Finitely dependent coloring

Alexander Holroyd, Thomas M. Liggett

Research output: Contribution to journalArticle (Academic Journal)peer-review

Abstract

We prove that proper coloring distinguishes between block factors and finitely dependent stationary processes. A stochastic process is finitely dependent if variables at sufficiently well-separated locations are independent; it is a block factor if it can be expressed as an equivariant finite-range function of independent variables. The problem of finding non-block-factor finitely dependent processes dates back to 1965. The first published example appeared in 1993, and we provide arguably the first natural examples. Schramm proved in 2008 that no stationary 1-dependent 3-coloring of the integers exists, and asked whether a k-dependentq-coloring exists for any k and q. We give a complete answer by constructing a 1-dependent 4-coloring and a 2-dependent 3-coloring. Our construction is canonical and natural, yet very different from all previous schemes. In its pure form it yields precisely the two finitely dependent colorings mentioned above, and no others. The processes provide unexpected connections between extremal cases of the Lovasz local lemma and descent and peak sets of random permutations. Neither coloring can be expressed as a block factor, nor as a function of a finite-state Markov chain; indeed, no stationary finitely dependent coloring can be so expressed. We deduce extensions involving d dimensions and shifts of finite type; in fact, any nondegenerate shift of finite type also distinguishes between block factors and finitely dependent processes.
Original languageEnglish
Article numbere9
Number of pages43
JournalForum of Mathematics, Pi
Volume4
DOIs
Publication statusPublished - 3 Nov 2016

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