Phase Transition and Level-Set Percolation for the Gaussian Free Field

We consider level-set percolation for the Gaussian free field on ${mathbb{Z}^{d}}$ , d ≥ 3, and prove that, as h varies, there is a non-trivial percolation phase transition of the excursion set above level h for all dimensions d ≥ 3. So far, it was known that the corresponding critical level h _*(d) satisfies h _*(d) ≥ 0 for all d ≥ 3 and that h _*(3) is finite, see Bricmont et al. (J Stat Phys 48(5/6):1249–1268, 1987). We prove here that h _*(d) is finite for all d ≥ 3. In fact, we introduce a second critical parameter h _** ≥ h _*, show that h _**(d) is finite for all d ≥ 3, and that the connectivity function of the excursion set above level h has stretched exponential decay for all h > h _**. Finally, we prove that h _* is strictly positive in high dimension. It remains open whether h _* and h _** actually coincide and whether h _* > 0 for all d ≥ 3.