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Sparsity pattern of the self-energy for classical and quantum impurity problems

We prove that for various impurity models, in both classical and quantum settings, the self-energy matrix is a sparse matrix with a sparsity pattern determined by the impurity sites. In the quantum setting, such a sparsity pattern has been known since Feynman. Indeed, it underlies several numerical methods for solving impurity problems, as well as many approaches to more general quantum many-body problems, such as the dynamical mean field theory. The sparsity pattern is easily motivated by a formal perturbative expansion using Feynman diagrams. However, to the extent of our knowledge, a rigorous proof has not appeared in the literature. In the classical setting, analogous considerations lead to a perhaps less-known result, i.e., that the precision matrix of a Gibbs measure of a certain kind differs only by a sparse matrix from the precision matrix of a corresponding Gaussian measure. Our argument for this result mainly involves elementary algebraic manipulations and is in particular non-perturbative. Nonetheless, the proof can be robustly adapted to various settings of interest in physics, including quantum systems (both fermionic and bosonic) at zero and finite temperature, non-equilibrium systems, and superconducting systems.