The Annals of Applied Probability

A representation of Gibbs measure for the random energy model

Marie F. Kratz and Pierre Picco
Source: Ann. Appl. Probab. Volume 14, Number 2 (2004), 651-677.

Abstract

In this work we consider a problem related to the equilibrium statistical mechanics of spin glasses, namely the study of the Gibbs measure of the random energy model. For solving this problem, new results of independent interest on sums of spacings for i.i.d. Gaussian random variables are presented. Then we give a precise description of the support of the Gibbs measure below the critical temperature.

First Page: Show Hide
Primary Subjects: 62G30, 82B44
Secondary Subjects: 62G32
Full-text: Open access
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aoap/1082737106
Digital Object Identifier: doi:10.1214/105051604000000053
Mathematical Reviews number (MathSciNet): MR2052897
Zentralblatt MATH identifier: 02100749

References

Aizenmann, M. and Contucci, P. L. (1998). On the stability of the quenched state in mean field spin-glass models. J. Statist. Phys. 92 765--783.
Mathematical Reviews (MathSciNet): MR1657840
Digital Object Identifier: doi:10.1023/A:1023080223894
Zentralblatt MATH: 0963.82045
Aizenmann, M., Lebowitz, J. and Ruelle, D. (1987). Some rigorous results on the Sherrington--Kirkpatrick model. Comm. Math. Phys. 112 3--20.
Mathematical Reviews (MathSciNet): MR904135
Digital Object Identifier: doi:10.1007/BF01217677
Zentralblatt MATH: 1108.82312
Bolthausen, E. and Sznitman, A. S. (2002). Ten Lectures on Random Media. Birkhäuser, Basel.
Mathematical Reviews (MathSciNet): MR1890289
Zentralblatt MATH: 1075.60128
Bovier, A. (2001). Statistical Mechanics of Disordered Systems. MaPhySto Lecture Notes 10. Univ. Aarhus.
Mathematical Reviews (MathSciNet): MR2252929
Zentralblatt MATH: 1108.82002
Bovier, A. and Kurkova, I. (2004). Derrida's generalized random energy models. 1. Models with finitely many hierarchies. Ann. Inst. H. Poincaré. To appear.
Bovier, A. and Kurkova, I. (2004). Derrida's generalized random energy models. 2. Models with continuous hierarchies. Ann. Inst. H. Poincaré Probab. Statist. To appear.
Bovier, A., Kurkova, I. and Loewe, M. (2002). Fluctuation of the free energy in the REM and the $p$-spin SK model. Ann. Probab. 30 605--651.
Mathematical Reviews (MathSciNet): MR1905853
Digital Object Identifier: doi:10.1214/aop/1023481004
Project Euclid: euclid.aop/1023481004
Zentralblatt MATH: 1018.60094
Cannella, V. and Mydosh, J. A. (1972). Magnetic ordering in gold--iron alloys. Phys. Rev. B 6 4220--4237.
Capocaccia, D., Cassandro, M. and Picco, P. (1987). On the existence of the thermodynamics for the generalized random energy model J. Statist. Phys. 46 493--505.
Mathematical Reviews (MathSciNet): MR883541
Digital Object Identifier: doi:10.1007/BF01013370
Catoni, O. (1996). The Legendre transform of two replicas of the S--K spin-glass model. Probab. Theory Related Fields 105 369--392.
Mathematical Reviews (MathSciNet): MR1425867
Comets, F. (1996). A spherical bound for the Sherrington--Kirkpatrick model. Asterisque 236 103--108.
Mathematical Reviews (MathSciNet): MR1417976
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.
Mathematical Reviews (MathSciNet): MR1312435
Digital Object Identifier: doi:10.1007/BF02099887
Zentralblatt MATH: 0811.60098
David, H. (1981). Order Statistics, 2nd ed. Wiley, New York.
Mathematical Reviews (MathSciNet): MR597893
Zentralblatt MATH: 0553.62046
Deheuvels, P. (1985). The limiting behavior of the maximal spacing generated by an i.i.d. sequence of Gaussian random variables. J. Appl. Probab. 22 816--827.
Mathematical Reviews (MathSciNet): MR808861
Deheuvels, P. (1986). On the influence of the extremes of an i.i.d. sequence on the maximal spacings. Ann. Probab. 14 194--208.
Mathematical Reviews (MathSciNet): MR815965
Derrida, B. (1980). Random energy model: Limit of a family of disordered models. Phys. Rev. Lett. 45 79--82.
Mathematical Reviews (MathSciNet): MR575260
Digital Object Identifier: doi:10.1103/PhysRevLett.45.79
Derrida, B. (1981). Random energy model: An exactly solvable model of disordered systems. Phys. Rev. B 24 2613--2626.
Mathematical Reviews (MathSciNet): MR627810
Digital Object Identifier: doi:10.1103/PhysRevB.24.2613
Derrida, B. (1985). A generalization of the random energy model which includes correlations between energies. Journal de Physique Lettres 46 401--407.
Derrida, B. and Gardner, E. (1986). Solution of the generalized random energy model. Journal of Physics C 19 2253--2274.
Derrida, B. and Gardner, E. (1986). Magnetic properties and function $q(x)$ of the generalized random energy model. Journal of Physics C 19 5783--5798.
Edwards, S. F. and Anderson, P. W. (1975). Theory of spin glasses. Journal of Physics F: Metal Physics 5 965--974.
Eisele, Th. (1983). On a third order phase transition. Comm. Math. Phys. 90 125--159.
Mathematical Reviews (MathSciNet): MR714615
Digital Object Identifier: doi:10.1007/BF01209390
Zentralblatt MATH: 0526.60093
Fishman, G. S. (1996). Monte Carlo: Concepts, Algorithms and Applications. Springer, New York.
Mathematical Reviews (MathSciNet): MR1392474
Zentralblatt MATH: 0859.65001
Fontes, L. R. G., Isopi, M., Kohayakawa, Y. and Picco, P. (1998). The spectral gap of the REM under Metropolis dynamics. Ann. Appl. Probab. 8 917--943.
Mathematical Reviews (MathSciNet): MR1627811
Digital Object Identifier: doi:10.1214/aoap/1028903457
Project Euclid: euclid.aoap/1028903457
Zentralblatt MATH: 0935.60084
Fröhlich, J. and Zegarlinski, B. (1989). Spin glasses and other lattice systems with long range interactions. Comm. Math. Phys. 120 665--688.
Mathematical Reviews (MathSciNet): MR987774
Digital Object Identifier: doi:10.1007/BF01260392
Zentralblatt MATH: 0661.60128
Galves, J. A., Martinez, S. and Picco, P. (1989). Fluctuations in Derrida's random energy and generalized random energy models. J. Statist. Phys. 54 515--529.
Mathematical Reviews (MathSciNet): MR984264
Digital Object Identifier: doi:10.1007/BF01023492
Gross, D. J. and Mézard, M. (1984). The simplest spin glass. Nuclear Phys. B 240 431--452.
Mathematical Reviews (MathSciNet): MR766359
Digital Object Identifier: doi:10.1016/0550-3213(84)90237-2
Guerra, F. and Toninelli, F. L. (2002). The thermodynamic limit in mean field spin-glass models. Comm. Math. Phys. 230 71--79.
Mathematical Reviews (MathSciNet): MR1930572
Digital Object Identifier: doi:10.1007/s00220-002-0699-y
Zentralblatt MATH: 1004.82004
Külske, Ch. (1998). A random energy model for size dependence: Recurrence vs. transience. Probab. Theory Relatated Fields 111 57--100.
Mathematical Reviews (MathSciNet): MR1626770
Digital Object Identifier: doi:10.1007/s004400050162
Zentralblatt MATH: 0908.60038
Leadbetter, M. R., Lindgren, G. and Rootzen, H. (1983). Extremes and Related Properties of Random Sequences and Processes. Springer, New York.
Mathematical Reviews (MathSciNet): MR691492
Zentralblatt MATH: 0518.60021
Ledoux, M. (2000). On the distribution of overlaps in the Sherrington--Kirkpatrick model. J. Statist Phys. 100 871--892.
Mathematical Reviews (MathSciNet): MR1798547
Digital Object Identifier: doi:10.1023/A:1018771210627
Zentralblatt MATH: 0959.82013
Malmquist, S. (1950). On the properties of order statistics from a rectangular distribution. Skand. Aktuarietidskr. 33 214--222.
Mathematical Reviews (MathSciNet): MR40625
Mathieu, P. and Picco, P. (1998). Metastability and convergence to equilibrium for the random field Curie--Weiss model. J. Statist. Phys. 91 679--732.
Mathematical Reviews (MathSciNet): MR1632726
Digital Object Identifier: doi:10.1023/A:1023085829152
Zentralblatt MATH: 0921.60096
Mézard, M., Parisi, G. and Virasoro, M. (1980). Spin Glass Theory and Beyond. World Scientific, Singapore.
Mathematical Reviews (MathSciNet): MR1026102
Mézard, M., Parisi, G., Sourlas, N., Toulouse, G. and Virasoro, M. A. (1984). Nature of the spin-glass phase. Phys. Rev. Lett. 52. 1156--1159.
Newman, C. M. (1997). Topics in Disordered Systems. Birkhäuser, Basel.
Mathematical Reviews (MathSciNet): MR1480664
Zentralblatt MATH: 0897.60093
Newman, C. M. and Stein, D. L. (1998). Thermodynamic chaos and the structure of short-range spin glasses. In Mathematical Aspects of Spin Glasses and Neural Networks (A. Bovier and D. Stein, eds.) 243--287. Birkhäuser, Boston.
Mathematical Reviews (MathSciNet): MR1601751
Zentralblatt MATH: 0896.60078
Olivieri, E. and Picco, P. (1984). On the existence of thermodynamics for the random energy model. Comm. Math. Phys. 96 125--144.
Mathematical Reviews (MathSciNet): MR765963
Digital Object Identifier: doi:10.1007/BF01217351
Zentralblatt MATH: 0585.60098
Parisi, G. (1979). Infinite number of order parameters for spin-glasses. Phys. Rev. Lett. 43 1754--1756.
Mathematical Reviews (MathSciNet): MR702601
Digital Object Identifier: doi:10.1103/PhysRevLett.50.1946
Parisi, G. (1983). Order parameter for spin-glasses. Phys. Rev. Lett. 50 1946--1948.
Mathematical Reviews (MathSciNet): MR702601
Digital Object Identifier: doi:10.1103/PhysRevLett.50.1946
Petrov, V. V. (1978). Sums of Independent Random Variables. Springer, New York.
Mathematical Reviews (MathSciNet): MR388499
Picco, P. (1992). On the R.E.M. and the G.R.E.M. In Statistical Physics, Automata Networks and Dynamical Systems (E. Goles and S. Martínez, eds.) 173--207. Kluwer, Dordrecht.
Mathematical Reviews (MathSciNet): MR1263708
Zentralblatt MATH: 0787.60126
Pyke, R. (1965). Spacings. J. Roy. Statist. Soc. 27 395--449.
Mathematical Reviews (MathSciNet): MR216622
Ruelle, D. (1987). A mathematical reformulation of Derrida's REM and GREM. Com. Math. Phys. 108 225--239.
Mathematical Reviews (MathSciNet): MR875300
Digital Object Identifier: doi:10.1007/BF01210613
Zentralblatt MATH: 0617.60100
Sherrington, D. and Kirkpatrick, S. (1975). Solvable model of spin glass. Phys. Rev. Lett. 35 1792--1796.
Talagrand, M. (1998). The Sherrington--Kirkpatrick model: A challenge for mathematicians. Probab. Theory Related Fields 110 109--176.
Mathematical Reviews (MathSciNet): MR1609019
Digital Object Identifier: doi:10.1007/s004400050147
Zentralblatt MATH: 0909.60083
Young, A. P. (2002). Spin glasses: A computational challenge for the 21st century. Comput. Phys. Comm. 146 107--112.
Mathematical Reviews (MathSciNet): MR1917081
Digital Object Identifier: doi:10.1016/S0010-4655(02)00441-1
Zentralblatt MATH: 1001.82007
Zegarlinski, B. (1998). Random spin systems with long-range interactions. In Mathematical Aspects of Spin Glasses and Neural Networks (A. Bovier and D. Stein, eds.) 289--320. Birkhäuser, Boston.
Mathematical Reviews (MathSciNet): MR1601755
Zentralblatt MATH: 0898.60098

2012 © Institute of Mathematical Statistics

The Annals of Applied Probability

The Annals of Applied Probability