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Finite-range lattice interaction and conditional energy
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Areas of Elementary Plane Figures
- Binary Operations, Monoids, Groups and Subgroups
- Classical configuration, phase and reference spaces
- Cm Math Canonical
- Cm Math Geometry
- Compactness
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- Completeness, Completion, and Uniform Continuity
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Countability Axioms and Cardinal Functions
- Determinants of Matrices over a Commutative Ring
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Ensembles And Limits
- Exterior Powers, Orientation and Hodge Duality
- Filters and Ultrafilters
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- Finite Probability and the Probabilistic Method
- Foundations of the Real Numbers for Analysis
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- Improper and Parameter-Dependent Multiple Integrals
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- Order, Zorn's Lemma, and the Axiom of Choice
- Outer Measure and the Caratheodory Extension Theorem
- Polynomial Rings, the Division Algorithm and Roots
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- Separation Axioms: the Hierarchy
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Simple Field Extensions and the Construction of the Complex Numbers
- Sine, Cosine, and the Definition of Pi
- Smooth Manifolds and Smooth Maps
- Smooth Partitions of Unity and Exhaustions
- Smooth Vector Bundles and Sections
- Subspaces, Products, and Quotients
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- Tangent Cotangent and the Differential
- Tensor Fields Exterior Algebra and Differential Forms
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- The Determinant of a Linear Operator, Cofactors and Cramer's Rule
- The Exponential Function
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- The Inverse and Implicit Function Theorems
- The Inverse Function Theorem Completed
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Topology of Euclidean Space
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- The ZFC Axioms and the Basic Set Constructions
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- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Vector Fields Flows and Lie Derivatives
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
This page defines bounded finite-range interactions on finite-alphabet lattices and distinguishes finite-volume free energies from conditional energies. It develops the finite Gibbs entropy identity, the product measure framework (with its exact Countable Choice assumption), Gibbs specifications and DLR states, and local proofs of existence, stationarity, uniqueness bounds and low-temperature coexistence for specified models. The pressure variational result is one-way: DLR states are variational equilibria, with no converse asserted. Continuum stability terminology is defined separately and does not imply that finite range alone gives stability. Physical interpretations are explicitly adopted model assumptions; all consequences remain conditional, with no empirical measurements or critical point claims.
3 · Logical flowchart
4 · Definitions, postulates, theorems and proofs
Finite-range lattice interaction and conditional energy
Definition
Fix an integer dimension and a finite nonempty alphabet . A configuration is a function . An interaction list consists of a finite index set and, for each , a finite nonempty shape containing and a function . The index is part of the data: two equal shapes with different indices represent two terms and are both counted. Every translate contributes once, with value .
The range is , with when is empty. For finite , define the free-volume energy and the energy conditioned on an exterior configuration by Here , and is the concatenated configuration equal to on and to on . These are finite sums: for each finite shape , only finitely many anchors make meet . Terms meeting but not contained in it appear in the conditional energy and not in the free-volume energy. The definitions are mathematical and assign no physical units; a physical model must state its units separately.
Stability, superstability and regular tails
Definition
Fix . A pair potential is an even Borel function . For a finite list of positions , set and The value is allowed and represents a forbidden configuration; is not allowed.
The potential is stable if some finite satisfies for every and every . Fix a cell side and the half-open cubic tiling , , and let count the positions of in . The potential is cell-superstable if there are constants and such that for every finite configuration; the sum is finite for finite .
For disjoint finite cell-index sets , let be the sum of pair terms with one point in a cell indexed by and the other in a cell indexed by . The potential is lower regular for this tiling if a nonnegative envelope exists with and for all such . The ordered-pair convention in this formula is fixed as written.
A decreasing-integrable tail bound means that for some there is a nonnegative nonincreasing function such that for and . This explicit envelope condition is stronger than bare Lebesgue integrability of an arbitrary signed tail. Stability, cell-superstability, lower regularity, and a tail bound are separate properties; none is inferred from finite range alone.
Classical Gibbs quantities and SI reference conventions
SI units and reference conventions for the specified classical lattice and continuum Gibbs models; no empirical calibration or material-fit claim.
Definition
Use SI units. Let be Boltzmann's constant in joules per kelvin, let be absolute temperature in kelvin, and define in joules. For a finite-alphabet lattice model in dimension , the lattice spacing is in metres; a spin is a dimensionless label. In the nearest-neighbor Ising convention the coupling and field parameter are energies in joules, so and are dimensionless. Here is an energy bias per spin, not by itself a magnetic-field strength.
For a finite nonempty region , set from Finite-range lattice interaction and conditional energy, with each physical interaction value and total energy measured in joules. Thus the partition below uses free boundary conditions: only interaction supports contained in contribute. Exterior-conditioned energies and their partitions carry a separate exterior label and are not denoted by this or . Let and define dimensionless pressure per site . When exists for cubes , define physical pressure in J m (pascals when ). For a stationary state on a finite alphabet (a probability invariant under every translation ), let with ; when the limit exists, its Shannon entropy density is in nats per site. The mean energy per site is in joules per site. Define reference spin entropy density and free-energy density ; both are per physical volume. Thus and have units J m, while has units J K m; for these are the usual per-cubic-metre units.
For a continuum model in dimension , let be position and momentum, let be particle mass in kilograms, and use kinetic energy . Assume Countable Choice for the Lebesgue change-of-variables interface The Axiom of Countable Choice (). Tonelli's theorem Tonelli's theorem for nonnegative measurable functions on a sigma-finite product and the one-dimensional Gaussian integral The Gaussian integral give . Set and apply the nonnegative change-of-variables theorem A C^1 diffeomorphism satisfies the change-of-variables formula for nonnegative Lebesgue measurable functions to the diffeomorphism of and . Since its Jacobian determinant is , Under the phase-space reference measure , with reference action in joule-seconds, the integrated momentum factor is For chemical potential in joules, define the classical activity , with units . Thus is a length and is inverse volume. This momentum integration explains the one-particle thermal factor; it does not derive particle indistinguishability or a factorial convention. The choice of is a reference convention, not a consequence of the classical equations of motion. For continuum interactions, the potential hypotheses and energy meaning are as in Stability, superstability and regular tails.
The parameter status in these formulas is model-relative. , , , and are inputs for the chosen lattice model; and are inputs for the chosen continuum model. Here is an energy bias per dimensionless spin, not a magnetic-field strength. The reference action is a primitive normalization convention, not a derived quantity or an assertion that it equals Planck's constant. In the current SI, has the exact defining value ; it is a fixed SI conversion constant, not a measured fit parameter in this model. The inverse temperature , thermal wavelength , activity , pressure and entropy densities, energy density , entropy density , and free-energy density are defined or derived from those inputs and the state as specified above; their formulas do not calibrate the inputs to a material or assert empirical accuracy.
Interacting classical Gibbs equilibrium adoption
Adopted equilibrium interpretation for the chosen classical Hamiltonian, temperature and reference measure; no claim of equilibration or empirical accuracy.
Postulate
Fix a classical model with physical energy measured in joules and a positive inverse-temperature parameter in . Its global configuration space is a measurable space . For each finite region , specify a local state measurable space , an admissible exterior measurable space , a measurable exterior restriction map , and a measurable concatenation map . Require for every and , and write . Specify a jointly measurable conditional energy , where marks a forbidden local state, and a measurable kernel of positive -finite reference measures on ; -finite means that is a countable union of measurable sets of finite -measure. The reference normalization and any units carried by its coordinates are part of the model data. For a thermodynamic partition function, choose the reference normalization so is dimensionless. The product is dimensionless.
For , define with . Adopt these conditional probability kernels only when for every finite and admissible , and when their dependence on is measurable. A probability measure on is a DLR state for this adopted model if, for every finite and every , A specification is a family of these probability kernels that is proper when for every and , and consistent when for every bounded measurable and finite . Here , and composition is explicitly . These identities are required when a DLR specification is asserted; normalization alone does not imply them.
In the finite-alphabet lattice instance, let be finite and nonempty, with the cylinder-generated Borel -algebra, with its power-set -algebra, and . The restriction map is and concatenation is coordinatewise patching. For the finite-range interaction of Finite-range lattice interaction and conditional energy, use counting measure on and the energy in joules; the resulting kernels are exactly those in Lattice Gibbs kernels and DLR states. The consistency result Conditional Gibbs kernel consistency supplies their properness and consistency. The cylinder-measure extension in Finite-alphabet product and probability compactness uses the Countable Choice axiom The Axiom of Countable Choice () to construct an infinite-volume probability; no finite conditional sum spends that choice assumption.
When particle-number sectors are present, use the exact interface of Classical particle counting and physical observables. For species counts with total in spatial dimensions, the phase-space definition Classical configuration, cotangent phase and reference measures sets the labelled reference to with arbitrary . This postulate chooses , where is a prescribed reference action in joule-seconds, and uses the species factor in the normalized quotient reference. Equivalently, the symmetric labelled integral uses ; the factorial is included once, and the phase-volume dimension makes this reference dimensionless. For the vacuum sector , define the zero-fold phase space to be a singleton with unit Dirac reference measure (consistent with and ); in a finite region with nonempty exterior, the local vacuum still has the energy in its Gibbs weight. If the thermal-wavelength convention of Classical Gibbs quantities and SI reference conventions is used, set ; omit the species factorial for operationally distinguishable labels. These are adopted reference and counting conventions, not consequences of Hamiltonian mechanics or evidence of equilibration. No empirical parameter, measured transition temperature, or uncertainty is asserted here.
This is a model postulate. Normalization, stationarity of a Hamiltonian flow, and finite-volume calculations do not prove equilibration or establish that the model describes nature.
Finite Gibbs relative entropy and free-energy minimum
Statement
Let be a finite nonempty set, , and . Define and . For every probability vector on , with , its Shannon entropy and relative entropy satisfy Equality holds exactly when . Equivalently, is the unique minimizer of , and the minimum is .
Facts & Assumptions
Given: A finite nonempty state set , a real-valued energy , an inverse-temperature parameter , and a probability vector .
Every term is a positive finite real number; hence and is a strictly positive probability vector.
Proof
For every , [F1] gives when , and when ; both comparisons are strict unless . For , put . Then . Summing over the support of yields .
If , the two nonnegative gaps in step 1.1 both vanish: every scalar inequality on the support is equality and the omitted -mass is zero. The strictness just proved gives for every , while positivity of makes zero omitted mass imply for every . Thus . Conversely makes every summand zero.
Expanding in the finite sum defining gives the displayed identity. Rearranging the nonnegativity and equality statement from steps 1.1–2.1 proves the unique-minimum formulation.
Finite Gibbs response and covariance identities
Statement
Let be finite nonempty, let , fix , and set and for . For the normalized finite Gibbs law , where . For fixed , the corresponding inverse-temperature identities are These are finite-state identities; they do not justify differentiating an infinite-volume limit.
Facts & Assumptions
Given: A finite nonempty state set, real-valued observables and energies, and a positive finite parameter .
For finite energies and , the finite Gibbs weights normalize to a strictly positive probability law (Finite Gibbs relative entropy and free-energy minimum).
The real exponential is differentiable with derivative (The exponential function is smooth and ).
The natural logarithm is differentiable on with derivative (The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t).
Finite sums, products, quotients with nonzero denominator, and compositions of differentiable real functions obey the sum, product, quotient, and chain rules (Sums, scalar multiples, products and quotients: , , , and when , The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with ).
Proof
Since is finite, repeated use of the sum rule and chain rule [F1, F3] differentiates each summand and gives . Positivity of follows from [A1]; the logarithm chain rule and [F2, F3] give .
Differentiate the finite-sum numerator and denominator by [F1, F3], then apply the quotient rule from [F3]. This gives . Multiplying by the factor in step 1.1 gives the stated second derivative, which is nonnegative because it equals .
For the inverse-temperature family, finite-sum differentiation using [F1, F3] gives and . Applying the logarithm chain rule and quotient rule from [F2, F3] yields the stated mean and variance identities.
Finite-alphabet product and probability compactness
Statement
Assume the Axiom of Countable Choice. Let , let be a finite nonempty set, and put . Fix a bijection and give the metric For a finite and , write and let be the cylinder algebra. A family of probability measures on is consistent if whenever , where is restriction. Such a family defines ; consistency makes this a well-defined normalized finitely additive probability on . Then is compact, the Borel sigma-algebra is , and extends uniquely to a probability on . Moreover, every sequence of probabilities on this sigma-algebra has a subsequence whose cylinder probabilities converge to those of a probability measure; along that subsequence integrals of every continuous converge.
Facts & Assumptions
Given: , a finite nonempty alphabet , the fixed bijective site enumeration, a consistent family of finite-dimensional probabilities, and the Axiom of Countable Choice for the extension step.
The Axiom of Countable Choice says every sequence of nonempty sets has a choice function (The Axiom of Countable Choice ()).
Under Countable Choice, the outer measure induced by a premeasure on an algebra restricts to a measure on the generated sigma-algebra extending that premeasure (Assuming countable choice, a premeasure extends through its induced outer measure).
If two probability measures agree on a pi-system, they agree on the sigma-algebra it generates (Dynkin's pi-lambda theorem).
Every bounded real sequence has a convergent subsequence (Bolzano-Weierstrass: every bounded real sequence has a convergent subsequence).
Proof
Enumerate the sites and order the finite alphabet. From any sequence in , retain an infinite subsequence constant at , then a further infinite subsequence constant at , and so on. At each stage use the first alphabet value in the fixed order occurring infinitely often in the current sequence, and enumerate its retained indices increasingly. This is a specified recursive rule, not a sequence of arbitrary dependent choices. Taking the diagonal subsequence makes each fixed coordinate eventually constant. For , choose with . Two sufficiently late diagonal terms agree at the first sites, so their metric distance is at most and they converge to the coordinatewise limit.
If , pass to and use consistency to express both and as the -probability of the same subset of ; hence . To check finite additivity, represent any finite collection of cylinders on the common finite coordinate set ; disjointness and unions then reduce to finite additivity of . The cylinder has mass one, so is a normalized finitely additive probability.
Write the given probability sequence as . The cylinder algebra is countable: there are countably many finite subsets of , and each finite coordinate set has only finitely many subsets of the finite set . Enumerate it as (allow repetitions if it is finite). Specify a convergent-subsequence selector for any sequence in as follows. Start with the closed interval and all indices. Bisect the current interval and retain its left closed half if infinitely many current indices have values there; otherwise retain its right closed half. The retained index set is infinite because the two halves cover the previous interval. After stage , let be the least retained index larger than , with . The intervals are nested with diameter , so any two selected values from stages at least differ by at most . By [F3] the bounded selected sequence has a subsequential limit; the diameter bound then makes the whole selected sequence converge to that limit. No witness subsequence from [F3] is selected by the rule: each interval, retained set and index is uniquely specified. Starting with , apply this selector to and let be the resulting increasing subsequence of . Ordinary deterministic recursion defines all without dependent choice. The diagonal indices are strictly increasing, since ; for each fixed cylinder their probabilities converge along this diagonal. Limits of finite sums preserve normalization and finite additivity, hence all finite-coordinate consistency identities.
Every cylinder is clopen: if , then the ball of radius around any lies in , and its complement is a finite union of cylinders. Conversely, for any , choose with ; the cylinder fixing the first coordinates of lies in the -ball about . Thus the countable cylinder family is a basis for the metric topology and generates its Borel sigma-algebra. To prove compactness, suppose an open cover has no finite subcover. Starting with , successively split the current cylinder by the next coordinate into finitely many subcylinders; at least one remains without a finite subcover, and choose the first such cylinder in a fixed order on . The resulting nested cylinders determine one configuration . Some cover member contains and, being open, contains a basic cylinder fixing finitely many coordinates of . A sufficiently late nested cylinder is contained in that member, contradicting its selection. Thus every open cover has a finite subcover.
If a cylinder is a disjoint union of countably many cylinders , compactness of gives a finite subcover from the open cover . Disjointness forces every other to be empty, so finite additivity gives countable additivity whenever the union is in ; the cylinder weight is therefore a premeasure. Apply [F1] to extend it under the stated Countable Choice assumption. The cylinder family is a pi-system generating , so [F2] gives uniqueness.
The extension in step 3.1 gives a probability measure with those cylinder values. Local functions are finite linear combinations of cylinder indicators. Every continuous is uniformly approximated by local functions. If uniform continuity failed, [A1] would choose, for each , one pair agreeing on the first coordinates whose -values differ by at least a fixed . These are independent nonempty sets of pairs indexed by , so countable choice suffices. Step 1.1 gives a convergent subsequence of the first components; along the same indices the second components converge to the same configuration, since their distances are at most . Continuity then contradicts the fixed separation of their -values. Thus for large , fixing the coordinates after the first to any fixed reference tail gives a local approximation with uniform error at most . Cylinder convergence therefore gives convergence of integrals first for local functions and then for every continuous .
Lattice Gibbs kernels and DLR states
Definition
Assume Countable Choice for the product-measure extension framework of The Axiom of Countable Choice () and Finite-alphabet product and probability compactness. Work in the finite-alphabet configuration space with its cylinder-generated Borel sigma-algebra. Let the finite-range interaction and its conditional energy be as in Finite-range lattice interaction and conditional energy, and fix . For a finite and exterior configuration , put for bounded measurable . Here denotes the function , composition is operator composition, and . A proper kernel leaves every exterior-measurable event fixed. A specification is a family of proper probability kernels satisfying whenever . A DLR state is a probability measure on satisfying for every finite .
For the existence and uniqueness results below, a specification has finite range when for every finite and every cylinder event the function depends on only finitely many coordinates of . The displayed finite-range Gibbs formula has this property because only finitely many interaction terms meet , and a cylinder indicator depends on only finitely many additional coordinates.
The formula is the candidate Gibbs specification; Conditional Gibbs kernel consistency ↗ establishes its positive finite normalization, measurability, properness and consistency under the stated hypotheses. The Countable Choice assumption is used for the product-measure construction, not for any finite conditional sum.
Conditional Gibbs kernel consistency
Statement
Assume the finite-alphabet product-measure convention and conditional Gibbs formula of Lattice Gibbs kernels and DLR states, a finite-range interaction, and . For every finite and exterior , the displayed partition is finite and strictly positive, the formula defines a measurable proper probability kernel, and the family satisfies whenever finite .
Facts & Assumptions
Given: The finite-range interaction, , and the conditional Gibbs formula and operator convention of Lattice Gibbs kernels and DLR states.
The finite Gibbs variational identity defines the strictly positive normalized finite-volume law whenever the finite state set is nonempty and the energies are real (Finite Gibbs relative entropy and free-energy minimum).
The candidate kernel, specification terminology, and finite-range locality condition are defined in Lattice Gibbs kernels and DLR states.
Proof
For fixed finite , only finitely many translated interaction supports meet it, so every is a finite real number and is finite nonempty. Thus is a positive finite sum and [F1] supplies its normalized probability weights.
For , split the terms meeting into those meeting and those disjoint from . The second sum is independent of , so . Consequently . In , first sum over the spin assignment on while holding fixed. Its weights sum to , which cancels the denominator in . The remaining sum is , which is exactly by reindexing as a configuration on . The factor remains; it does not cancel by itself.
Each replacement map is continuous in the product topology, and each weight depends on finitely many boundary coordinates; finite sums therefore make measurable for bounded measurable . When for a cylinder event , its value additionally depends only on the finitely many coordinates specified by , so the resulting function of depends on finitely many coordinates. For an exterior event measurable in the exterior cylinder sigma-algebra, let . Then for every local assignment, so ; this is properness. Whenever a kernel is integrated against a probability on or composed with another kernel, its exterior argument is the restriction of that global configuration to the relevant complement.
Steps 1.1, 2.2 and 2.1 prove normalization, measurability, properness and consistency, so the candidate family is a specification.
Finite-range lattice DLR existence and closed convex state set
Statement
Assume Countable Choice, a finite nonempty alphabet , and a proper consistent finite-range specification on , with finite range as defined in Lattice Gibbs kernels and DLR states. No translation invariance is required. For every exhaustion and every sequence of exterior configurations , the measures extended with the fixed exterior have a cylinder-convergent subsequence. Every such subsequential limit is a DLR state. Consequently the DLR state set is nonempty, convex, and closed under cylinder convergence. No uniqueness is asserted.
Facts & Assumptions
Given: A proper consistent finite-range lattice specification, an exhausting sequence of finite volumes, exterior configurations, and Countable Choice for the product-measure extension.
Assume Countable Choice: every countable family of nonempty sets has a choice function (The Axiom of Countable Choice ()). The measure-extension and probability-compactness conclusions used below are supplied by [F1], not by this axiom definition.
The specification is proper, consistent, and finite range in the cylinder-local sense of Lattice Gibbs kernels and DLR states.
Cylinder convergence is sequentially compact and determines a unique probability measure under Countable Choice (Finite-alphabet product and probability compactness).
Proof
Each proper kernel value is already a probability measure on . By [F1], a subsequence converges on every cylinder to a probability measure .
Fix a finite and cylinder event . By [A2], choose a finite coordinate set on which depends. For sufficiently large , . Consistency in [A2] then gives , and both integrands are cylinder functions, so cylinder convergence passes the identity to .
Cylinder events form a pi-system generating the Borel sigma-algebra. The two probability measures and agree on the generating cylinders by step 2.1. Uniqueness of measures on the cylinder-generated sigma-algebra, part of [F1], extends equality to every Borel event. Thus is DLR for each .
Convex combinations preserve the linear identities . A cylinder-convergent limit of DLR laws satisfies the same local identities by the argument of step 2.1, hence is DLR. Since step 1.1 constructs at least one such law, the state set is nonempty, convex and closed.
Remarks
The cited Princeton notes make different broad claims about projective consistency in distinct model sections: the O existence discussion at PDF pp. 16–17 says its finite-volume Gibbs laws do not satisfy the Kolmogorov-extension consistency hypothesis, while the Ising/DLR discussion at pp. 31–32 says the finite-volume family is consistent in that sense. Because those passages concern different model sections, they do not by themselves establish a contradiction for the finite-alphabet specification in this theorem. Neither passage is used here. This proof obtains a DLR state from a cylinder-convergent subsequence, local kernel consistency, and measure extension; it does not treat the finite-volume laws as a projectively consistent family.
Translation-averaged stationary Gibbs state
Statement
Assume Countable Choice, a translation-invariant finite-range interaction on with finite alphabet, and a nonempty DLR state set. Then there exists at least one translation-stationary DLR state. This assertion does not imply uniqueness or ergodicity.
Facts & Assumptions
Given: A translation-invariant specification with at least one DLR probability measure and the Countable Choice measure framework.
Under Countable Choice the DLR set is nonempty, convex and closed under cylinder convergence (Finite-range lattice DLR existence and closed convex state set).
Every sequence of probabilities on the finite-alphabet product has a cylinder-convergent subsequence whose limit is a probability; two probabilities agreeing on all cylinders are equal (Finite-alphabet product and probability compactness).
Set and . For , define the translation by and its action on measures by push-forward, .
Proof
Choose a DLR state . The translated interaction list gives for every bounded measurable , by reindexing each anchor and each local spin in the finite sums. Hence , so every translate is DLR; by convexity in [F1], the cube average is DLR.
For any fixed shift and bounded local , cancellation of terms indexed by gives . For all sufficiently large , and , so the ratio equals .
By [F2], a subsequence of converges on cylinders to a probability ; since each average is DLR, closedness in [F1] makes its limit DLR. Step 2.1 passes to this limit for every local and fixed , so and agree on all cylinders; uniqueness of measures on cylinders in [F2] gives . Thus is stationary.
Finite maximal coupling and heat-bath stationary law
Statement
For probability vectors on a finite set , there is a coupling with . For a finite region with strictly positive single-site Gibbs conditionals, the random-scan heat-bath chain has the finite-volume Gibbs law as its unique stationary distribution. This chain is an auxiliary finite-state proof device, not a physical time evolution.
Facts & Assumptions
Given: A finite state alphabet and the normalized finite-volume conditional laws of Conditional Gibbs kernel consistency.
The finite-volume conditional Gibbs laws are positive probability kernels consistent under nested regions (Conditional Gibbs kernel consistency).
Proof
Put and . Couple the common mass on the diagonal. If , couple the residual masses and by their product divided by ; their supports are disjoint, so this part always disagrees. If , the diagonal coupling already has the required marginals.
On the finite configuration space , choose a site uniformly and resample its spin from the conditional Gibbs law. The finite-volume Gibbs law is invariant under each such update because it resamples from its own conditional distribution; hence it is stationary for the random-scan mixture.
Let and fix a target configuration. Since there are finitely many strictly positive conditional probabilities, their minimum . In updates, the probability of selecting a fixed ordering of all sites is , and conditional on that ordering the probability of setting every spin to its target is at least . Thus every starting state reaches the target with probability at least . The -step kernel has a common component , so it contracts total variation by at most ; two stationary laws must coincide. If , the configuration space is a singleton and uniqueness is immediate.
Finite-range Dobrushin uniqueness and boundary influence
Statement
Assume Countable Choice, , a finite nonempty alphabet , and a proper, consistent finite-range specification on with its cylinder-generated Borel -algebra, using Lattice Gibbs kernels and DLR states. Here consistency means for finite , properness means for each exterior-measurable event and , where is coordinate restriction; in compositions and integrals against measures on , every kernel takes the appropriate exterior restriction of the global configuration as its argument, and finite range means each for finite and cylinder event depends on only finitely many exterior coordinates. Also assume a uniform finite integer radius such that each one-site kernel depends only on exterior spins with . For each pair of sites define as the supremum of the half-total-variation change in the one-site conditional law at when only exterior spin is changed, where half-total variation for probability vectors on is , and set . If then the DLR state is unique. Moreover, for a finite region and two exterior conditions , couple the random-scan finite-volume heat-bath chains by choosing the same uniformly random site and using a maximal coupling of its two single-site conditional laws. A stationary joint law of this pair chain exists. If the distance is at least for a nonnegative integer , then its disagreement probability at is at most . Consequently every local conditional expectation becomes uniformly insensitive to boundary conditions as .
Facts & Assumptions
Given: The proper consistent finite-alphabet specification, the uniform single-site locality radius , the half-total-variation influence matrix , the strict row-sum bound , and Countable Choice.
Countable Choice is used for the DLR existence and product-measure extension inputs (The Axiom of Countable Choice ()).
For any two probability vectors on a finite alphabet there is a coupling whose disagreement probability equals their half-total-variation distance (Finite maximal coupling and heat-bath stationary law).
A DLR state exists under Countable Choice for a proper consistent finite-range finite-alphabet specification (Finite-range lattice DLR existence and closed convex state set).
By the stated uniform locality radius, whenever .
Every bounded real sequence has a convergent subsequence (Bolzano-Weierstrass: every bounded real sequence has a convergent subsequence).
For and integer , the geometric tail satisfies (For , , and for the series diverges).
Proof
Fix a finite and an exterior condition . On , define the random-scan heat-bath chain that chooses one site uniformly and resamples it from . Properness and consistency imply that the finite-volume law is stationary for this chain: applying a one-site kernel to it leaves it unchanged by .
Any two stationary laws for the same-boundary chain have a stationary coupling: start with any coupling of them, evolve the pair using a common random site and the maximal coupling [F1], and take a convergent subsequence of Cesàro averages using [F4]. The marginals remain the given stationary laws. If is the stationary disagreement probability, then stationarity makes it equal to the mismatch probability on updating . Telescoping the one-site conditional laws over the finitely many differing internal spins gives . Therefore , so all . Thus the finite-volume Gibbs law is the unique stationary law; this proof needs no positivity assumption on the one-site conditionals.
For two boundary conditions , start the pair chain at the product of the two finite-volume Gibbs laws and use common-site maximal updates. Its marginal laws remain stationary by step 1.1; Cesàro averaging and [F4] therefore give a stationary coupling whose marginals are those Gibbs laws. For a current pair , telescoping the differing internal and exterior spins one at a time bounds the update mismatch at site by , where . Under the stationary coupling, if , random-scan stationarity gives equal to the mismatch probability on updating , hence . For there are no coordinates to bound.
Let . Iterating the inequality in step 2.1 gives . Every row sum of is at most , so . A nonzero term of is an influence path of internal edges followed by one edge to the exterior; each edge changes -distance by at most by [F3]. For and , such a path has at least edges, hence . Since , its total weight is bounded by by [F5]. If , all off-diagonal influences vanish and the boundary term is zero, so the same bound holds.
For a bounded local , let be its maximum change when only spin changes. Coordinate-by-coordinate coupling gives . Step 3.1 makes this bound tend to zero uniformly over the boundary conditions as exhausts the lattice.
Let be DLR states, which exist by [F2]. Integrate the uniform boundary difference from step 4.1 against ; using and gives for every bounded local . Cylinder indicators are local, so the measures agree on a generating family and hence are equal.
Ising influence bounded by hyperbolic tangent
Statement
Let , let spins be , let , and let with and whenever for some finite integer . No translation invariance is assumed. For finite and exterior , define on and outside, and use where the pair sum is over unordered distinct pairs and is finite by the range assumption. For site and exterior spins , the one-site law is explicitly the sums are finite by the range condition. For , define Then if , and otherwise In particular, is a sufficient Dobrushin row-sum bound for every bounded field profile .
Facts & Assumptions
Given: The finite-range Ising pair couplings, field profile, conditional energy, one-site Gibbs laws, and specified in the Statement.
The hyperbolic functions are defined by , , and ; their addition and product identities include and (The six hyperbolic functions and their natural domains, Addition formulas, identities, parity, and derivatives of the hyperbolic functions).
Proof
Fix and all boundary spins except . Write and ; these sums are finite by the range condition. Direct normalization of the two weights gives and .
For Bernoulli laws the half-total-variation distance equals the absolute difference of the probabilities of . By [F1], , so their difference is at most . If , the conditional weights are identical and .
Summing the bound in step 2.1 over the finite interaction neighborhood proves the stated sufficient row-sum criterion; the supremum over is the Dobrushin constant used by the uniqueness theorem.
Unique interacting Ising state at sufficient high temperature
Statement
Assume Countable Choice, spins , inverse temperature , a constant finite field , and symmetric pair couplings with zero diagonal, and , satisfying for all , and when for some finite integer . For finite , use the conditional energy where on and outside; let be the corresponding finite-alphabet Gibbs specification from Lattice Gibbs kernels and DLR states. If then there exists exactly one DLR state. For homogeneous nearest-neighbor coupling this sufficient condition is . It is not asserted to be sharp.
Facts & Assumptions
Given: The finite-range Ising pair Hamiltonian and one-site conditional Gibbs laws in the Statement, with and constant finite field .
Assume Countable Choice: every countable family of nonempty sets admits a choice function (The Axiom of Countable Choice ()). Under that assumption, every proper consistent cylinder-local specification on this finite-alphabet product has a DLR state (Finite-range lattice DLR existence and closed convex state set).
The one-site influence satisfies for this Hamiltonian normalization (Ising influence bounded by hyperbolic tangent).
A finite-range specification with strict influence row sum has exactly one DLR state (Finite-range Dobrushin uniqueness and boundary influence).
The finite-range lattice Gibbs kernels are proper, consistent and finite range under the stated hypotheses (Conditional Gibbs kernel consistency).
To realize the displayed pair Hamiltonian in the interaction-list convention of Finite-range lattice interaction and conditional energy, choose one displacement from each pair with , use shape and term , and add the onsite shape with . Every unordered pair is counted once through its unique representative and translated anchor; this finite list has uniform one-site dependence radius at most .
Proof
By [F1], .
The interaction list in [F4] has exactly the conditional energy displayed in the Statement: each unordered pair occurs once, and each site contributes the single field term . Thus [F3] gives its proper consistent finite-range Gibbs specification. Existence follows from [A1] for this specification. Apply [F2] with the uniform radius in [F4] and row-sum bound from step 1.1 to obtain uniqueness. This criterion is sufficient only.
Bounded lattice pressure on van Hove sets
Statement
Let , be finite nonempty, and let a bounded translation-invariant finite-range interaction on be as in Finite-range lattice interaction and conditional energy. Fix , set for each integer , and define and . For a van Hove sequence of finite sets , meaning and for every fixed , the free-boundary pressure and the cubic sequence both converge to the same finite limit . Bounded finite-range interactions are essential; this statement does not concern continuum particles or long-range models.
Facts & Assumptions
Given: A finite alphabet, a bounded translation-invariant finite-range interaction, , and a van Hove sequence.
The shape list, translated terms, range and free-volume energy are exactly those of Finite-range lattice interaction and conditional energy.
For a finite alphabet and bounded finite-range interaction list on supports contained in a fixed coordinate box, the free cubic log-partition density has a finite limit; a uniform energy perturbation bounded by preserves it (Finite-range lattice log-partition limit). The local interaction convention in Finite-range lattice interaction and conditional energy is a special case: its shapes contain and have diameter at most , hence lie in , and its translated terms and free-volume energy have the same form. Thus [F1] supplies the limit defined in the Statement.
Proof
Fix an integer block side and tile the lattice by disjoint -cubes. For , retain only cubes fully contained in and denote their number by ; the leftover sites lie within distance at most of , so and .
Erase each interaction term whose support crosses a grid seam or touches a leftover site. At fixed , leftover-touching anchors are by the van Hove condition. Each full -cube has at most anchors within distance of one of its seams, so seam-crossing anchors total at most ; here depends only on the finite shape list, , and dimension. Since each term is bounded, the original and cut energies differ uniformly by at most .
If two energies on a finite state set differ uniformly by at most , their partition functions differ by factors between and , so their log partition functions differ by at most . The cut partition function is , where is the free cubic partition function. Dividing by and taking shows that the limsup and liminf of each differ from by at most .
By [F1], tends to the cubic pressure as . Sending in the bound from step 3.1 makes the limsup and liminf of equal to that same value, proving convergence.
Stationary lattice entropy and energy densities
Statement
Assume Countable Choice and let be finite nonempty. A consistent translation-stationary family means probability measures on for every finite , with whenever and for every , where and . This family extends to a unique translation-stationary probability on the cylinder sigma-algebra. Set for each integer . For any such stationary and any bounded translation-invariant finite-range interaction as in Finite-range lattice interaction and conditional energy, define with , and . Then exists in , and the free-boundary interaction-energy density satisfies
Facts & Assumptions
Given: A finite alphabet lattice, a bounded translation-invariant finite-range interaction, Countable Choice, and a consistent stationary family of finite-dimensional probabilities.
Countable Choice and cylinder extension give a unique probability measure from a consistent family of finite-dimensional probabilities (Finite-alphabet product and probability compactness).
The finite Gibbs variational identity implies nonnegative relative entropy on each finite state set (Finite Gibbs relative entropy and free-energy minimum).
Proof
Apply [A1] to the consistent stationary cylinder probabilities. The extension is unique; translating it leaves the same cylinder values, so uniqueness makes the resulting measure stationary.
For finite random vectors , nonnegative relative entropy of their joint law relative to the product of its marginals gives . If the product law has zeros, restrict to its support; the joint law is supported there, and [F1] applies on that finite support. For any single-site law on , applying [F1] with zero energy and the uniform Gibbs law gives , so .
Tile a large cube by disjoint translates of and leftover sites. By stationarity, each full block has entropy ; each leftover site contributes at most . Repeated subadditivity from step 1.2 gives , with and for fixed . Thus for every . Since the infimum is no larger than any ratio, the liminf is at least the infimum, proving the stated limit formula.
For each interaction type , the number of anchors with , divided by , tends to because is finite. Stationarity gives expectation for each included translate, so summing the finite interaction list and taking the limit yields . Nonnegativity and the bound give .
DLR states attain the bounded lattice pressure variational principle
Statement
Assume Countable Choice, a bounded translation-invariant finite-range lattice interaction on a finite alphabet, and . Let be its dimensionless pressure per site, and let be a translation-stationary probability with entropy density and energy density as in Stationary lattice entropy and energy densities. Then If is a DLR state for the specification, equality holds. Since stationary DLR states exist under these hypotheses, the supremum of over stationary probabilities is attained and equals . The converse “every maximizing stationary probability is DLR” is not asserted.
Facts & Assumptions
Given: A bounded finite-range translation-invariant interaction, , a stationary lattice probability, and Countable Choice for the DLR existence input.
Countable Choice is retained in the finite-alphabet DLR measure construction (The Axiom of Countable Choice ()).
Stationary finite-alphabet laws have entropy and energy densities with the stated limits (Stationary lattice entropy and energy densities).
The free-boundary pressure along cubes and van Hove sets has a finite limit (Bounded lattice pressure on van Hove sets).
For each finite state set, the Gibbs relative-entropy identity is (Finite Gibbs relative entropy and free-energy minimum).
For the stated finite-range interaction and , its candidate Gibbs kernels are proper, consistent and cylinder-local (Conditional Gibbs kernel consistency). Under Countable Choice, such a specification has a nonempty DLR state set (Finite-range lattice DLR existence and closed convex state set). For a translation-invariant interaction with a nonempty DLR set, translation averaging then gives a stationary DLR state (Translation-averaged stationary Gibbs state).
Proof
Under the Countable Choice assumption [A1], apply [F3] to the marginal of and the free Gibbs law for . Rearranging gives . Divide by and use [F1] and [F2] to obtain .
Suppose is DLR. Its marginal is a mixture of the conditional finite-volume Gibbs laws . Let be the interaction range, , and . A support meeting both and its complement contains an interior site in ; for each such site and type there are at most possible anchors. Thus the conditional energy differs from by at most . Termwise comparison shows the likelihood ratio of each conditional law to the free Gibbs law lies in ; the same holds for their mixture. Hence .
Since , the finite relative-entropy identity [F3], divided by volume and passed to the limits in [F1]–[F2], gives .
The kernel consistency and existence results in [F4] first give a nonempty DLR set under [A1]; translation averaging in [F4] then gives a stationary DLR state and hence attains equality from step 2.1. Combining with the upper bound of step 1.1 proves the supremum statement, without any converse implication.
Square-lattice even graphs and parity contour separation
Statement
Let , set , let , and extend by on . The dual lattice has vertex set and edges between its nearest-neighbor vertices. Draw a dual edge across each primal nearest-neighbor bond whose endpoint spins disagree. The resulting finite dual graph has even degree at every vertex and decomposes into edge-disjoint simple dual cycles. For each such cycle , define the inside of a primal site by the parity of intersections of the horizontal ray from that site to with . Then the inside is finite and contained in , and two neighboring primal sites have different inside parity exactly when their bond is crossed by . Consequently, if , at least one cycle in the decomposition has the origin inside.
The schematic below places primal sites at integer-coordinate intersections and dual vertices at pairs of half-integers. Each thick dual segment crosses the perpendicular primal bond at its midpoint; the dashed ray from the origin crosses the displayed cycle once. The center spin is negative and the surrounding spins are positive. This is one local picture of the parity convention, not a proof of the separation or cycle-decomposition claims.
Facts & Assumptions
Given: A square-lattice configuration with all exterior spins and the nearest-neighbor mismatch graph on its dual square lattice.
The model uses the finite-range lattice configuration convention of Finite-range lattice interaction and conditional energy.
Proof
Around each dual vertex the product of the four primal nearest-neighbor spin products is , since each corner spin occurs twice. Hence the number of disagreeing bonds incident to that vertex is even. The mismatch graph is finite because all spins outside the finite box are .
Start from an unused edge and extend a trail along unused edges. Since every vertex has even degree, the trail cannot stop at a vertex other than its starting vertex; finiteness therefore gives a closed trail. Taking the segment between the first repeated vertex extracts a simple cycle. Removing its edges preserves even degree at every vertex, so repeating the finite procedure decomposes every edge into edge-disjoint cycles. The square lattice has no loops, parallel edges, or triangles, so each cycle has length at least four.
Dual vertices have half-integer coordinates, so a ray from an integer-height primal site meets no dual vertex. For horizontally adjacent sites, the symmetric difference of their rightward rays is exactly the horizontal unit segment crossing their joining primal bond, so their parity differs exactly when that bond is crossed by . For vertically adjacent sites and , choose an integer larger than every horizontal coordinate of and consider the rectangle . Its boundary contains no dual vertices. As the closed cycle is traversed, the indicator of whether its current vertex lies inside this rectangle toggles at each transverse boundary crossing and returns to its starting value, so the total number of boundary crossings is even. There is no crossing on the far side ; the other crossings are exactly those of the two truncated horizontal rays from and the dual edge across the primal bond . Hence the two ray-intersection counts have different parity exactly when that vertical bond is crossed by .
Every primal site outside a rectangle containing has parity zero, since its ray either misses or crosses the full cycle an even number of times; thus the inside is finite. In a plus-boundary box, any site outside the box has an outward lattice path to infinity lying entirely in the plus exterior. Along this path no bond is a mismatch, so step 3.1 keeps its parity zero; hence every cycle-inside site lies in the box. Along any primal path, the spin changes exactly on mismatch edges. A path from the origin to the all-plus exterior therefore crosses an odd number of mismatch edges if . For each cycle in the edge-disjoint decomposition from step 2.1, step 3.1 says its parity changes along the path exactly when that path crosses one of its edges; its parity is zero at the exterior endpoint. The sum modulo two of the cycle parity changes is the total mismatch-edge count, which is odd, so at least one cycle has origin parity one, as claimed.
Peierls contour probability bound
Statement
Let and . For , set for and for , and define The energy sum is finite because is finite and interactions are nearest-neighbor. For the nearest-neighbor Ising model with coupling , zero field and , any simple dual cycle that occurs in the disagreement graph of a configuration determines the event that all primal bonds crossed by have disagreeing spins. Then For each such cycle, the parity-inside is defined by Square-lattice even graphs and parity contour separation and lies in the variable box.
Facts & Assumptions
Given: A finite plus-boundary square-lattice Ising system with , , , and a disagreement cycle .
For , in a disagreement graph of a plus-boundary configuration, ray parity defines a finite inside whose boundary bonds are exactly the cycle edges (Square-lattice even graphs and parity contour separation).
A finite Gibbs probability assigns weights proportional to with a finite positive normalizer (Finite Gibbs relative entropy and free-energy minimum).
Proof
For , let be the parity-inside primal sites from [F1]; that lemma gives and identifies its boundary bonds with the edges crossed by . For , : the plus spin has no disagreement edges, and the minus spin has exactly the four dual edges forming the unit square centered at . This is the only possible simple disagreement cycle; its ray-parity inside is and its crossed bonds are exactly the four bonds incident to . Thus the same containment and boundary identification hold also for . The map that flips every spin in and leaves all other spins fixed is an involution on the finite configuration set, preserves the fixed plus exterior, and is injective.
Every bond crossing has opposite spins on and becomes aligned after the flip; its contribution to changes from to , a decrease of . Every other bond has both endpoints inside or both outside , so its spin product is unchanged. Therefore on .
By [F2], summing over equals times the weight sum over the image of the injective flip map. That image is a subset of all box configurations, so its total weight is at most the full partition function. Dividing by that positive partition function proves the bound.
Two-dimensional Ising Gibbs coexistence at low temperature
Statement
Assume Countable Choice. For the nearest-neighbor ferromagnetic Ising model on with coupling , zero field, and , there exist two distinct translation-stationary DLR states and such that for every site , One may take , where This is a sufficient low-temperature bound; the states are not asserted to be extremal and is not claimed to be critical.
Facts & Assumptions
Given: A two-dimensional nearest-neighbor Ising model with , , , plus boundary conditions on finite squares, and Countable Choice.
Countable Choice is retained exactly for the probability extension and DLR existence steps (The Axiom of Countable Choice ()).
If the origin has spin under plus boundary, at least one simple disagreement cycle has the origin in its parity-inside (Square-lattice even graphs and parity contour separation).
For each such cycle , the event that all its crossed bonds disagree has Gibbs probability at most (Peierls contour probability bound).
Subsequential limits of finite-volume Gibbs laws are DLR, and translation averaging yields a stationary DLR law (Finite-range lattice DLR existence and closed convex state set, Translation-averaged stationary Gibbs state).
The exponential is defined by its positive power series, so for , (The real exponential function and the number by a power series).
For , (For , , and for the series diverges). Termwise differentiation inside its radius and the quotient rule give (Inside its radius a real power series may be differentiated term by term, and the differentiated series has the same radius, Sums, scalar multiples, products and quotients: , , , and when ).
The exponential satisfies , is positive, and is strictly increasing (The exponential addition formula , The exponential is positive and satisfies , The exponential function is strictly increasing).
The nearest-neighbor model is the finite-range interaction with onsite term on and pair terms on for . Its finite conditional kernels are proper and consistent by Conditional Gibbs kernel consistency.
Proof
Write and . A cycle with the origin in its parity-inside has an odd number of crossings of the positive horizontal ray. Along the full horizontal line, each crossing changes the sign of a dual vertex's -coordinate; after one closed traversal that sign returns to its starting value, so the total number of crossings is even. Therefore the negative ray also has a crossing. Dual vertices have half-integer coordinates, so positive-ray crossings occur on vertical dual edges at for integers . If such a cycle has length , its horizontal coordinate range includes a negative coordinate and this ; a closed lattice walk traverses that range in both directions, so it uses at least horizontal edges and . Thus there are at most possible positive-ray crossing edges. Choose the lower endpoint of each such edge; from it there are at most nonbacktracking walks of length , which overcounts the simple cycles using that crossing. Hence there are at most candidate simple cycles of length .
By [F2] and the union bound, , using [F5] for .
The first seven nonnegative terms of [F4] give . Since , monotonicity and reciprocal positivity in [F6] imply . Thus . The same translated contour count applies to every site in the box, so the plus-boundary magnetization there is at least .
The onsite and nearest-neighbor list in [F7] realizes the stated Hamiltonian, and its specification is proper and consistent. Take a subsequential limit of plus-boundary laws; by [F3] it is DLR and retains for each fixed site. The zero-field nearest-neighbor Hamiltonian is invariant under simultaneous spin reversal, so the spin-reversed law is also DLR and has one-site expectations at most . Translation averaging as in [F3] preserves each bound and yields stationary . They are distinct because their one-site expectations have opposite signs.
Coexistence implies an Ising pressure cusp
Statement
Assume Countable Choice and fix and with . For , define the free-boundary field-dependent energy and partition function by The bounded finite-range pressure theorem gives the finite limit for each . Here is the field energy per spin, while below denotes Shannon entropy per site. The dimensionless pressure is not differentiable at . More precisely, if the stationary DLR states at zero field have magnetizations at least and at most , then every positive-field secant slope from zero is at least and every negative-field secant slope is at most . This proves a sufficient coexistence cusp; it does not identify the critical coupling.
Facts & Assumptions
Given: The finite-range two-dimensional Ising model, , and Countable Choice.
Countable Choice is retained for the DLR and stationary-state construction (The Axiom of Countable Choice ()).
At there are stationary DLR states with one-site magnetizations at least and at most (Two-dimensional Ising Gibbs coexistence at low temperature).
For each fixed field , every stationary law satisfies ; a DLR law attains equality. Here denotes the entropy density of DLR states attain the bounded lattice pressure variational principle, and is its mean energy density with the field contribution included.
Proof
Under Countable Choice [A1], let and be the states in [F1], and let . At zero field, [F2] gives .
For , the energy per site of the same stationary law is . Applying the variational inequality [F2] to yields .
For with magnetization at most , the same inequality gives . If , divide by to get . For , step 2.1 gives the slope at least . The one-sided secant slopes are separated, so no derivative at zero exists.
Exact convergent Ising-chain high-temperature series
Statement
For the zero-field nearest-neighbor Ising chain with spins , coupling , inverse temperature , and , let be the dimensionless pressure per site on periodic chains. For , The series converges absolutely at every such and uniformly on each compact subinterval of . This is a sufficient convergence range for this specific one-dimensional model, not a generic cluster-expansion result.
Facts & Assumptions
Given: A finite periodic Ising chain with zero field, , , and the dimensionless coupling .
The chain Hamiltonian is with , and its transfer matrix is .
For this finite-alphabet periodic chain, the thermodynamic pressure exists and is , where is the larger eigenvalue of the stated positive transfer matrix (One-dimensional periodic Ising-chain limit).
The real exponential is smooth and obeys its addition law; , , and (The real exponential function and the number by a power series, The exponential addition formula , The exponential function is smooth and , The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t, Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm).
The mean value theorem gives for continuous on and differentiable on (The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with ).
The hyperbolic functions are defined from the exponential, satisfy , and have with increasing on (The six hyperbolic functions and their natural domains, Addition formulas, identities, parity, and derivatives of the hyperbolic functions).
For , (For , , and for the series diverges).
The exponential is positive, satisfies , and is strictly increasing (The exponential is positive and satisfies , The exponential function is strictly increasing).
Proof
At zero field the larger transfer-matrix eigenvalue in [F1] is . Therefore the limiting pressure is with .
Put . If , then . If , [F3] applied to on gives for some ; by [F4], , while [F6] and the definition of give , so . The power-series definition of in [F2], with , and [F5] give . Thus when , and when .
For , the finite geometric identity gives ; the remainder is bounded uniformly by . The pointwise sum is also by [F5], so these same remainder bounds show uniform convergence on .
Integrate the finite geometric identity from to . The integral of its remainder has absolute value at most , since on ; hence these finite integrals converge to by [F2]. Integrating each finite sum gives , so passage to the limit yields . If with , step 1.2 gives . The tail of the series of absolute values after index is at most , uniformly in , by [F5]. This proves absolute convergence and uniform convergence on every such compact interval, including .
Positive Ising transfer matrix and stationary Markov law
Statement
Assume Countable Choice. For finite and , set , , and define the positive symmetric transfer matrix on by Let be its larger eigenvalue and let be its strictly positive unit eigenvector, with coordinates . Then define a stochastic matrix and invariant probability vector . Their consistent consecutive-block laws extend uniquely to a stationary probability measure on .
Facts & Assumptions
Given: A one-dimensional finite-alphabet lattice and the zero-field-or-field nearest-neighbor Ising transfer matrix specified above, with and finite real .
Adopt Countable Choice for the consistent-cylinder extension step.
The finite-alphabet product-measure lemma extends a consistent family of finite-dimensional probabilities uniquely to a probability on the cylinder sigma-algebra, under Countable Choice (Finite-alphabet product and probability compactness).
The one-dimensional Ising transfer matrix has eigenvalues with (One-dimensional periodic Ising-chain limit).
Proof
The off-diagonal entries of are positive. For a positive symmetric matrix, its larger eigenvalue exceeds both diagonal entries; explicitly, if with , then and the vector is strictly positive and satisfies by the characteristic equation. Normalize it to length one.
Since , for each . Symmetry of gives . Thus is invariant.
The finite block probabilities in the Statement are normalized. Summing over the right endpoint uses the row sums of ; summing over the left endpoint uses invariance of . Summing over omitted sites therefore gives a consistent probability family on all finite coordinate sets.
Apply [F1] to that consistent family. The resulting measure is stationary because its cylinder probabilities are shift invariant, and uniqueness on cylinders makes it the unique measure with the stated block laws.
All-positive-temperature one-dimensional Ising DLR uniqueness
Statement
Assume Countable Choice, finite , finite , and the one-dimensional nearest-neighbor Ising specification from Lattice Gibbs kernels and DLR states. Then there is exactly one DLR state. It is the stationary Markov law constructed from the positive transfer matrix in Positive Ising transfer matrix and stationary Markov law. For every fixed cylinder, finite-interval Gibbs probabilities converge to that law uniformly over the two endpoint boundary spins.
Facts & Assumptions
Given: The one-dimensional Ising chain, finite real parameters, and Countable Choice for the product-measure construction.
Countable Choice is assumed only for the DLR measure extension and uniqueness framework (The Axiom of Countable Choice ()).
The positive transfer matrix has a stationary Markov law with transition probabilities and stationary weights (Positive Ising transfer matrix and stationary Markov law).
For every exhaustion and boundary sequence, subsequential finite-volume limits are DLR, and DLR laws are determined by their cylinder probabilities (Finite-range lattice DLR existence and closed convex state set).
In , the transfer-matrix model is realized by the interaction list with onsite shape and , and pair shape and ; its finite conditional kernels are proper and consistent (Finite-range lattice interaction and conditional energy, Conditional Gibbs kernel consistency).
Proof
Let be the positive unit eigenvector of and an orthogonal unit eigenvector. By [F1] and the eigenvalue formula, , with . Since both entries of are positive, the denominator entries have a uniform positive lower bound after division by .
Fix an interval , endpoint spins , and a consecutive observed block . Its conditional Gibbs probability is Using the uniform spectral expansion in step 1.1, this converges uniformly in to . Finite summation over missing intermediate spins gives the same convergence for every cylinder.
The limiting cylinder law is the Markov law in [F1]. The specification in [F3] has the exact finite conditional energy used by the interval laws. By [F2], a subsequential limit of those finite-volume laws is DLR; step 2.1 forces every such limit to equal , so is DLR.
If is any DLR state, then for every cylinder , . The conditional probability inside this integral differs uniformly in the exterior endpoints from by a quantity tending to zero by step 2.1. Thus ; [F2] gives .
Conditional Ising equilibrium phase predictions
Classical translation-invariant finite-range Ising pair models on Z^d, d>=1, under the stated sufficient uniqueness condition; finite-temperature nearest-neighbor chains; and zero-field two-dimensional nearest-neighbor ferromagnets with J>0 and beta J>=2 for coexistence and the pressure cusp. Conditional model predictions only; no measured critical point or universal phase diagram.
Statement
Assume Countable Choice and adopt Interacting classical Gibbs equilibrium adoption for the specified classical Ising model. In the SI interpretation of Classical Gibbs quantities and SI reference conventions, is in , is the coupling energy in joules, and is an energy bias per dimensionless spin in joules, not a magnetic-field strength; hence and are dimensionless. The conditional model predictions are: (i) for a one-dimensional nearest-neighbor chain with finite , , the DLR equilibrium state is unique; (ii) for a translation-invariant finite-range Ising pair interaction with symmetric zero-diagonal couplings , and constant finite field, the sufficient condition gives a unique DLR equilibrium state; and (iii) for the two-dimensional nearest-neighbor ferromagnet at and , there are distinct stationary DLR equilibrium states with opposite nonzero magnetization and the pressure is nondifferentiable in at zero. These deductions are restricted to the stated classical model; they do not report a measured transition or infer a phase diagram between the sufficient regimes.
Facts & Assumptions
Given: A specified classical Ising Hamiltonian, , finite-range couplings and fields as stated, Countable Choice, and the adopted Gibbs-equilibrium postulate.
The equilibrium interpretation is an adopted model assumption, not a theorem about equilibration or nature (Interacting classical Gibbs equilibrium adoption).
Countable Choice is used in the lattice probability construction (The Axiom of Countable Choice ()).
Under Countable Choice, the one-dimensional nearest-neighbor Ising chain with finite and finite has exactly one DLR state (All-positive-temperature one-dimensional Ising DLR uniqueness).
Under a strict Ising influence row-sum bound, the finite-range DLR state is unique (Unique interacting Ising state at sufficient high temperature).
Under Countable Choice, for the zero-field nearest-neighbor Ising ferromagnet on with and satisfying , there exist stationary DLR states and whose one-site expectations satisfy and at every site (Two-dimensional Ising Gibbs coexistence at low temperature).
Those coexistence states force nondifferentiability of the field-dependent pressure at (Coexistence implies an Ising pressure cusp).
Proof
Apply [F1] to the one-dimensional model to obtain uniqueness of its mathematical DLR equilibrium state; by the adoption [A1], this is the model's unique equilibrium-state prediction under the stated conditions.
Under [A2], apply [F2] whenever its strict influence sum is below one. This is a sufficient uniqueness regime and makes no assertion about parameters where the sum is at least one.
For the stated zero-field two-dimensional nearest-neighbor ferromagnet with and , [F3] supplies two stationary DLR states with magnetizations separated from zero.
By [F4], their variational inequalities force a nonzero gap between the left and right pressure secant slopes. Thus coexistence and the cusp follow conditionally from the adopted postulate and the stated parameters; no empirical accuracy or exact critical value is inferred.
Gibbs pressure and entropy with physical reference units
Bounded finite-alphabet translation-invariant finite-range lattice models under the stated DLR and SI reference conventions; conditional model deductions only.
Statement
Assume the adopted interacting Gibbs-equilibrium postulate for a bounded finite-range translation-invariant lattice model in dimension , Countable Choice, lattice spacing metres, and temperature kelvin. For any stationary DLR equilibrium state with dimensionless pressure per site , Shannon entropy density in nats per site, and mean energy in joules per site, the conditional model prediction is The generalized pressure density and free-energy density have units ; for , is in pascals (). The reference spin entropy density has units . This is a consequence of the bounded-lattice DLR variational identity; it makes no claim that the model describes a material.
Facts & Assumptions
Given: The adopted equilibrium model, a stationary DLR state for a bounded finite-range lattice interaction, SI parameters as in the local definition, and Countable Choice.
The equilibrium meaning is adopted as a postulate for a chosen Hamiltonian and reference; it does not imply empirical accuracy or equilibration (Interacting classical Gibbs equilibrium adoption).
The dimensionless pressure and entropy/energy densities satisfy for stationary DLR states under Countable Choice (DLR states attain the bounded lattice pressure variational principle).
, , and in the declared SI convention (Classical Gibbs quantities and SI reference conventions).
Countable Choice is the measure-extension assumption carried by [F2] (The Axiom of Countable Choice ()).
Proof
Under Countable Choice [A1], [F2] gives . Multiplication by gives .
By [F3], , , and . Substitution in step 1.1 gives . This exact conclusion is conditional on [F1] and the declared reference convention, not an empirical claim.
5 · Examples, experiments and counterexamples
None yet.
Sources
- Sascha Friedli and Yvan Velenik, Statistical Mechanics of Lattice Systems: A Concrete Mathematical Introduction (complete author PDF, revised 2017)
- Junior Seminar in Mathematical Physics, Proofs from the Book: Ising, DLR, Dobrushin and Peierls sections (complete 99-page seminar notes)
- David Ruelle, Superstable Interactions in Classical Statistical Mechanics, Communications in Mathematical Physics 18 (1970), 127–159
- BIPM, SI base unit: kelvin