processes and their Applications, 2021, vol. 140, issue C, 147-182

Abstract: In Cipriani et al. (2017), the authors proved that, with the appropriate rescaling, the odometer of the (nearest neighbours) divisible sandpile on the unit torus converges to a bi-Laplacian field. Here, we study α-long-range divisible sandpiles, similar to those introduced in Frómeta and Jara (2018). We show that, for α∈(0,2), the limiting field is a fractional Gaussian field on the torus with parameter α/2. However, for α∈[2,∞), we recover the bi-Laplacian field. This provides an alternative construction of fractional Gaussian fields such as the Gaussian Free Field or membrane model using a diffusion based on the generator of Lévy walks. The central tool for obtaining our results is a careful study of the spectrum of the fractional Laplacian on the discrete torus. More specifically, we need the rate of divergence of the eigenvalues as we let the side length of the discrete torus go to infinity. As a side result, we obtain precise asymptotics for the eigenvalues of discrete fractional Laplacians. Furthermore, we determine the order of the expected maximum of the discrete fractional Gaussian field with parameter γ=min{α,2} and α∈R+∖{2} on a finite grid.

Keywords: Divisible sandpile; Odometer; Bi-Laplacian field; Fractional Gaussian fields; Abstract Wiener space; Scaling limits (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.spa.2021.06.006

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