A sprinkled decoupling inequality for Gaussian processes and applications
Stephen Muirhead

TL;DR
This paper introduces a new decoupling inequality for Gaussian vectors that depends only on maximum pairwise correlation, enabling new results on phase transitions in Gaussian percolation models with specific correlation decay.
Contribution
It presents a sprinkled decoupling inequality for Gaussian processes and applies it to establish phase transition non-triviality for broader classes of Gaussian fields.
Findings
Decoupling inequality depends solely on maximum pairwise correlation.
Proves non-trivial phase transition for Gaussian fields with polylogarithmic decay.
Extends results to non-stationary fields and monochromatic random waves.
Abstract
We establish a sprinkled decoupling inequality for increasing events of Gaussian vectors with an error that depends only on the maximum pairwise correlation. As an application we prove the non-triviality of the percolation phase transition for Gaussian fields on or with (i) uniformly bounded local suprema, and (ii) correlations which decay at least polylogarithmically in the distance with exponent ; this expands the scope of existing results on non-triviality of the phase transition, covering new examples such as non-stationary fields and monochromatic random waves.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Probability and Risk Models · Financial Risk and Volatility Modeling
