Central Limit Theorem in the High-Temperature Gibbs Regime

A CLT for spatial sums of local observables under a unique high-temperature Gibbs measure, with variance given by the integrated covariance (susceptibility-type) formula.
Central Limit Theorem in the High-Temperature Gibbs Regime

Prerequisites

Setting

Let μ\mu be a translation-invariant infinite-volume Gibbs measure on Zd\mathbb{Z}^d (see ), arising from a finite-range interaction in a high-temperature / uniqueness regime (for example, a parameter region where a yields exponential decay of correlations).

Let ff be a local observable (depends only on finitely many spins) with zero mean:

μ(f)=0. \mu(f)=0.

Let τx\tau_x denote the lattice shift by xx, and define the sum over a finite region ΛZd\Lambda\subset\mathbb{Z}^d:

SΛ=xΛfτx. S_\Lambda = \sum_{x\in\Lambda} f\circ \tau_x.

Theorem (CLT under high-temperature mixing)

Assume μ\mu is strongly mixing with summable covariances for ff, i.e.

xZdCovμ(f,fτx)<. \sum_{x\in\mathbb{Z}^d} \big|\mathrm{Cov}_\mu\big(f, f\circ\tau_x\big)\big| < \infty.

Then, for a sequence of boxes Λn\Lambda_n with Λn|\Lambda_n|\to\infty,

SΛnΛn    N(0,σf2), \frac{S_{\Lambda_n}}{\sqrt{|\Lambda_n|}} \;\Rightarrow\; \mathcal{N}(0,\sigma_f^2),

where the asymptotic variance is given by the integrated covariance formula

σf2=xZdCovμ(f,fτx)      [0,). \sigma_f^2 ={} \sum_{x\in\mathbb{Z}^d} \mathrm{Cov}_\mu\big(f, f\circ\tau_x\big) \;\;\in\;[0,\infty).

Moreover,

limnVarμ(SΛn)Λn=σf2. \lim_{n\to\infty}\frac{\mathrm{Var}_\mu(S_{\Lambda_n})}{|\Lambda_n|}=\sigma_f^2.

A multivariate version holds for finitely many local observables (f1,,fk)(f_1,\dots,f_k), yielding a Gaussian limit with covariance matrix given by the corresponding summed cross-covariances.

Interpretation in statistical mechanics

  • The high-temperature (uniqueness) regime typically implies exponential decay of and a finite , which is precisely what makes the covariance sum converge.
  • The variance formula above is the k=0k=0 limit of a Fourier-space fluctuation observable; it connects naturally to .
  • At or near criticality (large correlation length), the covariance sum may diverge or decay too slowly, and the CLT can fail or require non-Gaussian scaling limits (see and for how this is encoded in critical behavior).