Search arXivSearch

arXiv · 1303.3573

On properties of Parisi measures

Abstract

We investigate the structure of Parisi measures, the functional order parameters of mixed p-spin models in mean field spin glasses. In the absence of external field, we prove that a Parisi measure satisfies the following properties. First, at all temperatures, the support of any Parisi measure contains the origin. If it contains an open interval, then the measure has a smooth density on this interval. Next, we give a criterion on temperature parameters for which a Parisi measure is neither Replica Symmetric nor One Replica Symmetry Breaking. Finally, we show that in the Sherrington-Kirkpatrick model, slightly above the critical temperature, the largest number in the support of a Parisi measure is a jump discontinuity. An analogue of these results is discussed in the spherical mixed p-spin models. As a tool to establish these facts and of independent interest, we study functionals of the associated Parisi PDEs and derive regularity properties of their solutions.

Explore related subjects

Keep this discovery

BibTeXRIS

Antonio Auffinger, Wei-Kuo Chen. 2013-03-14. On properties of Parisi measures. https://arxiv.org/abs/1303.3573

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR