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arXiv · 1403.2448

Finitely dependent coloring

Alexander E. Holroyd·Thomas M. Liggett
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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. More precisely, Schramm proved in 2008 that no stationary 1-dependent 3-coloring of the integers exists, and conjectured that no stationary k-dependent q-coloring exists for any k and q. We disprove this by constructing a 1-dependent 4-coloring and a 2-dependent 3-coloring, thus resolving the question for all k and q. 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 non-degenerate shift of finite type also distinguishes between block-factors and finitely dependent processes.

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Alexander E. Holroyd, Thomas M. Liggett. 2015-06-04. Finitely dependent coloring. https://arxiv.org/abs/1403.2448

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