Abelian Sandpile Models in Innite Volume

C. Maes

F. Redig

E. Saada

30th May 2004
Abstract: Since its introduction by Bak,Tang and Wiesenfeld, the abelian sandpile
dynamics has been studied extensively in nite volume. There are many problems posed
by the existence of a sandpile dynamics in an innite volume S: its invariant distribution
should be the thermodynamic limit (does the latter exist?) of the invariant measure for
the nite volume dynamics; the extension of the sand grains addition operator to innite
volume is related to the boundary eects of the dynamics in nite volume; nally, the
crucial diculty of the denition of a Markov process in innite volume is that, due to
sand avalanches, the interaction is long range, so that no use of the Hille-Yosida theorem
is possible. In that review paper, we recall the needed results in nite volume, then
explain how to deal with innite volume when S = Z, S = T is an innite tree, S = Z
d
with d large, and when the dynamics is dissipative (i.e. sand grains may disappear at
each toppling)
1
.
1 Introduction
Since their appearance in [2], sandpile models have been studied intensively. One phys-
ical motivation is the phenomenon of self-organized criticality. The steady state typ-
ically exhibits power law decay of correlations and of avalanche sizes with universal
critical exponents found in many computer simulations and in a wide range of natural
phenomena, such as forest res, earthquakes, etc.(see e.g. [18] for an overview of various
models).

Instituut voor Theoretische Fysica, K.U.Leuven, Celestijnenlaan 200D, 3001 Leuven, Belgium

Faculteit Wiskunde en Informatica, Technische Universiteit Eindhoven, Postbus 513, 5600 MB

Eindhoven, The Netherlands

CNRS, UMR 6085, Laboratoire de mathematiques Raphael Salem, Universite de Rouen, site Col-
bert, 76821 Mont-Saint-Aignan Cedex, France
1
MSC 2000: Primary-82C22; secondary-60K35.
Key-words: Sandpile dynamics, Nonlocal interactions, Interacting particle systems, Thermodynamic
limit.
1
The abelian sandpile model in a nite volume V describes the evolution on a lattice
of congurations of discrete height-variables, which can be thought as local slopes of a
sandpile. Sand grains are randomly added on the sites x V , and if at a site the height
value for conguration exceeds some critical value , then that unstable site topples,
i.e., gives an equal portion of its grains to each of its neighboring sites which in turn can
become unstable and topple etc., until every site has again a subcritical height-value.
An unstable site thus creates an avalanche involving possibly the toppling of many
sites around it. The range of this avalanche depends on the conguration, making the
dynamics highly non-local. The action of the addition operator a
x,V
consists in the
instantaneous passage from conguration to which a sand grain has been added on
site x to the stable conguration a
x,V
reached after the avalanche has ended.
This model has a rich mathematical structure, rst discovered by Dhar (see for
instance [4, 5, 9, 17, 15]). The main tool in its analysis is the abelian group of addition
operators, identied with the set 1
V
of recurrent congurations for the dynamics. The
stationary measure for the dynamics is the uniform measure
V
on 1
V
.
We aim at dening the model on innite graphs S, or better, to understand how
the process settles down in a stationary regime as the volume increases. The main
problems to overcome are the non-locality and the dependence to boundary-conditions
of the dynamics.
The questions we are interested in are, in successive order:
Q1. The convergence of the measures
V
when V S to a probability measure .
Q2. The extension of the addition operators a
x,V
to operators a
x
on S; the abelian
property for those a
x
; the invariance of under those a
x
.
Q3. The construction of a Markov process that extends the sandpile dynamics from
nite to innite volume, corresponding to Poissonian addition of sand grains in innite
volume; the invariance and ergodicity of for this process.
These questions have been partially or completely answered for the one-dimensional
lattice S = Z, for innite homogeneous trees, for S = Z
d
with d large, and for dissipative
models, in the papers [12, 13, 14, 1, 10]. In this review, we explain the main content of
these papers.
In Section 2, we recall the denition and properties of the model in a nite volume
V , with details on the tools we need later on. We then explain our methods to deal with
the above questions, and their applications to the dierent settings of S: we consider
successively Q1 in Section 4, Q2 in Section 5, Q3 in Section 6.
We will analyse separately the dynamics on S = Z, in Section 3: as we will notice
from examples of Section 2, it is possible there to guess an explicit and simple expres-
sion of a
x
, so that our construction is specic, and uses monotonicity. The invariant
measure for the dynamics will be the Dirac measure concentrating on the full cong-
uration (i.e. the height is the critical value on each site). This result seems intuitive:
since we continue adding sand at each lattice site, after some time every site will have
received enough extra sand particles, and once the conguration is full, it remains full.
Nevertheless, this intuitive picture is somewhat dangerous, since we are working in
innite volume, and sand particles could possibly disappear at innity. Indeed, the
2
same statement is not true anymore in the other cases, where the measure will not
be trivial.
Our tools come from the theory of interacting particle systems (see [11]). However,
due to the non-locality of the dynamics, no use of the usual techniques, such as the
Hille-Yosida theorem, is possible. Indeed, the Markov processes we will construct in
innite volume turn out not to be Feller. In the cases we study, we will take advantage
of the existing results for the dynamics in nite volume: for the innite tree, we rely
on the very precise results derived in [6]. For dissipative models, the critical value is
larger than the maximal number of neighbors of a site in S, and at the toppling of a
considerable fraction of sites, grains disappear in a sink associated to the volume. More
precisely, in terms of the simple random walk on S with a sink associated to the volume,
the Greens function decays exponentially in the lattice distance. There is a stronger
control of the non-locality, which induces that avalanche clusters are almost surely
nite. For Z
d
with d large, one uses Priezzhevs ideas on waves ([9]), and properties of
two-component spanning trees.
2 Finite volume model
This section contains denitions and properties of abelian sandpiles in nite volume
that we need later on. In [4], [5], [9], [17] and [15], the reader will nd more details.
The innite graphs S on which is constructed the abelian sandpile dynamics are
S = Z
d
, innite trees S = T, and strips, that is, S = Z 1, . . . , , for some integer
> 1 (notice that = 1 corresponds to S = Z
d
with d = 1). Finite subsets of S will be
denoted by V, W; we write o = W S : W nite. We denote by
e
V - resp.
i
V - the
external - resp. internal - boundary of V , i.e. all the sites in S V - resp. V - that have
a nearest neighbor in V - resp. in S V . Let ^ be the maximal number of neighbors of
a site in S, e.g., ^ = 2d for S = Z
d
and ^ = 4 for S = Z1, . . . , , 3. The state
space of the process in innite volume is = 1, . . . ,
S
, for some integer ^.
We x V o, a nearest neighbor connected subset of S. Then
V
= 1, . . . ,
V
is
the state space of the process in the nite volume V . We denote by ^
V
(x) the number
of nearest neighbors of x in V .
A (innite volume) height conguration is a mapping from S to N = 1, 2, ...
assigning to each site x a number of sand grains (x) 1. If , it is called a
stable conguration. Otherwise is unstable. For ,
V
is its restriction to V ,
and for , ,
V

V
c denotes the conguration whose restriction to V (resp. V
c
)
coincides with
V
(resp.
V
c).
The conguration space is endowed with the product topology, making it into
a compact metric space. A function f : R is local if there is W o such that

W
=
W
implies f() = f(). The minimal (in the sense of set ordering) such W is
the dependence set D
f
of f. A local function can be seen as a function on
W
for all
W D
f
, and every function on
W
can be seen as a local function on . The set / of
all local functions is uniformly dense in the set c() of all continuous functions on .
3
2.1 The dynamics in nite volume
The toppling matrix on S is dened by, for x, y S,

xx
= ,

xy
= 1 if x and y are nearest neighbors,

xy
= 0 otherwise (2.1)
We denote by
V
the restriction of to V V (remark that for x V ,
V
xx
=
xx
).
A site x V is dissipative in the volume V if

yV

xy
> 0. (2.2)
Thus if > ^, every site is dissipative. If = ^, the sites of
i
V are the only
dissipative sites in V .
Examples 2.3 1. For S = Z
d
, we have = ^ = 2d.
2. For the binary tree, = ^ = 3.
3. For the strip S = Z 1, . . . , , = 4, and ^ = 3 for = 2, ^ = 4 for > 2.
4. For dissipative systems on S = Z
d
with d 2, we have ^ = 2d, > ^.
To dene the sandpile dynamics in the volume V , we rst introduce the toppling of
a site x V as the mapping T
x
: N
V
N
V
dened by
T
x
()(y) = (y)
V
xy
if (x) >
xx
,
= (y) otherwise. (2.4)
In words, site x topples if and only if its height is strictly larger than , by transferring

V
xy
0, 1 grains to site y ,= x and losing itself in total grains. Notice that if x is
a dissipative site, then, upon toppling, some grains are lost.
Toppling rules commute on unstable congurations, that is, for x, y V such that
(x) > =
xx
and (y) > =
yy
:
T
x
(T
y
()) = T
y
(T
x
()) (2.5)
The toppling transformation is the mapping T : N
V

V
dened by the requirement
that for N
V
, T () arises from by toppling, i.e. there exists a k-tuple (x
1
, . . . , x
k
)
of sites in V such that T () = (

k
i=1
T
x
i
)(). The existence of dissipative sites implies
that stabilization of an unstable conguration is always possible. The fact that T is
well-dened, that is, that the same nal stable conguration is obtained irrespective of
the order of the topplings, is a consequence of the commutation property (see [15] for
a complete proof).
4
For x V , N
V
, we denote by e
x
(resp. e
V
x
) the mapping from S (resp. V ) to
0, 1 which is one at site x and zero at all other sites, and by +e
V
x
the conguration
obtained from by adding one grain to site x. The addition operator dened by
a
x,V
:
V

V
; a
x,V
= T ( + e
V
x
) (2.6)
represents the eect of adding a grain to the stable conguration and letting a stable
conguration arise by toppling. Because T is well-dened, and because of (2.5), the
composition of addition operators is commutative. This is the so-called abelian property
of the model, which is a crucial simplication in its mathematical analysis.
We can now dene a discrete time Markov chain
n
: n 0 on
V
by picking a
point x V randomly at each discrete time step and applying the addition operator
a
x,V
to the conguration. We dene also a continuous time Markov process
t
: t 0
with innitesimal generator
L
0,
V
f() =

xV
(x)[f(a
x,V
) f()]; (2.7)
this is a pure jump process on
V
, where : S (0, ) is the addition rate function.
Examples 2.8 Let V = a, b, c, d, e Z = S, and two congurations of
V
, =
(1, 2, 2, 2, 1) and = (2, 2, 1, 2, 2). If we add a sand grain on d for , + e
V
d
=
(1, 2, 2, 3, 1) is an unstable conguration, and site d topples: T
d
( + e
V
d
) = (1, 2, 3, 1, 2)
is again unstable, site c topples, T
c
(T
d
( + e
V
d
)) = (1, 3, 1, 2, 2), then site b topples, and
T
b
(T
c
(T
d
( +e
V
d
))) = (2, 1, 2, 2, 2) = a
d,V
is stable. When adding a sand grain on e for
, stabilization occurs because e is a dissipative site in V , and a
e,V
= (2, 2, 2, 1, 2) (see
Figure 1).
2 2 2 1 2
2 2 2 1 1
+1
1 2 3 1 1
1 3 1 2 2 2 2 1 2 2
+1
2 2 1 2 1 2 2 1 3
a b c d e V:
2
Figure 1: addition operator
Notice that in a
d,V
, the height value has changed on 3 sites (w.r.t. ). The two 1s
surrounding the region where we have added a sand grain became 2s, and the mirror
image of d w.r.t. a and e became a 1.
5
2.2 Recurrent congurations, invariant measure
We call 1
V
the set of recurrent congurations for
n
: n 0 (or for its continuous
time version
t
) , i.e. those for which P

(
n
= innitely often) = 1, where P

denotes the distribution of

n
: n 0 starting from
0
=
V
.
Proposition 2.9 1. 1
V
contains only one recurrent class.
2. The addition operators a
x,V
generate an abelian group G of permutations of 1
V
.
That group acts transitively on 1
V
, in particular [G[ = [1
V
[ = det(
V
).
3. The uniform measure on recurrent congurations

V
=

R
V
1
[1
V
[

(2.10)
is invariant under the action of a
x,V
and of a
1
x,V
, x V (

is the Dirac measure

on conguration ).
For the proof of this proposition, we refer to [4, 13, 15]. We emphasize that adding

x,x
particles at a site x V makes the site topple, and
V
x,y
particles are trans-
ferred to y. This gives a
x,x
x,V
=

y=x
a

V
x,y
y,V
, that we rewrite as a closure relation that
characterizes the group G:

yV
a

V
xy
y,V
= Id (2.11)
2.3 Burning algorithm and consequences
2.3.1 Burning algorithm
A conguration
V
belongs to 1
V
if it passes the burning algorithm (see [4]), which
is described as follows. Pick
V
and erase the set V
1
of all sites x V with a height
strictly larger than the number of neighbors of that site in V :
(x) > ^
V
(x) (2.12)
Iterate this procedure for the new volume V V
1
, and so on. If at the end some non-
empty subset V
f
is left, then satises, for all x V
f
,
(x) ^
V
f
(x)
and the restriction
V
f
is called a forbidden subconguration (fsc). If does not con-
tain any fsc, the conguration is called allowed. The set /
V
of allowed congurations
coincides with the set of recurrent congurations, /
V
= 1
V
(see [9], [15], [17]).
6
1
1 1 2 1 1 2
2 2 1 2 2 1
Figure 2: burning algorithm
Examples 2.13 We apply the burning algorithm to two congurations = (2, 2, 1, 2)
and = (2, 1, 1, 2) in V = a, b, c, d Z = S. The rst one is recurrent, but not the
second (see Figure 2). Notice that the rst burnt sites are always boundary sites. The
typical fsc 1 1 is contained in .
It is clear from those examples that for any V Z = S, a conguration 1
V
contains at most one site x V with (x) = 1.
2.3.2 Rooted spanning trees
The burning algorithm associates to each recurrent conguration a rooted spanning tree
by specifying the genealogy of the burnings of sites in V . We get a tree because every
site can be burnt only once, so that there are no loops; by the denition of the burning
algorithm, all sites of a recurrent conguration are burnt, hence we get a spanning
tree. The correspondence between recurrent congurations and rooted spanning trees
is detailed in [5, 9, 1]. It gives an explanation for the formula [1
V
[ = det(
V
) of
Proposition 2.9, (2), since it is a well-known combinatorial result for spanning trees.
Examples 2.14 Let V = a, b, c, d, e, f, g, h, i Z
2
, and = (4, 3, 4, 2, 2, 2, 3, 3, 2)
1
V
. It passes the burning algorithm, with burning times bt() = (0, 1, 0, 1, 2, 3, 0, 1, 2);
for i 0, bt()(x) = i if x is burnt in step i + 1 of the burning algorithm. To build the
spanning tree B(), we take an (arbitrary) order of preference between the 4 neighbors
of a site, e.g. 1 = North, 2 = East, 3 = South, 4 = West. Then we put a directed edge
from x to y (resp. to the root) if bt()(x) = i + 1 (resp. 0) and bt()(y) = i; if many
choices are possible from x, we check the possible height values on x that would give the
burning time i + 1. From the smallest to the largest correspond the chosen preferences
for edges, from the smallest to the highest one. Here, the rule to choose the directions
to the root gives West for a, East for c, South for g. Then the rule gives North for e
and d, West for b and f (see Figure 3). Conversely, looking at the length of the path
joining any point of the tree to the root, it is possible to reconstruct from B().
2.3.3 Untoppling of a site
Coming back to Proposition 2.9, (2,3), in the nite volume V , the action of the inverse
operator on a recurrent conguration can be dened recursively as follows, see [9].
Consider 1
V
and x V . Remove one grain from at site x. If the resulting
conguration is recurrent, it is a
1
x,V
, otherwise it contains a forbidden subconguration
(fsc) in V
1
V . In that case untopple the sites in V
1
. By untoppling of a site z we
7
a b c
d e f
g i h
4 3 4
2 2 2
3 3 2
0 1 0
1 2 3
0 1 2
Figure 3: recurrent conguration, spanning tree
mean that the sites are updated according to the rule (y) (y) +
zy
. Iterate this
procedure until a recurrent conguration is obtained: the latter coincides with a
1
x,V
.
Examples 2.15 On V = a, b, c Z for = 2, the conguration = (2, 1, 2) is
recurrent (cf. examples (2.13)). After removal of one grain at site c, we get (2, 1, 1),
which contains the fsc 1 1. Untoppling site b, then site c, gives (1, 3, 0), then (1, 2, 2),
which is recurrent. Conversely, one veries that addition at site c on (1, 2, 2) gives back
the original conguration (2, 1, 2).
2.3.4 Extension to innite volume
By the burning algorithm, a recurrent conguration is nothing but a conguration with-
out forbidden subcongurations. This denition extends naturally to innite volume:
Denition 2.16 A conguration is recurrent if for any V o,
V
1
V
.
The set 1 of recurrent congurations forms a perfect (hence uncountable) subset of
with empty interior. This means that 1 is closed (hence compact) and every element
1 is the limit of a sequence
n
1,
n
,= .
2.4 Toppling and untoppling numbers
For x, y V and
V
, let n
V
(x, y, ) denote the number of topplings at site y by
adding a grain at x, that is, the number of times we have to apply the operator T
y
to
stabilize + e
V
x
in the volume V . We have the relation
(y) +
x,y
= a
x,V
(y) +

zV

V
yz
n
V
(x, z, ) (2.17)
8
Dening
G
V
(x, y) =
_

V
(d) n
V
(x, y, ) (2.18)
one obtains, by integrating (2.17) over
V
:
G
V
(x, y) = (
V
)
1
xy
. (2.19)
The Markov inequality and (2.18) provide an estimate of the probability that site y
topples after addition at site x:

V
( n
V
(x, y, ) 1) G
V
(x, y) (2.20)
This inequality plays a crucial role in controlling avalanches when the volume increases.
Call n

V
(x, y, ) the number of untopplings at site y by removing one grain from x
and from untoppling sites until a recurrent conguration is obtained. As previously,
_
n

V
(x, y, )
V
(d) = G
V
(x, y) (2.21)
3 A sandpile dynamics on Z
In this section we summarize our construction of the innite volume sandpile dynamics
on the one-dimensional lattice Z. We refer to [12] for details.
3.1 Addition operator.
We use the simple and explicit form of the evolution in nite volume (that we explained
in examples 2.8) to dene a toppling transformation directly on Z. For any conguration
= 1, 2
Z
and any lattice site i Z, we dene (with the convention inf := +)
k
+
(i, ) := infj 0 : (i + j) = 1, (3.1)
the distance from i to the rst site to its right (including i) with value 1 and
k

(i, ) := infj > 0 : (i j) = 1, (3.2)

the positive distance from i to the rst site with value 1 to its left. We distinguish ve
cases to dene a
i
= T ( + e
i
) (cf. (2.6)):
1. k
+
(i, ) = 0, i.e. (i) = 1, then a
i
= + e
i
.
2. k
+
(i, ) > 0, k
+
(i, ) k

(i, ) < , then

a
i
= + e
i+k
+
(i,)
+ e
ik

(i,)
e
i+k
+
(i,)k

(i,)
(3.3)
3. k
+
(i, ) = , k

(i, ) < , then a

i
= + e
ik

(i,)
.
9
4. k
+
(i, ) < , k

(i, ) = , then a
i
= + e
i+k
+
(i,)
.
5. k
+
(i, ) = k

(i, ) = (i.e. 2), then a

i
= .
As in examples 2.8, case 2 says that when we add a sand grain on a site i with height 2
surrounded by two sites i +k
+
(i, ), i k

(i, ) with height 1, those two 1s become 2s,

and the mirror image i + k
+
(i, ) k

(i, ) of i w.r.t. the sites i + k

+
(i, ), i k

(i, )
becomes a 1. Cases 3,4,5 are conventions to dene a
i
for all , and to write down
a formal generator. However, these choices are correct, as will follow from Theorem
3.12.
Note that the transformations a
i
and a
j
commute, i.e.
a
i
(a
j
()) = a
j
(a
i
()), i, j Z, . (3.4)
3.2 Construction of the sandpile process.
In the construction of the sandpile process in dimension 1, monotonicity plays a crucial
role. We recall its denition and main properties, and refer to [11], Chapter 2, Section
2 for details.
For , , if (x) (x) for all x Z. A function f : R is monotone
if implies f() f(), for all , . We denote by / the class of all monotone
bounded Borel measurable functions. A Markov process
t
: t 0 on with Markov
semigroup S(t) : t 0 is monotone if f / implies S(t)f /. Two probability
measures and satisfy if for all monotone functions,
_
fd
_
fd.
A usual way to prove monotonicity of a Markov process is by explicitly constructing
a coupling of path space measures such that for one has P
,
(
t

t
, t 0) = 1.
Let
f
be the set of congurations with a nite number A() of critical sites, i.e.

f
:= :
1
(2) = A() o. (3.5)
The correspondence between o and
f
via A
A
, where
1
A
(2) = A (or A())
is one-to-one.
The following formal generator is well-dened for every local function f for
f
Lf() = L
b
f() + L
a
f(), (3.6)
where the birth part
L
b
f() =

iZ
((i) = 1)[f( + e
i
) f()] (3.7)
corresponds to a pure birth process, thus is a well-dened generator of a Feller semi-
group. The avalanche part
L
a
f() =

iZ
((i) = 2)[f(a
i
) f()] (3.8)
10
however gives technical problems related to the nonlocality of the transformation a
i
.
One cannot run the standard Hille-Yoshida program, which would give a Feller semi-
group associated to L
b
+ L
a
.
We proceed in three steps to construct the sandpile process:
1. Denition of a process associated to L
a
on
f
. Construction of a non-trivial
coupling showing that this process is monotone.
2. Denition of a process associated to L
a
+ births in the nite interval [n, n] on

f
. Construction of a coupling showing that this process is still monotone. This
gives us a semigroup dened on f / by S
n
(t)f() = lim

f
,

S
n
(t)f(

),
where lim

denotes the limit along sequences

n
, n N
f
such that

n+1
.
3. Monotonicity of the semigroups S
n
(t) in n, i.e., for all f /, , t
0, S
n+1
(t)f() S
n
(t)f().
We nally dene the sandpile process as the process associated to the semigroup
S(t)f() = lim
n
lim

f
,

S
n
(t)f(

). (3.9)
Proposition 3.10 The sandpile process is not Feller, and for some initial congura-
tions the process has no right-continuous version.
In particular, for all such that
1
(1) o (nite number of ones), for all
t > 0,
P

SP
(
t
(x) ,= 2) = 0. (3.11)
3.3 Properties of the sandpile process.
Even if the transformation a
i
is non-local, we still have some kind of locality. We can
dene a subset of decent congurations, that contains the congurations with a positive
density of 1s, and also decent functions, that depend on a nite number of blocks
of 2s between 1s when applied to decent congurations. Then the generator is the
derivative at time 0 of the semi-group operating on decent functions applied to decent
congurations. Notice that since the process is not Feller, the fact that
_
Lfd = 0
for every local function f does not necessarily imply that is invariant. In particular
one cannot use case 5 of the denition of a
i
to say that
2
is invariant. The following
theorem proves that is is indeed true, and that the stationary state is reached in nite
time.
Theorem 3.12 1.
2
is invariant for the sandpile process.
2. For all , there exists a nite T

[0, 1] such that for all t T

SP
[
t
(0) = 1] = 0.
11
4 Innite volume limit of
V
, the uniform measure
on recurrent congurations 1
V
From now on, we address the questions enumerated in the introduction, and check
answers on the various graphs S we consider, except on the one-dimensional case treated
in the previous section. The rst point is to obtain a probability measure on as
the thermodynamic limit of the measures
V
, i.e.
Denition 4.1 The measures (
V
, V o) converge to a probability measure on
if for any f /, for any > 0, there exists V
0
o such that for any V o, V V
0
,
[
_
fd
V

_
fd[ < .
By (2.10) and Denition 2.16, , if it exists, concentrates on 1: for any given V
0
o,
and V o, V V
0
, the restriction
V
0
is an element of 1
V
0
with
V
-probability one.
We now detail what we have in the dierent cases studied
4.1 S = T is an innite tree
The stationary measures
V
converge to a unique innite volume measure. This was
proved in [13], using many explicit results from [6] on the dynamics on a nite volume
tree. Among them,
(a) when adding a grain on a particular site 0 of height 3, the set of toppled sites is
the connected cluster C
3
(0, ) of sites including 0 having height 3;
(b) the correlations in the measures
V
are estimated in terms of the eigenvalues of
a product of transfer matrices ([6], section 5).
Theorem 4.2 The probability measure on is invariant under tree automorphisms,
mixing, and satises
1. for a positive constant C,
lim
k
k
3/2
([C
3
(0, )[ = k) = C (4.3)
2. ( : [C
3
(0, )[ < ) = 1,
3.
_
[C
3
(0, )[(d) = .
4.2 Dissipative systems
In that case, the critical value is larger than ^, so that in the limit V S, G
V
converges to the Greens function G of the simple random walk on S with a sink
associated to the dissipative sites (that is every site x is linked with ^
S
(x) edges
to a sink and the walk stops when it reaches the sink).
12
Denition 4.4 We say that the sandpile model is dissipative if
sup
xS

yS
G(x, y) < + (4.5)
In the examples 2.3(3,4), if > 2d for Z
d
or 4 for strips, the Greens function
G(x, y) decays exponentially in the lattice distance between x and y and hence (2.1)
denes a dissipative model.
As we will see in the next section, the measures (
V
, V o) converge to a probability
measure , which can be viewed as the Haar measure of a compact abelian group.
Moreover, if is large enough, has exponential decay of correlations: Let p
c
(d)
denote the percolation threshold for Bernoulli site percolation on Z
d
. Let V o, and
V on which we x two arbitrary height congurations

and

.
Theorem 4.6 Suppose that 4 for S = Z 1, . . . , or 4d < p
c
(d) for S = Z
d
in (2.1). There exist constants > 0, C < + so that for all V o, V, W
V , 1 and for every event A T
W
,
[
V
(A[

)
V
(A[

)[ Ce
dist(W,)
(4.7)
where dist(, ) is the nearest neighbor distance between the two subsets.
Heuristics of proof. This proof combines a decoupling argument and a geometric one.
For large enough, with a suciently high probability, there will be typically some
circuit C, separating two far away dependence sets, on which we can burn the sub-
conguration. We end up with a percolation-like argument (as reviewed in [8]), using
that the cluster-diameter in sub-critical Bernoulli site percolation has an exponential
tail.
Examples 4.8 1. For S = Z
2
, we have p
c
(2) = 0.5927 (as numerical result). Thus
we need to take > 13 so that 8 < p
c
(2).
2. For S = Z
d
in high dimension, since p
c
(d) 1/(2d) for large d, we conclude
exponential decay of correlations as soon as > 8d
2
.
3. For the strips S = Z 1, . . . , with nite it always suces that > 3.
4.3 S = Z
d
Recently in [1], the authors proved
1. The measures (
V
, V o) converge to a probability measure when V Z
d
for
d 4.
2. We denote
n
= [n, n]
d
Z
d
. For d 5, (
n
)
nN
converge to a probability
measure .
The proof is based on the correspondence between recurrent congurations and spanning
trees (cf. section 2.3.2), and on results of Pemantle on the uniform spanning forest ([16]).
13
5 Addition operators
Once we have answered to question Q1, we have to dene addition operators on ,
from the nite volume addition operators a
x,V
(cf. (2.6)). As a rst step, we extend
the latter to via
a
x,V
: : a
x,V
= (a
x,V

V
)
V

V
c. (5.1)
(with some slight abuse of notation). Similarly, the inverses are dened on 1 via
a
1
x,V
: 1 : (a
1
x,V

V
)
V

V
c (5.2)
Remark that if 1, then (a
x,V
)
W
1
W
for all W V but a
x,V
is not necessarily
an element of 1.
Denition 5.3 A conguration is normal if for every x S, there exists a
minimal nite set V
x
() o such that for all V o, V V
x
(), a
x,V
= a
x,Vx()
; in
that case, the limit of the nite volume addition operators is dened on , and
a
x
= a
x,Vx()
(5.4)
We denote by

the (measurable) set of normal and recurrent congurations.

Similarly, for 1, the limit of the nite volume inverse addition operators is de-
ned on if for every x S, there exists
x
() o such that for any o,

x
(), a
1
x,
= a
1
x,x()
; we write
a
1
x
= a
1
x,x()
(5.5)
Remark that if 1 and a
x
is dened on , then a
x
1.
Proposition 5.6 1. We assume

closed under the action of the addition operators

a
x
for all x S. Then, for all

, x, y S, a
x
(a
y
) = a
y
(a
x
).
2. Fix 1. We assume (

) = 1. Then, for all x S,

(a) is invariant under the action of a
x
.
(b) a
1
x
is dened -a.s., and is invariant under the action of a
1
x
.
(c) -a.s. on

, a
x
a
1
x
= a
1
x
a
x
= id.
To illustrate the spirit of our method, we detail the proof of this proposition.
Proof. 1. Let

, two dierent sites x, y S and V o be such that V

V
x
() V
y
() V
y
(a
x
) V
x
(a
y
). Since a
x,V
and a
y,V
commute, we have
a
x
(a
y
) = a
x,V
(a
y
) = a
x,V
(a
y,V
) = a
y,V
(a
x,V
) = a
y,V
(a
x
) = a
y
(a
x
). (5.7)
14
2. We x x S. Let > 0, f /, V
n
o, V
n
S such that
Vn
converges to (cf.
denition 4.1). Since (

) = 1, there exists n
0
such that if we x n n
0
,
: V
x
() , V
n


4|f|

+ 1
=

. (5.8)
2(a). Because the indicator function (V
x
() V
n
) is local, we have V
x
() V
n
=
lim
m

Vm
V
x
() V
n
. We estimate

_
f(a
x
)d f()d

_
f(a
x,Vn
)d
_
f()d

+ 2|f|

V
x
() , V
n

lim
m

_
f(a
x,Vn
)d
Vm

_
f()d
Vm

+

2
2|f|

lim
m

Vm
(a
x,Vn
() ,= a
x,Vm
()) +

2
= 2|f|

_
1 lim
m

Vm
(V
x
() V
n
)
_
+

2
.
2(b). The second part is proved as 2(a). For the rst part, by 2(a) and (5.8),
V V
n
: a
1
x,V
() ,= a
1
x,Vn
()
= V V
n
: a
1
x,V
(a
x
) ,= a
1
x,Vn
(a
x
)
=
_
V V
n
: a
1
x,V
(a
x,Vx()
) ,= a
1
x,Vn
(a
x,Vx()
)

_

_
V V
n
: a
1
x,V
(a
x,Vx()
) ,= a
1
x,Vn
(a
x,Vx()
) V
x
() V
n

_
+

= V V
n
V
x
() : a
1
x,V
(a
x,V
) ,= a
1
x,Vn
(a
x,Vn
) +

2(c). Let

on which a
1
x
is dened, and V o be such that V V
x
()

x
() V
x
(a
1
x
)
x
(a
x
) (cf. (5.4),(5.5)):
a
x
(a
1
x
) = a
x,V
(a
1
x,V
) = = a
1
x,V
(a
x,V
) = a
1
x
(a
x
)
We now detail what we have in the dierent cases studied. The main problem to
get the existence of a
x
consists in proving that normal congurations have -measure
1. This amounts in controlling avalanches in larger and larger volumes.
5.1 S = T is an innite tree
From subsection 4.1,(a), a conguration is normal (cf. Denition 5.4) if all the clusters
C
3
(x, ), x S are nite, since then
V
x
() = C
3
(x, ) C
3
(x, ). (5.9)
Because ([C
3
(x, )[ = n) is measurable, the set

of normal congurations is measur-

able. Moreover, by (5.9),
C
3
(x, a
y
) V
x
() V
y
(). (5.10)
which implies that

is closed under the action of all the addition operators a

x
, x S.
From (4.3) and Theorem 4.2, (

) = 1, and proposition 5.6 is valid.

15
5.2 Dissipative systems
By condition (4.5), avalanche clusters have a nite rst moment uniformly in the volume.
Moreover, if we identify recurrent congurations that dier by a multiple of (thus
dening an equivalence relation on 1 denoted ), we can dene appropriately addition
of those equivalence classes via the following procedure:
For the class [] containing 1, for A
n
() = 1 : m Z
S
, + n =
+m, then

xS
a
nx
x
[] = []. For [], [] in 1/ , then [] [] is the equivalence class
which contains A

(). We then obtain

Theorem 5.11 (1/ , ) is a compact abelian group, hence it admits a unique Haar
measure.
As a corollary, the Markov process of section 6.2 can be viewed as a random walk on a
compact abelian group, hence is the invariant measure of this Markov process.
5.3 S = Z
d
for d large
In [10], the following results are obtained
1. The addition operators a
x
exist -a.e. for d 3.
2. The measure is invariant under the action of a
x
for d 5.
3. Avalanches are -a.s. nite for d 5.
These results are based on the study of the uniform measure on two-component spanning
trees (see [3, 16]).
6 Innite volume Markov process
Once we have a stationary measure , the -a.s. existence of addition operators a
x
, we
would like to construct a Markov process on 1with stationary measure , corresponding
to the following intuition:
To each site x S we associate a Poisson process N
t,x

(for dierent sites these

Poisson processes are mutually independent) with rate (x). We denote by P the joint
distribution of these independent Poisson processes. At the event times of N
t,x

we add
a grain at x, that is, we apply the addition operator a
x
to the conguration.
The formal generator and the semigroup on should be given by the formulas
L

f =

xS
(x)[a
x
f f], (6.1)
S

(t)f = exp(tL

)f =
_
_

xS
a
N
t,x

x
f
_
dP. (6.2)
16
To construct a stationary Markov process on -typical innite volume congurations
(see [13] for more details), we assume in this subsection that the measures (
V
, V o)
converge to a probability measure , that proposition 5.6 is valid, and that the addition
rate function introduced in (2.7) satises
sup
yS

xS
(x)G(y, x) < (6.3)
The summability condition (6.3) ensures that the number of topplings at any site x S
remains nite almost surely in any nite interval of time when grains are added at
intensity (cf. (2.20)).
For every nite volume V o, the natural extension of (2.7)
L

V
=

xV
(x)(a
x
I) (6.4)
is the L
p
() generator of the stationary pure jump process on with semigroup
S

V
(t)f = exp(tL

V
)f =
_
_

xV
a
N
t,x

x
f
_
dP, (6.5)
where f L
p
().
To prove that (6.1) is the generator of a Markov process, we cannot rely on standard
results. As an illustration, we detail the following lemma, which says that the L
1
()-
domain of L

is rich enough.
Lemma 6.6 We assume (6.3). All local functions belong to
f : R : f bounded,

xS
(x)
_
[f(a
x
) f()[d() < . (6.7)
Proof. It is enough to consider f() = (y) for some y S:

xS
(x)
_
[a
x
(y) (y)[d() 3

xS
(x)(a
x
(y) ,= (y)) (6.8)
If by adding a grain at x we inuence y, this can only be achieved by the toppling of
one of the nearest neighbor sites of y. Using (

) = 1, (2.18),(2.20), (5.4),
(a
x
(y) ,= (y)) = lim
V S
(a
x
(y) ,= (y), V
x
() y V )
= lim
V S
lim
WS

W
(a
x,V
(y) ,= (y), V
x
() y V W)
lim
WS

W
(a
x,W
(y) ,= (y))
lim
WS

W
( z W, z y, n
W
(z, y, ) 1)
lim
WS

zy
_
d
W
()n
W
(z, y, )
=

zy
G(z, y). (6.9)
17
Using essentially the abelian property of the dynamics, and estimates in the spirit
of the proof of Lemma 6.6 we derive
Theorem 6.10 If satises condition (6.3), then
1. The semigroups S

V
(t) converge strongly in L
1
() to a semigroup S

(t).
2. S

(t) is the L
1
() semigroup of a stationary Markov process
t
: t 0 on .
3. For any f /,
lim
t0
S

(t)f f
t
= L

f =

xS
(x)[a
x
f f],
where the limit is taken in L
1
().
4. The process
t
: t 0 admits a c`adl` ag version (right-continuous with left limits).
The intuitive description of the process
t
: t 0 is correct under condition (6.3),
that is, the process has a representation in terms of Poisson processes:
Theorem 6.11 Assume (6.3).
1. For P almost every (, ) the limit
lim
V S

xV
a
N
t,x

()
x
=
t
(6.12)
exists. The process
t
: t 0 is a version of the process of Theorem 6.10, that
is, its L
1
() semigroup coincides with S

(t).
2. Let . For P almost every (, ) the limit (6.12) exists. The process

t
: t 0 is Markovian with
0
distributed according to .
3. In particular, 1 can be taken as initial conguration.
Here again, the essential tool is the abelian property: if we consider the dynamics on
volumes V
n
V
n+1
, it is possible to add sand grains rst in the volume V
n
, and then in
V
n+1
V
n
.
We now detail what we have in the dierent cases studied
18
6.1 S = T is an innite tree
For x T, [x[ denotes the generation number of x in the tree. The Greens function of
the simple random walk on T is given by, for x T,
G(0, x) = C2
|x|
. (6.13)
Then to construct the Markov process in innite volume, by (6.13), condition (6.3)
becomes

xS
(x)2
|x|
< (6.14)
and Theorems 6.10, 6.11 are valid.
6.2 Dissipative systems
The limit of the measures (
V
, V o) is the natural candidate for a stationary
measure of a Markov process on innite volume recurrent congurations. The existence
and Poisson representation of the latter on -typical innite volume congurations
follow Theorems 6.10, 6.11. For this, we assume that the addition rate function
introduced in (2.7) satises (6.3), and, by (4.5), we can take it to be constant.
6.2.1 An ergodic theorem
This answers a question still open for the tree. More precisely, if we assume for simplicity
that 1, and an exponential fast decay of the Green function we have the following
theorem. We write S(t) (see Theorem 6.10), S
V
(t) (see (6.5)) N
t,x
, L and L
0
V
(see (2.7))
without subscript .
Theorem 6.15 Suppose is a probability measure on such that . There is a
constant C
2
> 0 so that for all f /, there exists C
f
< + such that

_
S(t)fd
_
fd

C
f
exp(C
2
t) (6.16)
In particular, S(t) converges weakly to , uniformly in and exponentially fast.
Sketch of proof. We approximate S(t) by the nite volume semigroups S
V
(t), and
estimate the speed of convergence as a function of the volume.

_
S(t)fd
_
fd

A
V
t
(f) + B
V
t
(f) + C
V
(f) (6.17)
with, denoting by
V
the restriction of to V ,
A
V
t
(f) =

_
S(t)fd
_
S
V
(t)fd
V

B
V
t
(f) =

_
S
V
(t)fd
V

_
fd
V

C
V
(f) =

_
fd
V

_
fd

19
The term A
V
t
(f) measures to what extent addition outside V inuences D
f
. It is con-
trolled by (2.20), and the exponential decay of the Green function. Applying moreover
the convergence of
V
to and the dissipativity condition (4.5), we get
lim
V S
C
V
(f) = lim
V S
A
V
(f) = 0. (6.18)
The term B
V
t
(f) is estimated by the relaxation to equilibrium of the nite volume
dynamics. Let
V
be the minimum absolute value of the real part of the non-zero
eigenvalues of the generator L
0
V
. Then, for C
f
> 0,
B
V
t
(f) C
f
exp(
V
t) (6.19)
which is controlled in the dissipative case, and goes to 0 for large enough.
6.3 S = Z
d
, d 5
The following results are obtained in [10].
1. Theorem 6.10 is valid.
2. Assume that the addition rate function is positive. If the measure is tail
trivial, then the stationary process starting from is ergodic.
Aknowledgements. E.S. thanks warmly Siva Athreya, Abbay Bhatt, Rajeeva Karandikar,
Rahul Roy and Anish Sarkar, who organized such a nice conference at I.S.I. New Delhi,
that lead to this review paper.
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21