We consider the discrete Gaussian Free Field in a square box in ( Z ^2 ) of side length N with zero boundary conditions and study the joint law of its properly-centered extreme values (h) and their scaled spatial positions (x) in the limit as ( N ). Restricting attention to extreme local maxima, i.e., the extreme points that are maximal in an r N -neighborhood thereof, we prove that the associated process tends, whenever ( r_N ) and ( r_N N 0 ), to a Poisson point process with intensity measure ( Z ( dx) e ^ - h d h ), where ( := 2 g ) with g: = 2 π and where Z(dx) is a random Borel measure on [0, 1]2. In particular, this yields an integral representation of the law of the absolute maximum, similar to that found in the context of Branching Brownian Motion. We give evidence that the random measure Z is a version of the derivative martingale associated with the continuum Gaussian Free Field.
The existing work has not been limited to the maximum @math only. Indeed, Ding and Zeitouni @cite_4 have also studied the structure of the level sets close to the maximal value (or @math above) where @math . In particular, they derived exponential estimates (in @math ) on the size of @math and controlled distances between the points of @math . We restate these results nearly verbatim:
@cite_4
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Let T be Takagi’s continuous but nowhere-differentiable function. This paper considers the size of the level sets of T both from a probabilistic point of view and from the perspective of Baire category. We first give more elementary proofs of three recently published results. The first, due to Z. Buczolich, states that almost all level sets (with respect to Lebesgue measure on the range of T) are finite. The second, due to J. Lagarias and Z. Maddock, states that the average number of points in a level set is infinite. The third result, also due to Lagarias and Maddock, states that the average number of local level sets contained in a level set is 3 2. In the second part of the paper it is shown that, in contrast to the above results, the set of ordinates y with uncountably infinite level sets is residual, and a fairly explicit description of this set is given. The final result of the paper is an answer to a question of Lagarias and Maddock: it is shown that most level sets (in the sense of Baire category) contain infinitely many local level sets, and that a continuum of level sets even contain uncountably many local level sets.