Griffiths inequality


In statistical mechanics, the Griffiths inequality, sometimes also called Griffiths-Kelly-Sherman inequality or GKS inequality, named after Robert B. Griffiths, is a correlation inequality for ferromagnetic spin systems. Informally, it says that in ferromagnetic spin systems, if the 'a-priori distribution' of the spin is invariant under spin flipping, the correlation of any monomial of the spins is non-negative; and the two point correlation of two monomial of the spins is non-negative.
The inequality was proved by Griffiths for Ising ferromagnets with two-body interactions, then generalised by Kelly and Sherman to interactions involving an arbitrary number of spins, and then by Griffiths to systems with arbitrary spins. A more general formulation was given by Ginibre, and is now called the Ginibre inequality.

Definitions

Let be a configuration of spins on a lattice Λ. If AΛ is a list of lattice sites, possibly with duplicates, let be the product of the spins in A.
Assign an a-priori measure on the spins;
let H be an energy functional of the form
where the sum is over lists of sites A, and let
be the partition function. As usual,
stands for the ensemble average.
The system is called ferromagnetic if, for any list of sites A, JA ≥ 0. The system is called invariant under spin flipping if, for any j in Λ, the measure μ is preserved under the sign flipping map σ → τ, where

Statement of inequalities

First Griffiths inequality

In a ferromagnetic spin system which is invariant under spin flipping,
for any list of spins A.

Second Griffiths inequality

In a ferromagnetic spin system which is invariant under spin flipping,
for any lists of spins A and B.
The first inequality is a special case of the second one, corresponding to B = ∅.

Proof

Observe that the partition function is non-negative by definition.
Proof of first inequality: Expand
then
where nA stands for the number of times that j appears in A. Now, by invariance under spin flipping,
if at least one n is odd, and the same expression is obviously non-negative for even values of n. Therefore, Z<σA>≥0, hence also <σA>≥0.
Proof of second inequality. For the second Griffiths inequality, double the random variable, i.e. consider a second copy of the spin, , with the same distribution of . Then
Introduce the new variables
The doubled system is ferromagnetic in because is a polynomial in with positive coefficients
Besides the measure on is invariant under spin flipping because is.
Finally the monomials, are polynomials in with positive coefficients
The first Griffiths inequality applied to gives the result.
More details are in and.

Extension: Ginibre inequality

The Ginibre inequality is an extension, found by Jean Ginibre, of the Griffiths inequality.

Formulation

Let be a probability space. For functions f, h on Γ, denote
Let A be a set of real functions on Γ such that. for every f1,f2,...,fn in A, and for any choice of signs ±,
Then, for any f,g,−h in the convex cone generated by A,

Proof

Let
Then
Now the inequality follows from the assumption and from the identity

Examples