For that concerns the rates, we first define, for σ ∈ S
N
, Λ
± k
σ ≡ i
∈ Λ
k
: σi = ±1
. 4.13
For all x ∈ Γ
n N
, we then have r
N
x , x + e
ℓ
= Q
β,N
x
−1
X
σ∈S
N
[x ]
µ
β,N
[ω]σ X
i ∈Λ
− ℓ
σ
p σ, σ
i
4.14 =
Q
β,N
x
−1
X
σ∈S
N
[x ]
µ
β,N
[ω]σ X
i ∈Λ
− ℓ
σ 1
N
e
−2β
m σ−
1 N
+h
i
+
. Notice that for all
σ ∈ S
N
x , |Λ
− ℓ
σ| is a constant just depending on x . Using that h
i
= ¯h
ℓ
+ e h
i
, with e
h
i
∈ [−ǫ, ǫ], we get the bounds r
N
x , x + e
ℓ
= |
Λ
− ℓ
x
|
N
e
−2β
[
m σ+¯h
ℓ
]
+
1 + Oǫ. 4.15
It follows easily that, for all x ∈ D
N
ρ, r
N
x , x + e
ℓ
r
N
z
∗
, z
∗
+ e
ℓ
− 1 ≤ cβǫ + nρ,
4.16 for some finite constant c
0. With this in mind, we let
erx , x + e
ℓ
≡ r
N
z
∗
, z
∗
+ e
ℓ
≡ r
ℓ
and
erx + e
ℓ
, x ≡ r
ℓ e
Q
β,N
x
e Q
β,N
x +e
ℓ
be the modified rates of a dynamics on D
N
ρ reversible w.r.t. the measure e Q
β,N
x , and let e L
N
denote the correspondent generator.
For u ∈ G
A ,B
, we write the corresponding Dirichlet form as e
Φ
D
N
u ≡ Q
β,N
z
∗
X
x
∈D
N
ρ n
X
ℓ=1
r
ℓ
e
−β Nx −z
∗
,Az
∗
x −z
∗
ux − ux + e
ℓ 2
. 4.17
4.3 Approximated harmonic functions for e
Φ
D
N
We will now describe a function that we will show to be almost harmonic with respect to the Dirichlet form e
Φ
D
N
. Define the matrix Bz
∗
≡ B with elements B
ℓ,k
≡ p
r
ℓ
A
z
∗ ℓ,k
p r
k
. 4.18
Let ˆ
v
i
, i = 1, . . . , n be the normalized eigenvectors of B, and ˆ γ
i
be the corresponding eigenvalues. We denote by ˆ
γ
1
the unique negative eigenvalue of B, and characterize it in the following lemma.
Lemma 4.2. Let z
∗
be a solution of the equation 3.21 and assume in addition that β
N
N
X
i=1
1
− tanh
2
β z
∗
+ h
i
1.
4.19
1560
Then, z
∗
defined through 3.20 is a saddle point and the unique negative eigenvalue of Bz
∗
is the unique negative solution, ˆ
γ
1
≡ ˆγ
1
N , n, of the equation
n
X
ℓ=1
ρ
ℓ 1
|Λ
ℓ
|
P
i ∈Λ
ℓ
1 − tanhβz
∗
+ h
i
exp −2β
z
∗
+ ¯h
ℓ
+
1 |Λℓ|
P
i ∈Λℓ
1 −tanhβz
∗
+h
i
exp −2β
[
z
∗
+¯h
ℓ
]
+ β
|Λℓ|
P
i ∈Λℓ
1 −tanh
2
βz
∗
+h
i
− 2γ = 1.
4.20
Moreover, we have that lim
n ↑∞
lim
N ↑∞
ˆ γ
1
N , n ≡ ¯γ
1
, 4.21
where ¯ γ
1
is the unique negative solution of the equation
E
h
1 − tanhβz
∗
+ h exp
−2β [z
∗
+ h]
+ exp
−2β[z
∗
+h]
+
β 1+tanh
βz
∗
+h
− 2
γ
= 1. 4.22
Proof. The particular form of the matrix B allows to obtain a simple characterization of all eigen- values and eigenvectors. Explicitly, any eigenvector u = u
1
, . . . , u
n
of B with eigenvalue γ, should satisfy the set of equations
−
n
X
ℓ=1
p r
ℓ
r
k
u
ℓ
+ r
k
ˆ λ
k
− γu
k
= 0, ∀ k = 1, . . . , n. 4.23
Assume for simplicity that all r
k
ˆ λ
k
take distinct values see [6], Lemma 7.2 for the general case. Then the above set of equations has no non-trivial solution for
γ = r
k
ˆ λ
k
, and we can assume that P
n ℓ=1
p r
ℓ
u
ℓ
6= 0. Thus, u
k
= p
r
k
P
n ℓ=1
p r
ℓ
u
ℓ
r
k
ˆ λ
k
− γ .
4.24 Multiplying by pr
k
and summing over k, u
k
is a solution if and only if γ satisfies the equation
n
X
k=1
r
k
r
k
ˆ λ
k
− γ = 1.
4.25 Using 4.15 and noticing that
|Λ
− k
| N
=
1 2
ρ
k
− z
∗ k
, we get r
k
=
1 2
ρ
k
− z
∗ k
exp −2β
m
σ + ¯h
k
+
1 + Oǫ. 4.26
Inserting the expressions for z
∗ k
ρ
k
and ˆ λ
k
given by 3.20 and 3.22 into 4.26 and substituting the result into 4.25, we recover 4.20.
Since the left-hand side of 4.25 is monotone decreasing in γ as long as γ ≥ 0, it follows that
there can be at most one negative solution of this equation, and such a solution exists if and only if left-hand side is larger than 1 for
γ = 0. The claimed convergence property 4.21 follows easily.
1561
We continue our construction defining the vectors v
i
by
v
i ℓ
≡ ˆv
i ℓ
pr
ℓ
, 4.27
and the vectors ˇ v
i
by
ˇ v
i ℓ
≡ ˆv
i ℓ
p r
ℓ
= r
ℓ
v
i ℓ
. 4.28
We will single out the vectors v ≡ v
1
and ˇ v
≡ ˇv
1
. The important facts about these vectors is that A
ˇ
v
i
= ˆ γ
i
v
i
, 4.29
and that
ˇ v
i
, v
j
= δ
i j
. 4.30
This implies the following non-orthogonal decomposition of the quadratic form A,
y, Ax =