TheoremBase

Summable mean increments along dyadic cutoffs give almost-everywhere convergence; Fatou's lemma, closedness of the chaos and hypercontractive moment bounds give the LpL^p rates; closedness of the Cameron-Martin Sobolev space gives the derivatives; completing the square gives the lower bound.

Proof

Each result cited is universally quantified over the data in its own statement.

Throughout, every VNV_{N} 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, VNV_{N} 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, ∂jVN\partial_{j}V_{N} is the jj-th partial derivative of VNV_{N} in the sense of Partial Derivatives along an Orthonormal Basis of a Function Differentiable on a Hilbert Space §partial, VNV_{N} being differentiable on XX. The dyadic index is written i∈Ni\in\mathbb{N}, and we use i≤2ii\le2^{i} (induction on ii). Put r=2−1/8r=2^{-1/8}; then 0<r<10<r<1 and (2i)−1/8=ri(2^{i})^{-1/8}=r^{i} 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 (ri)i(r^{i})_{i} converges to 00 by Series of Nonnegative Real Numbers, Comparison, and the Geometric Series §geometric. For N≤MN\le M, 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 ∥VM−VN∥2≤C1/2N−1/8\lVert V_{M}-V_{N}\rVert_{2}\le C^{1/2}N^{-1/8}, where C1/2C^{1/2} is the square root of C≥0C\ge0.

We use one elementary fact (F): if a real sequence (ai)(a_{i}) converges to aa, then a≤sup⁡kinf⁡i≥kaia\le\sup_{k}\inf_{i\ge k}a_{i}. Indeed, for ε>0\varepsilon>0 there is kk with ai>a−εa_{i}>a-\varepsilon for i≥ki\ge k, so inf⁡i≥kai≥a−ε\inf_{i\ge k}a_{i}\ge a-\varepsilon; as ε\varepsilon is arbitrary the claim follows.

Step 1 (claim 1). Let LL be the set of x∈Xx\in X at which (V2i(x))i(V_{2^{i}}(x))_{i} converges, equivalently (by The Real Numbers: Standing Notation and Background §sequences) is Cauchy. Thus

L=⋂q∈N ⋃I∈N ⋂i,i′≥I{x:∣V2i(x)−V2i′(x)∣≤1/q},L=\bigcap_{q\in\mathbb{N}}\ \bigcup_{I\in\mathbb{N}}\ \bigcap_{i,i'\ge I}\{x:|V_{2^{i}}(x)-V_{2^{i'}}(x)|\le1/q\},

and each set on the right is Borel since ∣V2i−V2i′∣|V_{2^{i}}-V_{2^{i'}}| is Borel by claims 2 and 4 of Arithmetic, Absolute Values, and Pointwise Limits of Measurable Real-Valued Functions; so L∈B(X)L\in\mathcal{B}(X). The functions 1LV2i\mathbf{1}_{L}V_{2^{i}} are Borel by claims 1 and 3 of that lemma, and at every x∈Xx\in X they converge to V(x)V(x): to lim⁡iV2i(x)\lim_{i}V_{2^{i}}(x) on LL and to 00 off LL, 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, VV is Borel.

Step 2 (almost-everywhere convergence). Put Di=V2i+1−V2iD_{i}=V_{2^{i+1}}-V_{2^{i}}. By Hoelder's Inequality, for Two and for Finitely Many Factors §holder with the conjugate exponents 2,22,2 and the constant 11 (with ∫X1 dγc=1\int_{X}1\,d\gamma_{c}=1), ∫X∣Di∣ dγc≤∥Di∥2≤C1/2(2i)−1/8=C1/2ri\int_{X}|D_{i}|\,d\gamma_{c}\le\lVert D_{i}\rVert_{2}\le C^{1/2}(2^{i})^{-1/8}=C^{1/2}r^{i}. Let GI=∑i=1I∣Di∣G_{I}=\sum_{i=1}^{I}|D_{i}| and G=sup⁡IGIG=\sup_{I}G_{I}, with values in [0,∞][0,\infty]. By Monotone Convergence Theorem and additivity in Linearity and Monotonicity of the Lebesgue Integral §nonnegative,

∫XG dγc=sup⁡I∑i=1I∫X∣Di∣ dγc≤C1/2∑i=1∞ri=C1/2r1−r<∞,\int_{X}G\,d\gamma_{c}=\sup_{I}\sum_{i=1}^{I}\int_{X}|D_{i}|\,d\gamma_{c}\le C^{1/2}\sum_{i=1}^{\infty}r^{i}=\frac{C^{1/2}r}{1-r}<\infty,

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 Ω0={x:G(x)<∞}\Omega_{0}=\{x:G(x)<\infty\} is Borel with null complement. For x∈Ω0x\in\Omega_{0} the series ∑i∣Di(x)∣\sum_{i}|D_{i}(x)| converges by Series of Nonnegative Real Numbers, Comparison, and the Geometric Series §criterion; since ∣∑i=I1+1I2Di(x)∣≤∑i=I1+1I2∣Di(x)∣|\sum_{i=I_{1}+1}^{I_{2}}D_{i}(x)|\le\sum_{i=I_{1}+1}^{I_{2}}|D_{i}(x)| for I1<I2I_{1}<I_{2}, the Cauchy criterion Elementary Properties of Series of Real Numbers §cauchy, applied twice, shows that ∑iDi(x)\sum_{i}D_{i}(x) converges, and then (V2i(x))i(V_{2^{i}}(x))_{i} converges by Elementary Properties of Series of Real Numbers §telescoping. Hence Ω0⊆L\Omega_{0}\subseteq L and V(x)=lim⁡iV2i(x)V(x)=\lim_{i}V_{2^{i}}(x) for every x∈Ω0x\in\Omega_{0}, which is the first assertion of claim 2.

Step 3 (mean-square bounds). Fix N∈NN\in\mathbb{N} and let ui=(V2i−VN)2u_{i}=(V_{2^{i}}-V_{N})^{2}, Borel and nonnegative. For x∈Ω0x\in\Omega_{0}, ui(x)→(V(x)−VN(x))2u_{i}(x)\to(V(x)-V_{N}(x))^{2} by The Real Numbers: Standing Notation and Background §background, so (V−VN)2≤lim inf⁡iui(V-V_{N})^{2}\le\liminf_{i}u_{i} on Ω0\Omega_{0} by (F). For every kk, choosing i≥max⁡{k,N}i\ge\max\{k,N\} gives N≤2iN\le2^{i} and inf⁡i′≥k∫Xui′ dγc≤∫Xui dγc≤CN−1/4\inf_{i'\ge k}\int_{X}u_{i'}\,d\gamma_{c}\le\int_{X}u_{i}\,d\gamma_{c}\le CN^{-1/4} 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,

∫X(V−VN)2 dγc≤∫Xlim inf⁡iui dγc≤lim inf⁡i∫Xui dγc≤CN−1/4.\int_{X}(V-V_{N})^{2}\,d\gamma_{c}\le\int_{X}\liminf_{i}u_{i}\,d\gamma_{c}\le\liminf_{i}\int_{X}u_{i}\,d\gamma_{c}\le CN^{-1/4}.

So V−VN∈L2(γc)V-V_{N}\in L^{2}(\gamma_{c}) with ∥V−VN∥2≤C1/2N−1/8\lVert V-V_{N}\rVert_{2}\le C^{1/2}N^{-1/8}; as V1V_{1} 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, V=(V−V1)+V1V=(V-V_{1})+V_{1} is square-integrable by Minkowski's Inequality and the Seminormed Space of Power-Integrable Functions §minkowski. Taking N=2iN=2^{i}: ∥V−V2i∥2≤C1/2ri→0\lVert V-V_{2^{i}}\rVert_{2}\le C^{1/2}r^{i}\to0.

Step 4 (chaos and moments; claim 2). H≤4\mathcal{H}_{\le4} and H≤3\mathcal{H}_{\le3} are closed linear subspaces of L2(γc)L^{2}(\gamma_{c}) 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 L2L^{2}-limit of every convergent sequence of its elements. For fixed NN, the classes V2i−VNV_{2^{i}}-V_{N} lie in H≤4\mathcal{H}_{\le4} 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 L2L^{2} to V−VNV-V_{N} by Step 3, since ∥(V2i−VN)−(V−VN)∥2=∥V2i−V∥2\lVert(V_{2^{i}}-V_{N})-(V-V_{N})\rVert_{2}=\lVert V_{2^{i}}-V\rVert_{2}. Hence V−VN∈H≤4V-V_{N}\in\mathcal{H}_{\le4}, and V=(V−VN)+VN∈H≤4V=(V-V_{N})+V_{N}\in\mathcal{H}_{\le4}. For real p≥2p\ge2, Moment and Tail Bounds on the Wiener Chaos up to a Given Order §moments with m=4m=4 gives V∈Lp(γc)V\in L^{p}(\gamma_{c}) and, as the real power (p−1)4/2(p-1)^{4/2} is the natural power (p−1)2(p-1)^{2} 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 (p−1≥1>0p-1\ge1>0),

∥V−VN∥p≤(p−1)2∥V−VN∥2≤(p−1)2C1/2N−1/8.\lVert V-V_{N}\rVert_{p}\le(p-1)^{2}\lVert V-V_{N}\rVert_{2}\le(p-1)^{2}C^{1/2}N^{-1/8}.

Step 5 (claim 3). Fix NN; for i≥Ni\ge N we have N≤2iN\le2^{i}, so VNV_{N} is a conditional expectation of V2iV_{2^{i}} given FN\mathcal{F}_{N} 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 VNV_{N} satisfies conditions (i) and (ii) of Conditional Expectation of a Square-Integrable Random Variable, and VV is a square-integrable random variable on (X,B(X),γc)(X,\mathcal{B}(X),\gamma_{c}) by Steps 1 and 3. For A∈FNA\in\mathcal{F}_{N} and i≥Ni\ge N, condition (iii) for V2iV_{2^{i}} and linearity in Linearity and Monotonicity of the Lebesgue Integral §integrable give

∫XV1A dγc−∫XVN1A dγc=∫X(V−V2i)1A dγc,\int_{X}V\mathbf{1}_{A}\,d\gamma_{c}-\int_{X}V_{N}\mathbf{1}_{A}\,d\gamma_{c}=\int_{X}(V-V_{2^{i}})\mathbf{1}_{A}\,d\gamma_{c},

whose absolute value is at most ∥V−V2i∥2∥1A∥2≤∥V−V2i∥2\lVert V-V_{2^{i}}\rVert_{2}\lVert\mathbf{1}_{A}\rVert_{2}\le\lVert V-V_{2^{i}}\rVert_{2} 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 ii and the right side tends to 00 (Step 3), so it vanishes: condition (iii) holds for VV and VNV_{N}, and VNV_{N} is a conditional expectation of VV given FN\mathcal{F}_{N}.

Step 6 (Cameron-Martin partial derivatives in coordinates). In this step and the next, δkF\delta_{k}F denotes the Cameron-Martin partial derivative of F∈Dc1,2F\in\mathbb{D}^{1,2}_{c} of Cameron-Martin Partial Derivatives on the Gaussian Sobolev Space with the Variances as Weights §partial, and ∂k\partial_{k} always means a classical partial derivative. The items of that definition are read with cc in place of aa, 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 cc in place of aa, cc being a weight sequence by Cameron-Martin Partial Derivatives on the Gaussian Sobolev Space with the Variances as Weights (the rates θk\theta_{k} of Gaussian Analysis Relative to a Diagonal Gaussian Reference Measure with Noise Weights: Standing Notation §rates then all equal ck/ck=1c_{k}/c_{k}=1). So fk=ck1/2ekf_{k}=c_{k}^{1/2}e_{k} is an orthonormal basis of XcX^{c} with ⟨y,fk⟩c=ck−1/2yk\langle y,f_{k}\rangle_{c}=c_{k}^{-1/2}y_{k} for y∈Xcy\in X^{c}, by The Noise Space is a Real Hilbert Space: Orthonormal Basis, Continuous Embedding, Partial Sums, Closed Balls and Borel Measurability §basis, where yk=⟨y,ek⟩y_{k}=\langle y,e_{k}\rangle is the kk-th coordinate of Borel Probability Measures on a Real Hilbert Space with an Orthonormal Basis: Standing Notation §coordinates. For a representative gg of ∇cF\nabla_{c}F, therefore, ⟨g(x),ek⟩\langle g(x),e_{k}\rangle is the kk-th coordinate g(x)kg(x)_{k} and ck−1⟨g(x),ek⟩=ck−1g(x)k=ck−1/2⟨g(x),fk⟩cc_{k}^{-1}\langle g(x),e_{k}\rangle=c_{k}^{-1}g(x)_{k}=c_{k}^{-1/2}\langle g(x),f_{k}\rangle_{c}, that is,

δkF=ck−1/2(∇cF)k,\delta_{k}F=c_{k}^{-1/2}(\nabla_{c}F)_{k},

with the coordinates of The Space of Square-Integrable Hilbert-Valued Maps is a Real Hilbert Space: Coordinates and Synthesis §coordinates (the space L2(γc;Xc)L^{2}(\gamma_{c};X^{c}) being that of Probability Measures on a Hilbert Space Transported in the Noise Norm: Standing Notation §fields). Consequently: (a) δk\delta_{k} is linear on Dc1,2\mathbb{D}^{1,2}_{c}, 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) ∥∇cF∥γc2=∑k=1∞ck∥δkF∥22\lVert\nabla_{c}F\rVert_{\gamma_{c}}^{2}=\sum_{k=1}^{\infty}c_{k}\lVert\delta_{k}F\rVert_{2}^{2} by The Space of Square-Integrable Hilbert-Valued Maps is a Real Hilbert Space: Coordinates and Synthesis §coordinates, so ∥δkF∥22≤ck−1∥∇cF∥γc2\lVert\delta_{k}F\rVert_{2}^{2}\le c_{k}^{-1}\lVert\nabla_{c}F\rVert_{\gamma_{c}}^{2} by Series of Nonnegative Real Numbers, Comparison, and the Geometric Series §dominates; (c) for every multi-index β\beta, Hβ∈Dc1,2H_{\beta}\in\mathbb{D}^{1,2}_{c} and (∇cHβ)k(\nabla_{c}H_{\beta})_{k}, the coordinate of ∇cHβ\nabla_{c}H_{\beta} along fkf_{k}, is ck1/2βkHβ−εkc_{k}^{1/2}\beta_{k}H_{\beta-\varepsilon_{k}} if βk≥1\beta_{k}\ge1 and 00 if βk=0\beta_{k}=0, 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, δkHβ=ck−1/2ck1/2βkHβ−εk=βkHβ−εk=∂kHβ\delta_{k}H_{\beta}=c_{k}^{-1/2}c_{k}^{1/2}\beta_{k}H_{\beta-\varepsilon_{k}}=\beta_{k}H_{\beta-\varepsilon_{k}}=\partial_{k}H_{\beta} if βk≥1\beta_{k}\ge1, and δkHβ=0=∂kHβ\delta_{k}H_{\beta}=0=\partial_{k}H_{\beta} if βk=0\beta_{k}=0, as classes; that is, δkHβ\delta_{k}H_{\beta} is the class of ∂kHβ\partial_{k}H_{\beta}.

Step 7 (claim 4). Hermite form of VNV_{N}. Fix NN. 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, ΦN[x](z)=∑j=1dNxjbj(z)\Phi_{N}[x](z)=\sum_{j=1}^{d_{N}}x_{j}b_{j}(z) with bj=χN(j)aj−1/2ψκ(j)∈Cperb_{j}=\chi_{N}(j)a_{j}^{-1/2}\psi_{\kappa(j)}\in C_{\mathrm{per}}, and fN(s)=q0+∑h=14qhshf_{N}(s)=q_{0}+\sum_{h=1}^{4}q_{h}s^{h} with real q0,…,q4q_{0},\dots,q_{4}, by The Galerkin Wick-Ordered Phi^4 Potential and Its Wick Constant on the Torus §polynomial. Expanding the powers of the finite sum,

fN(ΦN[x](z))=q0+∑h=14qh∑ι∈[dN]hxι1⋯xιh bι1(z)⋯bιh(z).f_{N}(\Phi_{N}[x](z))=q_{0}+\sum_{h=1}^{4}q_{h}\sum_{\iota\in[d_{N}]^{h}}x_{\iota_{1}}\cdots x_{\iota_{h}}\,b_{\iota_{1}}(z)\cdots b_{\iota_{h}}(z).

For 1≤h≤41\le h\le4 each product bι1⋯bιhb_{\iota_{1}}\cdots b_{\iota_{h}} lies in CperC_{\mathrm{per}} by Elementary Properties of Lattice-Periodic Functions §algebra, so its restriction to QQ is λQ\lambda_{Q}-integrable by Continuous Periodic Functions are Power-Integrable and Dense on the Torus §member, with integral IιI_{\iota}; the constant term q0q_{0} has integral q0λQ(Q)=q0q_{0}\lambda_{Q}(Q)=q_{0} over QQ (The Flat Torus: Standing Notation §measure). By linearity of the integral, VN(x)=q0+∑h=14qh∑ι∈[dN]hIι xι1⋯xιhV_{N}(x)=q_{0}+\sum_{h=1}^{4}q_{h}\sum_{\iota\in[d_{N}]^{h}}I_{\iota}\,x_{\iota_{1}}\cdots x_{\iota_{h}}. The constant function 11 is the monomial ∏k=1dNxk0\prod_{k=1}^{d_{N}}x_{k}^{0} of order 00, 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 HβH_{\beta} with ∣β∣=0|\beta|=0. For 1≤h≤41\le h\le4, each xι1⋯xιhx_{\iota_{1}}\cdots x_{\iota_{h}} is the monomial ∏k=1dNxkαk\prod_{k=1}^{d_{N}}x_{k}^{\alpha_{k}} with αk\alpha_{k} the number of ll with ιl=k\iota_{l}=k, of order h≤4h\le4, 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 HβH_{\beta} with ∣β∣≤4|\beta|\le4. Hence VN=∑β∈BNtβHβV_{N}=\sum_{\beta\in\mathcal{B}_{N}}t_{\beta}H_{\beta} on XX for a finite set BN\mathcal{B}_{N} of multi-indices and reals tβt_{\beta}.

VN∈Dc1,2V_{N}\in\mathbb{D}^{1,2}_{c}. 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 VNV_{N} lies in Dc1,2\mathbb{D}^{1,2}_{c}, and by Step 6(a),(c), δkVN\delta_{k}V_{N} is the class of ∑βtβ∂kHβ\sum_{\beta}t_{\beta}\partial_{k}H_{\beta}. Each HβH_{\beta} is differentiable on XX by Cylindrical Hermite Polynomials: Growth and Integrability, Partial Derivatives, Orthogonality, and Monomials as Hermite Combinations §derivative; a finite linear combination of functions differentiable on XX is differentiable on XX, 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 E=U=XE=U=X) 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 kk-th partial derivative is the inner product of the gradient with eke_{k}, which is linear in the gradient. So ∑βtβ∂kHβ\sum_{\beta}t_{\beta}\partial_{k}H_{\beta} is the kk-th partial derivative of VN=∑βtβHβV_{N}=\sum_{\beta}t_{\beta}H_{\beta}, which is ∂kVN\partial_{k}V_{N} by the opening paragraph. Thus δkVN\delta_{k}V_{N} is the class of ∂kVN\partial_{k}V_{N} for every k∈Nk\in\mathbb{N}.

Gradient increments. Let N≤MN\le M. Since κ(dN)∈ΓN⊆ΓM\kappa(d_{N})\in\Gamma_{N}\subseteq\Gamma_{M} by The Cubes of the Integer Lattice are Finite, Nested, Exhaust the Lattice and Have (2N+1)^n Points §nested, dN≤dMd_{N}\le d_{M}, so ∂kVM=∂kVN=0\partial_{k}V_{M}=\partial_{k}V_{N}=0 for k>dMk>d_{M}. 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,

∥∇cVM−∇cVN∥γc2=∑k=1dMck∫X(∂kVM−∂kVN)2 dγc≤CN−1/4.\lVert\nabla_{c}V_{M}-\nabla_{c}V_{N}\rVert_{\gamma_{c}}^{2}=\sum_{k=1}^{d_{M}}c_{k}\int_{X}(\partial_{k}V_{M}-\partial_{k}V_{N})^{2}\,d\gamma_{c}\le CN^{-1/4}.

Hence (∇cV2i)i(\nabla_{c}V_{2^{i}})_{i} is Cauchy, with ∥∇cV2i′−∇cV2i∥γc≤C1/2ri\lVert\nabla_{c}V_{2^{i'}}-\nabla_{c}V_{2^{i}}\rVert_{\gamma_{c}}\le C^{1/2}r^{i} for i≤i′i\le i', and converges to some G\mathcal{G} in the real Hilbert space L2(γc;Xc)L^{2}(\gamma_{c};X^{c}) (The Space of Square-Integrable Hilbert-Valued Maps is a Real Hilbert Space: Coordinates and Synthesis §hilbert). As ∥V2i−V∥2→0\lVert V_{2^{i}}-V\rVert_{2}\to0 (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 V∈Dc1,2V\in\mathbb{D}^{1,2}_{c} and ∇cV=G\nabla_{c}V=\mathcal{G}. For each NN and every i≥Ni\ge N, ∥∇cV−∇cVN∥γc≤∥G−∇cV2i∥γc+C1/2N−1/8\lVert\nabla_{c}V-\nabla_{c}V_{N}\rVert_{\gamma_{c}}\le\lVert\mathcal{G}-\nabla_{c}V_{2^{i}}\rVert_{\gamma_{c}}+C^{1/2}N^{-1/8}; letting i→∞i\to\infty, ∥∇cV−∇cVN∥γc≤C1/2N−1/8\lVert\nabla_{c}V-\nabla_{c}V_{N}\rVert_{\gamma_{c}}\le C^{1/2}N^{-1/8}.

Convergence of the derivatives. Fix j∈Nj\in\mathbb{N}. By Step 6(a),(b), ∥δjV−∂jVN∥2≤cj−1/2C1/2N−1/8\lVert\delta_{j}V-\partial_{j}V_{N}\rVert_{2}\le c_{j}^{-1/2}C^{1/2}N^{-1/8}; here N−1/8→0N^{-1/8}\to0 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 cj−1/2C1/2N−1/8→0c_{j}^{-1/2}C^{1/2}N^{-1/8}\to0 by Arithmetic of Limits of Real Sequences §scalar, and ∥δjV−∂jVN∥2→0\lVert\delta_{j}V-\partial_{j}V_{N}\rVert_{2}\to0 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 L=0L=0. Each ∂jVN\partial_{j}V_{N} has class in H≤3\mathcal{H}_{\le3} (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 δjV∈H≤3\delta_{j}V\in\mathcal{H}_{\le3} and δjV−∂jVN∈H≤3\delta_{j}V-\partial_{j}V_{N}\in\mathcal{H}_{\le3}. For real p≥2p\ge2, Moment and Tail Bounds on the Wiener Chaos up to a Given Order §moments with m=3m=3 gives δjV∈Lp(γc)\delta_{j}V\in L^{p}(\gamma_{c}) and ∥δjV−∂jVN∥p≤(p−1)3/2∥δjV−∂jVN∥2\lVert\delta_{j}V-\partial_{j}V_{N}\rVert_{p}\le(p-1)^{3/2}\lVert\delta_{j}V-\partial_{j}V_{N}\rVert_{2}, which tends to 00 by Arithmetic of Limits of Real Sequences §scalar; so ∥δjV−∂jVN∥p→0\lVert\delta_{j}V-\partial_{j}V_{N}\rVert_{p}\to0 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 AN=(3ϰCN−m)/2A_{N}=(3\varkappa C_{N}-\mathfrak{m})/2,

fN(s)=ϰ4s4−ANs2+3ϰCN24−mCN2=ϰ4(s2−2ANϰ)2−AN2ϰ+3ϰCN24−mCN2.f_{N}(s)=\frac{\varkappa}{4}s^{4}-A_{N}s^{2}+\frac{3\varkappa C_{N}^{2}}{4}-\frac{\mathfrak{m}C_{N}}{2}=\frac{\varkappa}{4}\Bigl(s^{2}-\frac{2A_{N}}{\varkappa}\Bigr)^{2}-\frac{A_{N}^{2}}{\varkappa}+\frac{3\varkappa C_{N}^{2}}{4}-\frac{\mathfrak{m}C_{N}}{2}.

Since 0<CN0<C_{N} 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, ∣AN∣≤(3ϰCN+∣m∣)/2|A_{N}|\le(3\varkappa C_{N}+|\mathfrak{m}|)/2, so AN2/ϰ≤(3ϰCN+∣m∣)2/(4ϰ)A_{N}^{2}/\varkappa\le(3\varkappa C_{N}+|\mathfrak{m}|)^{2}/(4\varkappa); also 3ϰCN2/4≥03\varkappa C_{N}^{2}/4\ge0 and −mCN/2≥−∣m∣CN/2-\mathfrak{m}C_{N}/2\ge-|\mathfrak{m}|C_{N}/2. Hence fN(s)≥−BNf_{N}(s)\ge-B_{N} for every real ss. Integrating over QQ by the monotonicity in Linearity and Monotonicity of the Lebesgue Integral §integrable, with λQ(Q)=1\lambda_{Q}(Q)=1 (The Flat Torus: Standing Notation §measure), gives VN(x)≥−BNV_{N}(x)\ge-B_{N} for every xx. This is claim 5.

For claim 6, let n=1n=1. The family k↦μk−1k\mapsto\mu_{k}^{-1} 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 s=1s=1 (as 1<21<2), the real power μk−1\mu_{k}^{-1} there being the multiplicative inverse of μk\mu_{k} 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 (t−a=1/tat^{-a}=1/t^{a} and t1=tt^{1}=t); so C∞C_{\infty} 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 E=ΓNE=\Gamma_{N}, CN=∑k∈ΓNμk−1≤C∞C_{N}=\sum_{k\in\Gamma_{N}}\mu_{k}^{-1}\le C_{\infty}. As 0<3ϰCN+∣m∣≤3ϰC∞+∣m∣0<3\varkappa C_{N}+|\mathfrak{m}|\le3\varkappa C_{\infty}+|\mathfrak{m}| and ∣m∣CN≤∣m∣C∞|\mathfrak{m}|C_{N}\le|\mathfrak{m}|C_{\infty}, we get BN≤B∞B_{N}\le B_{\infty}, and B∞≥0B_{\infty}\ge0. If x∈Lx\in L, then V2i(x)≥−B2i≥−B∞V_{2^{i}}(x)\ge-B_{2^{i}}\ge-B_{\infty} for all ii, so V(x)=lim⁡iV2i(x)≥−B∞V(x)=\lim_{i}V_{2^{i}}(x)\ge-B_{\infty} by The Real Numbers: Standing Notation and Background §background; if x∉Lx\notin L, then V(x)=0≥−B∞V(x)=0\ge-B_{\infty}.

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