In this note we show how to generalize the stochastic calculus method introduced by Comets and Neveu [Comm. Math. Phys. 166 (1995) 549–564] for two models of spin glasses, namely, the SK model with external field and the perceptron model. This method allows to derive quite easily some fluctuation results for the free energy in those two cases.
References
Aizenman, M., Lebowitz, J. and Ruelle, D. (1987). Some rigorous results on the Sherrington--Kirkpatrick spin glass model. Comm. Math. Phys. 112 3--20.
Mathematical Reviews (MathSciNet):
MR904135
Bovier, A., Kurkova, I. and Löwe, M. (2002). Fluctuations of the free energy in the REM and the $p$-spin SK model. Ann. Probab. 30 605--651.
Comets, F. and Neveu, J. (1995). The Sherrington--Kirkpatrick model of spin glasses and stochastic calculus: The high temperature case. Comm. Math. Phys. 166 549--564.
Durrett, R. (1991). Probability: Theory and Examples. Wadsworth, Belmont, CA.
Guerra, F. and Toninelli, F. (2002). Central limit theorem for fluctuations in the high temperature region of the Sherrington--Kirkpatrick spin glass model. J. Math. Phys. 43 6224--6237.
Hertz, J., Krogh, A. and Palmer, R. (1991). Introduction to the Theory of Neural Computation. Addison--Wesley, Reading, MA.
Ikeda, N. and Watanabe, S. (1989). Stochastic Differential Equations and Diffusion Processes, 2nd ed. North-Holland, Amsterdam.
Mézard, M., Parisi, G. and Virasoro, M. A. (1987). Spin Glass Theory and Beyond. World Scientific, Singapore.
Talagrand, M. (1998). The Sherrington--Kirkpatrick model: A challenge for mathematicians. Probab. Theory Related Fields 110 109--176.
Talagrand, M. (2000). Large deviation principles and generalized Sherrington--Kirkpatrick models. Probability theory. Ann. Fac. Sci. Toulouse Math. 9 203--244.
Talagrand, M. (2000). Intersecting random half-spaces: Toward the Gardner--Derrida formula. Ann. Probab. 28 725--758.
Talagrand, M. (2003). Mean field models for spin glasses: A first course. Ecole d'Été de Probabilités de Saint-Flour XXX. Lecture Notes in Math. 1816 181--285. Springer, Berlin.
Talagrand, M. (2003). Spin Glasses: A Challenge for Mathematicians. Springer, New York.
Tindel, S. (2003). Quenched large deviation principle for the overlap of a $p$-spins system. J. Statist. Phys. 110 51--72.