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Background: A familiar behaviour of independent and identically distributed (i.i.d.) random variables $X_1, X_2,\ldots X_n$ is concentration: the probability that the sum $X_1+X_2+\ldots X_n$ exceeds $\mathbb{E}(X_1+X_2+\ldots X_n)$ by $n\varepsilon$ decreases as $e^{-n\varepsilon^2}$ (see here). This behaviour is well studied in other settings where similar `independence' is expected, such as for the Gibbs distribution of locally interacting spins.

Surface-order large deviation is a remarkable phenomena that arises in two dimensional spin systems. Consider a $\sqrt{n}\times \sqrt{n}$ square lattice with the set of edges $E$ and the Ising ferromagnetic hamiltonian: $H=-\sum_{(i,j)\in E}\sigma^z_i\sigma^z_j$ ($\sigma^z$ is the `Z' Pauli matrix). The Gibbs distribution of the hamiltonian is $e^{-\beta H}$ (up to normalization). If there is no boundary condition imposed, the expected value of magnetization $M=\sum_i \sigma^z_i$ is $0$, since flipping all the spins in any spin configuration does not change the energy, but changes the value of magnetization from $m$ to $-m$. If the inverse temperature $\beta$ is smaller than a critical value $\beta_c$, the probability (under the Gibbs distribution) that magnetization is larger than $n\varepsilon$ decays exponentially in $n$, similar to the i.i.d. random variables. But for $\beta>\beta_c$, there is a constant $q$, such that the probability that the magnetization is larger than $nq$ decays as $e^{-O(\sqrt{n})}$, which is significantly larger than $e^{-O(n)}$. The source of this behaviour is that if we set the boundary spins to all $1$'s (which has probability $e^{-O(\text{number of boundary spins})}=e^{-O(\sqrt{n})}$), the expected magnetization within the system jumps from $0$ to a value larger than $nq$. Two excellent references on the topic are this and this

Question: Does surface order large deviation persist for $\beta>\beta_c$, when an external magnetic field is present? More precisely, consider the hamiltonian $H=-\sum_{(i,j)\in E}\sigma^z_i\sigma^z_j - h\sum_i \sigma^z_i$ with $h>0$ and the Gibbs state $e^{-\beta H}$ (up to normalization). Let the expected magnetization be $\langle M\rangle$. Is there a constant magnetic field strengh $h$ (constant means there is no dependence on $n$) and a constant $q$, such that the probability that the magnetization exceeds $\langle M\rangle + qn$ is $e^{-O(\sqrt{n})}$?

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    No, surface-order large deviations only occurs when you have phase coexistence. When $h\neq 0$, large deviations are always of volume order. This can be seen from the large deviation rate function: the latter has an affine piece only when there is a first-order phase transition in $h$ (precisely because its dual, the free energy, is non-differentiable at $h=0$). – Yvan Velenik Oct 10 '21 at 07:17
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    See, for instance, Chapter 4 of this book for an elementary discussion of such (and related) issues (Theorem 4.12 and Sections 4.6 and 4.12.1 are directly relevant). In this chapter, the lattice gas language is used, but everything can be readily translated to the magnetic language if needed. – Yvan Velenik Oct 10 '21 at 08:16
  • @YvanVelenik , thanks a lot! Is there a general understanding of when surface-order large deviation arises in lattice spin systems? Phase co-existence is a sufficient condition, but it is unclear to me if it is necessary too. – anurag anshu Oct 10 '21 at 23:38
  • For discrete spin systems, it should happen generically. But rigorous results are still limited to only a handful of models (Ising, Potts, …). – Yvan Velenik Oct 11 '21 at 05:29

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