\chapter{Proof of the main theorem below the static threshold}\label{sec:memory} In this section, we prove \cref{thm:main-memory}. Recall the setting: $\xi$ is a finite mixture with $\bd<\bs$, the temperature satisfies $\bd<\beta<\bs$, and $q_*=\sup\{r\in(0,1):\beta^2A(r)>1\}$. Fix $00$ such that for all sufficiently large $N$, the following five conclusions hold with probability at least $1-Ce^{-aN}$. \begin{enumerate}[label=(\roman*)] \item $\lambda_{\lfloor e^{\kappa N}\rfloor}\le e^{-2\gamma N}$. \item $\norm{\Pi_NZ_N}_2^2\ge b$, where $Z_N=U-\pi(U)$ is the centered spin and $\Pi_N=\ind_{(0,e^{-2\gamma N}]}(-L)$ acts componentwise. \item $\E_\pi R(X_0,X_t)-\abs{\pi(U)}^2\ge b$ for the stationary diffusion and all $0\le t\le e^{\gamma N}$. \item There exists a set $\cX_N$ with $\pi(\cX_N)\ge1-Ce^{-aN}$ such that $\norm{P_t(x,\cdot)-\pi}_{\TV}\ge1-Ce^{-aN}$ for all $x\in\cX_N$ and $0\le t\le e^{\gamma N}$. \item $I(X_0;X_t)\ge cN$ for the stationary diffusion in the fixed field and all $0{\raggedright}p{2.2cm}>{\raggedright}p{9.6cm}>{\raggedright\arraybackslash}p{3.6cm}@{}} \toprule Parameter & Choice & Input\\ \midrule $q_1,q_2$ & admissible collar with $\sqrt b\sqrt b$; that is, $\sqrt b1$ for all $r\in(q_1,q_*)$. We fix such a collar. \Cref{prop:pr-certificate}(c) implies that the core exponent $J=-\Phi_\beta(q_*)/2$ and the collar gap $G=[\Phi_\beta(q_*)-\Phi_\beta(q_2)]/2$ are positive. Fix $\delta$ with $0<\delta<\min\{J,G\}/8$, and let $a_\cG>0$, $w_\cG>0$, and $N_\cG$ be the constants $a$, $w$, and $N_0$ of \cref{prop:pr-good}. For $N\ge N_\cG$, with probability at least $1-5e^{-a_\cG N}$, there exists a Borel set $\cG\subset S_N$ with $\pi(\cG^c)\le e^{-a_\cG N}$ such that for all $x\in\cG$, \begin{equation}\label{eq:mem-good} \pi\{u:R(x,u)\ge q_2\}\ge e^{-N(J+2\delta)}, \qquad \pi\{u:q_1\le R(x,u)\le q_2\}\le e^{-N(J+G-2\delta)}. \end{equation} The first bound follows from the core lower bound \eqref{eq:pr-good-core}, because the core band $\{u:\abs{R(x,u)-q_*}\le w_\cG\}$ lies in $\{u:R(x,u)>q_2\}$, and the second is the collar upper bound \eqref{eq:pr-good-collar}. We have written both with $x$ as the reference point and $u$ as the integration variable, which is possible because $R(x,u)=R(u,x)$. \paragraph{The overlap-weighted Gibbs mean and the cap bounds.} Let $K=(J+2\delta+1)/2$, so that \begin{equation}\label{eq:mem-K} 2K-J-2\delta=1, \end{equation} and let $h(r)=K[1-\chi((r-q_1)/(q_2-q_1))]$ for $r\in[-1,1]$, with $\chi$ as in \cref{sec:sp-notation}. Then $h$ is smooth and nonincreasing with values in $[0,K]$, it equals $K$ on $[-1,q_1]$ and $0$ on $[q_2,1]$, and $\norm{h'}_\infty\le2K/(q_2-q_1)$. Let $B_N$ be the overlap-weighted Gibbs mean associated with $h$ (\cref{def:sp-barycenter}). Next, set \[ q_0=\frac{\sqrt b+q_1}2,\qquad \eps=\frac{(q_1-q_0)^2}{16},\qquad s_0=\frac{q_0}2, \] so that $\sqrt bb$. By \cref{cor:pr-cap}, applied at the two fixed latitudes $s_0$ and $\eps$, there exist $c_0,c_\eps>0$ and $N_R$ such that for $N\ge N_R$, with probability at least $1-e^{-c_0N}-e^{-c_\eps N}$, \begin{equation}\label{eq:mem-cap} \sup_{v\in S_N}\pi\{y:R(y,v)\ge s_0\}\le\frac2{s_0}\,e^{-c_0N}, \qquad \abs{\pi(U)}^2\le\eps+e^{-c_\eps N}. \end{equation} Let $\Omega^*_N$ be the intersection of the event of \cref{prop:pr-good} with the event on which \eqref{eq:mem-cap} holds. Then \begin{equation}\label{eq:mem-event} \Pp\big((\Omega^*_N)^c\big)\le5e^{-a_\cG N}+e^{-c_0N}+e^{-c_\eps N}. \end{equation} For the rest of the proof, $N\ge\max\{N_\cG,N_R\}$ and we work on $\Omega^*_N$. All further statements are deterministic. \paragraph{Energy and alignment of $B_N$.} Fix $x\in\cG$. By \eqref{eq:sp-bary-denominator} and the first bound in \eqref{eq:mem-good}, we have $d_N(x)\ge e^{-N(J+2\delta)}$. Inserting this and the second bound in \eqref{eq:mem-good} into \eqref{eq:sp-bary-collar}, we obtain \[ \norm{\nabla B_N(x)}_{\rm HS}^2\le4N\norm{h'}_\infty^2e^{-N(G-4\delta)}\qquad(x\in\cG). \] For $x\notin\cG$, we use the global bound $4N\norm{h'}_\infty^2$ from \eqref{eq:sp-bary-gradient}. Integrating over $x$ and using $\pi(\cG^c)\le e^{-a_\cG N}$, we find \begin{equation}\label{eq:mem-energy} \cE_{\rm vec}(B_N)\le4N\norm{h'}_\infty^2\big[e^{-N(G-4\delta)}+e^{-a_\cG N}\big]\le8N\norm{h'}_\infty^2e^{-2c_EN}\le C_Ee^{-c_EN}, \end{equation} where $c_E=\min\{G-4\delta,a_\cG\}/2$, $C_E=8\norm{h'}_\infty^2/(ec_E)$, and in the last step we used $Ne^{-c_EN}\le(ec_E)^{-1}$. The points outside $\cG$ enter \eqref{eq:mem-energy} only through their Gibbs mass, and no comparison between $a_\cG$ and $J$ is needed. Next, combining \eqref{eq:sp-bary-align} with the bound $d_N(x)\ge e^{-N(J+2\delta)}$ and \eqref{eq:mem-K}, we find \begin{equation}\label{eq:mem-align} U(x)\cdot B_N(x)\ge q_1-(1+q_1)e^{-N}\qquad(x\in\cG). \end{equation} Let $N_1$ be such that $(1+q_1)e^{-N}\le\min\{q_1-q_0,q_1/4\}$ for $N\ge N_1$. For such $N$, we have $U\cdot B_N\ge q_0$ and $U\cdot B_N\ge3q_1/4$ on $\cG$. We note that \eqref{eq:mem-energy} and \eqref{eq:mem-align} hold on the event of \cref{prop:pr-good} alone, for every admissible collar $(q_1,q_2)$ and every $0<\delta<\min\{J,G\}/8$; the condition $q_1>\sqrt b$ enters only through the choice of $q_0$. \paragraph{The exponents.} We set \[ \gamma=\frac{c_E}4,\qquad \Lambda_N=e^{-2\gamma N},\qquad T_N=e^{\gamma N}. \] Then \eqref{eq:mem-energy} yields \begin{equation}\label{eq:mem-exponents} \frac{\cE_{\rm vec}(B_N)}{\Lambda_N}\le C_Ee^{-2\gamma N}, \qquad T_N\,\cE_{\rm vec}(B_N)\le C_Ee^{-3\gamma N}. \end{equation} The cutoff $\Lambda_N$ is used for (i) and (ii), and the time $T_N$ for (iii), (iv), and (v). As explained in \cref{rem:sp-exponents}, the relation between $\Lambda_N$ and $T_N$ is a convenience. \paragraph{Conclusion (i).} Let $N\ge N_1$. We use \cref{lem:sp-bumps} with $B=B_N$, $q=q_0$, the set $\cG$, $\rho=q_0/8$, $\alpha=\chi$, and $\Lambda=\Lambda_N$. Note that $q_0-2\rho=3q_0/4\ge s_0$. By the cap bound in \eqref{eq:mem-cap} and $\pi(\cG^c)\le e^{-a_\cG N}$, we have \[ M_{q_0/8}\le e^{-a_\cG N}+\frac2{s_0}\,e^{-c_0N}\le C_Me^{-\theta N}, \qquad \theta=\min\{a_\cG,c_0\},\quad C_M=1+\frac2{s_0}. \] Using $\norm{\chi'}_\infty\le2$ and \eqref{eq:mem-exponents}, we find that the numerator in \eqref{eq:sp-bumps} is at least \[ \frac12-\frac{1024\,C_EN^2}{q_0^2}\,e^{-2\gamma N}, \] which is at least $1/4$ for $N\ge N_2$. We conclude that \[ \#\{j\ge0:\lambda_j\le\Lambda_N\}\ge\frac{e^{\theta N}}{4C_M}. \] Let $\kappa=\theta/2$, and let $N_3$ be such that $e^{\theta N}/(4C_M)\ge e^{\kappa N}+1$ for $N\ge N_3$. For such $N$, at least $\lfloor e^{\kappa N}\rfloor+1$ eigenvalues, counted from $\lambda_0=0$, lie in $[0,\Lambda_N]$, and therefore \[ \lambda_{\lfloor e^{\kappa N}\rfloor}\le e^{-2\gamma N}. \] The eigenvalues $\lambda_1,\dots,\lambda_{\lfloor e^{\kappa N}\rfloor}$ are positive, as $\lambda_0$ is simple. This is (i). \paragraph{Conclusions (ii) and (iii).} We define $\mathfrak m_N=\pi(U)$, $Z_N=U-\mathfrak m_N$, and $\overline B_N=B_N-\pi(B_N)$. Integrating \eqref{eq:mem-align} over $\cG$, and using $U\cdot B_N\ge-1$ on $\cG^c$, we have \begin{equation}\label{eq:mem-UB} \ip U{B_N}\ge q_1-(1+q_1)\big(e^{-N}+e^{-a_\cG N}\big). \end{equation} By the magnetization bound in \eqref{eq:mem-cap}, \begin{equation}\label{eq:mem-mag} \abs{\mathfrak m_N}\le\sqrt\eps+e^{-c_\eps N/2}. \end{equation} Further, $\norm{Z_N}_2^2=1-\abs{\mathfrak m_N}^2\le1$ and $\norm{\overline B_N}_2^2=\pi(\abs{B_N}^2)-\abs{\pi(B_N)}^2\le1$. Using $\abs{\pi(B_N)}\le1$, \eqref{eq:mem-UB}, and \eqref{eq:mem-mag}, we find \[ \ip{Z_N}{\overline B_N}=\ip U{B_N}-\mathfrak m_N\cdot\pi(B_N)\ge q_1-\sqrt\eps-\eta_N, \] where $\eta_N=(1+q_1)(e^{-N}+e^{-a_\cG N})+e^{-c_\eps N/2}$. We now take $\Lambda=\Lambda_N$ in \cref{lem:sp-projection}, so that $\Pi_{\Lambda_N}=\Pi_N$. By \eqref{eq:sp-proj}, the two norm bounds, and \eqref{eq:mem-exponents}, we have \[ \norm{\Pi_NZ_N}_2\ge q_1-\sqrt\eps-\eta_N-C_E^{1/2}e^{-\gamma N}. \] Recall that $\sqrt\eps=(q_1-q_0)/4$, and let $N_4$ be such that $\eta_N+C_E^{1/2}e^{-\gamma N}\le3(q_1-q_0)/4$ for $N\ge N_4$. For such $N$, we have $\norm{\Pi_NZ_N}_2\ge q_0$, and \begin{equation}\label{eq:mem-slow} \norm{\Pi_NZ_N}_2^2\ge q_0^2>b. \end{equation} This is (ii). For (iii), consider the stationary diffusion. \Cref{lem:pre-spectral}(3) gives $\E_\pi R(X_0,X_t)=\E_\pi[U(X_0)\cdot U(X_t)]=\ip U{P_tU}$. We have $P_t\mathfrak m_N=\mathfrak m_N$ and $\pi(Z_N)=0$, which implies that $\ip U{P_tU}=\ip{Z_N}{P_tZ_N}+\abs{\mathfrak m_N}^2$; that is, the connected correlation in (iii) equals $\ip{Z_N}{P_tZ_N}$. For $0\le t\le T_N$, we have $\Lambda_Nt\le e^{-\gamma N}$, and by \eqref{eq:sp-proj-corr} and \eqref{eq:mem-slow}, \[ \E_\pi R(X_0,X_t)-\abs{\pi(U)}^2=\ip{Z_N}{P_tZ_N}\ge e^{-e^{-\gamma N}}q_0^2\ge b \] for $N\ge N_5$, where $N_5$ depends on the fixed margin $q_0^2-b>0$. This is (iii). Applying \cref{lem:sp-correlation} to $Z_N$ and $\overline B_N$ would give the same conclusion without spectral projections. \paragraph{Conclusion (iv).} Let $N\ge N_1$. We use \cref{lem:sp-trap} with $B=B_N$, $T=T_N$, $\rho=q_1/4$, $\eta=e^{-\gamma N}$, and with $q=3q_1/4$ on the set $\cG$. Part (2) of that lemma and \eqref{eq:mem-exponents} give \[ \pi(\mathcal Y_N^c)\le\frac{2T_N\cE_{\rm vec}(B_N)}{(q_1/4)^2e^{-\gamma N}}\le C_De^{-2\gamma N}, \qquad C_D=\frac{32C_E}{q_1^2}, \] where $\mathcal Y_N$ is the set $\mathcal Y$ of \cref{lem:sp-trap}. We define $\cX_N=\cG\cap\mathcal Y_N$. Then \begin{equation}\label{eq:mem-X} \pi(\cX_N^c)\le e^{-a_\cG N}+C_De^{-2\gamma N}. \end{equation} In part (3) of \cref{lem:sp-trap}, we have $q-\rho=q_1/2\ge s_0$, and by \eqref{eq:mem-cap}, \begin{equation}\label{eq:mem-w} w\le e^{-a_\cG N}+\frac2{s_0}\,e^{-c_0N}\le C_Me^{-\theta N}. \end{equation} By \eqref{eq:sp-trap-tv}, for all $x\in\cX_N$, \begin{equation}\label{eq:mem-tv} \inf_{0\le t\le T_N}\norm{P_t(x,\cdot)-\pi}_{\TV}\ge1-e^{-\gamma N}-C_Me^{-\theta N}. \end{equation} The test sets $D_x$ may contain points outside $\cG$. Their Gibbs mass is included in $w$, and no separate bound on transitions into $\cG^c$ is needed. \paragraph{Conclusion (v).} By \eqref{eq:sp-trap-ent} and \eqref{eq:mem-w}, we have for all $x\in\cX_N$ and $00$, we have $I(X_0;X_t)=\int\KL(P_t(x,\cdot)\|\pi)\,\pi(\mathrm dx)$ by \eqref{eq:pre-golden-stationary} in \cref{lem:pre-MI}, applied with $K=P_t$. By \eqref{eq:mem-X}, there exists $N_7$ such that $\pi(\cX_N)\ge1/2$ for $N\ge N_7$. Integrating over $\cX_N$, we conclude that \[ I(X_0;X_t)\ge\frac{\theta N}4\qquad(0\sqrt b$ is not needed here. Let $c_1>0$ be the rate given by \cref{cor:pr-cap} at the latitude $q_1$, and fix $c_1'\in(0,c_1)$. Fix $\delta$ with $0<\delta<\min\{J,G\}/8$ and $4\delta<\min\{G,c_1'\}$, and let $\cG$ be the good set of \cref{prop:pr-good}, with $m_\cG=\pi(\cG)$. Let $\alpha(r)=\chi((r-q_1)/(q_2-q_1))$, so that $\alpha=0$ on $(-\infty,q_1]$, $\alpha=1$ on $[q_2,\infty)$, and $\abs{\alpha'}\le2/(q_2-q_1)$. We use \cref{lem:sp-frame} with \[ \mathcal V=S_N,\qquad \mu(\mathrm du)=\ind_\cG(u)\,\pi(\mathrm du),\qquad f_u(x)=\alpha(R(x,u)). \] On the event of \cref{prop:pr-good}, we have \[ \mathsf T\ge m_\cG\,e^{-N(J+2\delta)}, \qquad \mathsf R=e^{-N(J-2\delta)}, \qquad \int\cE(f_u,f_u)\,\mu(\mathrm du)\le\frac{4m_\cG}{N(q_2-q_1)^2}\,e^{-N(J+G-2\delta)}. \] The first bound uses the core lower bound \eqref{eq:pr-good-core}, since $f_u(x)=1$ when $R(x,u)\ge q_2$. The second uses the cap upper bound \eqref{eq:pr-good-cap}, since $f_u\le\ind\{R(\cdot,u)\ge q_1\}$. For the third, we have $\abs{\nabla f_u}^2=\alpha'(R)^2(1-R^2)/N$ with $R=R(\cdot,u)$ by \eqref{eq:sp-gradR}, which is at most $4/(N(q_2-q_1)^2)$ and vanishes outside the collar $\{q_1\le R(\cdot,u)\le q_2\}$; we then use the collar upper bound \eqref{eq:pr-good-collar}. Dividing the third bound by the first, before replacing $m_\cG$ by $1/2$, we may take \[ r=\frac4{N(q_2-q_1)^2}\,e^{-N(G-4\delta)}. \] The factor $m_\cG$ cancels, and the exponent $a_\cG$ does not enter $r$. On the event of \cref{cor:pr-cap} at the latitude $q_1$, we have for every $x\in S_N$ that \[ \int f_u(x)\,\mu(\mathrm du)\le\pi\{u:R(u,x)\ge q_1\}\le\frac2{q_1}\,e^{-c_1N}\le e^{-c_1'N}=\mathsf C \] for all sufficiently large $N$. It follows that $\mathsf T/(\mathsf R\mathsf C)\ge m_\cG e^{N(c_1'-4\delta)}\ge e^{N(c_1'-4\delta)}/2$ once $m_\cG\ge1/2$. Now fix $\sigma\in(0,G-4\delta)$ and $\kappa\in(0,c_1'-4\delta)$, and let $\Lambda=e^{-\sigma N}$. Then $r/\Lambda\to0$, and \cref{lem:sp-frame} implies that \[ \#\{j\ge0:\lambda_j\le e^{-\sigma N}\}\ge\frac14e^{N(c_1'-4\delta)}\ge\lfloor e^{\kappa N}\rfloor+1, \qquad\text{so}\qquad \lambda_{\lfloor e^{\kappa N}\rfloor}\le e^{-\sigma N}, \] for all sufficiently large $N$, with probability at least $1-5e^{-a_\cG N}-e^{-c_1N}$. The exponent $a_\cG$ affects only this probability. Since $c_1'0$ may be chosen freely, every spectral exponent $\sigma