Summable mean increments along dyadic cutoffs give almost-everywhere convergence; Fatou's lemma, closedness of the chaos and hypercontractive moment bounds give the rates; closedness of the Cameron-Martin Sobolev space gives the derivatives; completing the square gives the lower bound.
Each result cited is universally quantified over the data in its own statement.
Throughout, every is continuous, hence Borel, by Basic Properties of an Admissible Cylindrical Potential: Continuity, Growth under Noise Translations, Integrability, the Tangent Inequality and Tangency of the Noise Gradient §continuity, being an admissible cylindrical potential by The Galerkin Wick-Ordered Phi^4 Potential on the Torus is an Admissible Cylindrical Potential, with Semiconvexity Constant the Positive Part of Three Times the Coupling Times the Wick Constant Minus the Mass §admissible; and, by Basic Properties of an Admissible Cylindrical Potential: Continuity, Growth under Noise Translations, Integrability, the Tangent Inequality and Tangency of the Noise Gradient §continuity again, is the -th partial derivative of in the sense of Partial Derivatives along an Orthonormal Basis of a Function Differentiable on a Hilbert Space §partial, being differentiable on . The dyadic index is written , and we use (induction on ). Put ; then and by claims 1 and 2 of Real Powers Through the Exponential, and Elementary Asymptotic Tools: Monotonicity, Null Sequences of Negative Powers, Exponential Domination, Integer Rounding, and Square-Root and Exponential Inequalities, and converges to by Series of Nonnegative Real Numbers, Comparison, and the Geometric Series §geometric. For , The Galerkin Wick-Ordered Phi^4 Potentials on the Torus of Dimension at Most Two under the Free Field: Chaos Order, Conditional Expectations, and Increments with Their Cameron-Martin Derivatives §increment and claims 1 and 5 of Real Powers Through the Exponential, and Elementary Asymptotic Tools: Monotonicity, Null Sequences of Negative Powers, Exponential Domination, Integer Rounding, and Square-Root and Exponential Inequalities give , where is the square root of .
We use one elementary fact (F): if a real sequence converges to , then . Indeed, for there is with for , so ; as is arbitrary the claim follows.
Step 1 (claim 1). Let be the set of at which converges, equivalently (by The Real Numbers: Standing Notation and Background §sequences) is Cauchy. Thus
and each set on the right is Borel since is Borel by claims 2 and 4 of Arithmetic, Absolute Values, and Pointwise Limits of Measurable Real-Valued Functions; so . The functions are Borel by claims 1 and 3 of that lemma, and at every they converge to : to on and to off , matching The Wick-Ordered Phi^4 Potential of the Free Field on the Torus of Dimension at Most Two §potential. By claim 5 of Arithmetic, Absolute Values, and Pointwise Limits of Measurable Real-Valued Functions, is Borel.
Step 2 (almost-everywhere convergence). Put . By Hoelder's Inequality, for Two and for Finitely Many Factors §holder with the conjugate exponents and the constant (with ), . Let and , with values in . By Monotone Convergence Theorem and additivity in Linearity and Monotonicity of the Lebesgue Integral §nonnegative,
using Series of Nonnegative Real Numbers, Comparison, and the Geometric Series §geometric. By The Lebesgue Integral and Null Sets: Almost-Everywhere Comparison, Markov's Inequality, and Dominated Convergence Almost Everywhere §finite the set is Borel with null complement. For the series converges by Series of Nonnegative Real Numbers, Comparison, and the Geometric Series §criterion; since for , the Cauchy criterion Elementary Properties of Series of Real Numbers §cauchy, applied twice, shows that converges, and then converges by Elementary Properties of Series of Real Numbers §telescoping. Hence and for every , which is the first assertion of claim 2.
Step 3 (mean-square bounds). Fix and let , Borel and nonnegative. For , by The Real Numbers: Standing Notation and Background §background, so on by (F). For every , choosing gives and by The Galerkin Wick-Ordered Phi^4 Potentials on the Torus of Dimension at Most Two under the Free Field: Chaos Order, Conditional Expectations, and Increments with Their Cameron-Martin Derivatives §increment. Hence by The Lebesgue Integral and Null Sets: Almost-Everywhere Comparison, Markov's Inequality, and Dominated Convergence Almost Everywhere §comparison and Fatou's Lemma,
So with ; as is square-integrable by The Galerkin Wick-Ordered Phi^4 Potentials on the Torus of Dimension at Most Two under the Free Field: Chaos Order, Conditional Expectations, and Increments with Their Cameron-Martin Derivatives §chaos, is square-integrable by Minkowski's Inequality and the Seminormed Space of Power-Integrable Functions §minkowski. Taking : .
Step 4 (chaos and moments; claim 2). and are closed linear subspaces of by The Wiener Chaos Decomposition: Cylindrical Hermite Polynomials Are Dense and the Gaussian Lebesgue Space Is the Orthogonal Sum of the Chaoses §subspaces; so (by Sequential Characterization of the Closure in a Metric Space and claim 4 of The Closure is the Smallest Closed Superset) each contains the -limit of every convergent sequence of its elements. For fixed , the classes lie in by The Galerkin Wick-Ordered Phi^4 Potentials on the Torus of Dimension at Most Two under the Free Field: Chaos Order, Conditional Expectations, and Increments with Their Cameron-Martin Derivatives §chaos and converge in to by Step 3, since . Hence , and . For real , Moment and Tail Bounds on the Wiener Chaos up to a Given Order §moments with gives and, as the real power is the natural power by claim 1 of Real Powers Through the Exponential, and Elementary Asymptotic Tools: Monotonicity, Null Sequences of Negative Powers, Exponential Domination, Integer Rounding, and Square-Root and Exponential Inequalities (),
Step 5 (claim 3). Fix ; for we have , so is a conditional expectation of given by The Galerkin Wick-Ordered Phi^4 Potentials on the Torus of Dimension at Most Two under the Free Field: Chaos Order, Conditional Expectations, and Increments with Their Cameron-Martin Derivatives §conditional. In particular satisfies conditions (i) and (ii) of Conditional Expectation of a Square-Integrable Random Variable, and is a square-integrable random variable on by Steps 1 and 3. For and , condition (iii) for and linearity in Linearity and Monotonicity of the Lebesgue Integral §integrable give
whose absolute value is at most by Linearity and Monotonicity of the Lebesgue Integral §integrable and Hoelder's Inequality, for Two and for Finitely Many Factors §holder. The left side does not depend on and the right side tends to (Step 3), so it vanishes: condition (iii) holds for and , and is a conditional expectation of given .
Step 6 (Cameron-Martin partial derivatives in coordinates). In this step and the next, denotes the Cameron-Martin partial derivative of of Cameron-Martin Partial Derivatives on the Gaussian Sobolev Space with the Variances as Weights §partial, and always means a classical partial derivative. The items of that definition are read with in place of , and The Gaussian Sobolev Space: Linear Structure, Closedness, Hermite Polynomials and the Number-Operator Form of the Dirichlet Form, and the Log-Sobolev and Poincare Inequalities and The Space of Square-Integrable Hilbert-Valued Maps is a Real Hilbert Space: Coordinates and Synthesis are likewise applied with the weight sequence in place of , being a weight sequence by Cameron-Martin Partial Derivatives on the Gaussian Sobolev Space with the Variances as Weights (the rates of Gaussian Analysis Relative to a Diagonal Gaussian Reference Measure with Noise Weights: Standing Notation §rates then all equal ). So is an orthonormal basis of with for , by The Noise Space is a Real Hilbert Space: Orthonormal Basis, Continuous Embedding, Partial Sums, Closed Balls and Borel Measurability §basis, where is the -th coordinate of Borel Probability Measures on a Real Hilbert Space with an Orthonormal Basis: Standing Notation §coordinates. For a representative of , therefore, is the -th coordinate and , that is,
with the coordinates of The Space of Square-Integrable Hilbert-Valued Maps is a Real Hilbert Space: Coordinates and Synthesis §coordinates (the space being that of Probability Measures on a Hilbert Space Transported in the Noise Norm: Standing Notation §fields). Consequently: (a) is linear on , by The Gaussian Sobolev Space: Linear Structure, Closedness, Hermite Polynomials and the Number-Operator Form of the Dirichlet Form, and the Log-Sobolev and Poincare Inequalities §linear and the linearity of coordinates; (b) by The Space of Square-Integrable Hilbert-Valued Maps is a Real Hilbert Space: Coordinates and Synthesis §coordinates, so by Series of Nonnegative Real Numbers, Comparison, and the Geometric Series §dominates; (c) for every multi-index , and , the coordinate of along , is if and if , by The Gaussian Sobolev Space: Linear Structure, Closedness, Hermite Polynomials and the Number-Operator Form of the Dirichlet Form, and the Log-Sobolev and Poincare Inequalities §hermite; so, by the display and Cylindrical Hermite Polynomials: Growth and Integrability, Partial Derivatives, Orthogonality, and Monomials as Hermite Combinations §derivative, if , and if , as classes; that is, is the class of .
Step 7 (claim 4). Hermite form of . Fix . By The Galerkin Wick-Ordered Phi^4 Potential on the Torus is an Admissible Cylindrical Potential, with Semiconvexity Constant the Positive Part of Three Times the Coupling Times the Wick Constant Minus the Mass §noise-norm, with , and with real , by The Galerkin Wick-Ordered Phi^4 Potential and Its Wick Constant on the Torus §polynomial. Expanding the powers of the finite sum,
For each product lies in by Elementary Properties of Lattice-Periodic Functions §algebra, so its restriction to is -integrable by Continuous Periodic Functions are Power-Integrable and Dense on the Torus §member, with integral ; the constant term has integral over (The Flat Torus: Standing Notation §measure). By linearity of the integral, . The constant function is the monomial of order , so by Cylindrical Hermite Polynomials: Growth and Integrability, Partial Derivatives, Orthogonality, and Monomials as Hermite Combinations §monomials it is a finite linear combination of functions with . For , each is the monomial with the number of with , of order , so by Cylindrical Hermite Polynomials: Growth and Integrability, Partial Derivatives, Orthogonality, and Monomials as Hermite Combinations §monomials it is a finite linear combination of functions with . Hence on for a finite set of multi-indices and reals .
. By Step 6(c) and The Gaussian Sobolev Space: Linear Structure, Closedness, Hermite Polynomials and the Number-Operator Form of the Dirichlet Form, and the Log-Sobolev and Poincare Inequalities §linear, the class of lies in , and by Step 6(a),(c), is the class of . Each is differentiable on by Cylindrical Hermite Polynomials: Growth and Integrability, Partial Derivatives, Orthogonality, and Monomials as Hermite Combinations §derivative; a finite linear combination of functions differentiable on is differentiable on , its gradient being the same linear combination of their gradients, directly from clause 1 of Fréchet Differentiability and the Gradient on an Open Subset of a Real Inner Product Space (with ) and the uniqueness in its clause 2; and by Partial Derivatives along an Orthonormal Basis of a Function Differentiable on a Hilbert Space §partial the -th partial derivative is the inner product of the gradient with , which is linear in the gradient. So is the -th partial derivative of , which is by the opening paragraph. Thus is the class of for every .
Gradient increments. Let . Since by The Cubes of the Integer Lattice are Finite, Nested, Exhaust the Lattice and Have (2N+1)^n Points §nested, , so for . By Step 6(a),(b) and The Galerkin Wick-Ordered Phi^4 Potentials on the Torus of Dimension at Most Two under the Free Field: Chaos Order, Conditional Expectations, and Increments with Their Cameron-Martin Derivatives §increment,
Hence is Cauchy, with for , and converges to some in the real Hilbert space (The Space of Square-Integrable Hilbert-Valued Maps is a Real Hilbert Space: Coordinates and Synthesis §hilbert). As (Step 3), The Gaussian Sobolev Space: Linear Structure, Closedness, Hermite Polynomials and the Number-Operator Form of the Dirichlet Form, and the Log-Sobolev and Poincare Inequalities §closed gives and . For each and every , ; letting , .
Convergence of the derivatives. Fix . By Step 6(a),(b), ; here by claim 3(a) of Real Powers Through the Exponential, and Elementary Asymptotic Tools: Monotonicity, Null Sequences of Negative Powers, Exponential Domination, Integer Rounding, and Square-Root and Exponential Inequalities, so by Arithmetic of Limits of Real Sequences §scalar, and by claim 3(c) of Real Powers Through the Exponential, and Elementary Asymptotic Tools: Monotonicity, Null Sequences of Negative Powers, Exponential Domination, Integer Rounding, and Square-Root and Exponential Inequalities with . Each has class in (The Galerkin Wick-Ordered Phi^4 Potentials on the Torus of Dimension at Most Two under the Free Field: Chaos Order, Conditional Expectations, and Increments with Their Cameron-Martin Derivatives §chaos), which is closed (Step 4), so and . For real , Moment and Tail Bounds on the Wiener Chaos up to a Given Order §moments with gives and , which tends to by Arithmetic of Limits of Real Sequences §scalar; so by claim 3(c) of Real Powers Through the Exponential, and Elementary Asymptotic Tools: Monotonicity, Null Sequences of Negative Powers, Exponential Domination, Integer Rounding, and Square-Root and Exponential Inequalities.
Step 8 (claims 5 and 6). By The Galerkin Wick-Ordered Phi^4 Potential and Its Wick Constant on the Torus §polynomial, with ,
Since by The Galerkin Wick-Ordered Phi^4 Potential on the Torus is an Admissible Cylindrical Potential, with Semiconvexity Constant the Positive Part of Three Times the Coupling Times the Wick Constant Minus the Mass §wick, , so ; also and . Hence for every real . Integrating over by the monotonicity in Linearity and Monotonicity of the Lebesgue Integral §integrable, with (The Flat Torus: Standing Notation §measure), gives for every . This is claim 5.
For claim 6, let . The family is cube-summable by Lattice Sums of Powers of the Fourier Weights in Dimension at Most Two: Power Sums, the Growth of the Wick Constants, and the Quartic Convolution Sums §powers with (as ), the real power there being the multiplicative inverse of by claim 1 of Real Powers Through the Exponential, and Elementary Asymptotic Tools: Monotonicity, Null Sequences of Negative Powers, Exponential Domination, Integer Rounding, and Square-Root and Exponential Inequalities ( and ); so is defined. By The Galerkin Wick-Ordered Phi^4 Potential on the Torus is an Admissible Cylindrical Potential, with Semiconvexity Constant the Positive Part of Three Times the Coupling Times the Wick Constant Minus the Mass §wick and Lattice Sums along Cubes: Linearity, Nonnegative Families, Absolute Summability, Comparison and Finitely Supported Families §nonnegative with , . As and , we get , and . If , then for all , so by The Real Numbers: Standing Notation and Background §background; if , then .
Loading…