On the stochastic calculus method for spins systems (Q1775440)

This paper considers two mean field spin glass models at high temperature: the Sherrington-Kirkpatrick (SK) model with non-zero magnetic field \(h\), and the perceptron model. The main result is a central limit theorem for the free energy, on the scale \(1/\sqrt{N}\). For the SK model with \(h=0\), the CLT (this time, on the scale \(1/N\)) can be obtained, for instance, by means of the stochastic calculus method introduced by \textit{F. Comets} and \textit{J. Neveu} [Commun. Math. Phys. 166, 549--564 (1995; Zbl 0811.60098)]. The CLT for \(h\neq 0\) was obtained first by \textit{F. Guerra} and \textit{F.L. Toninelli} [J. Math. Phys. 43, 6224--6237 (2002; Zbl 1060.82024)]. The purpose of the paper by S. Tindel is to propose a different method, based on Ito's calculus, which is somehow closer in spirit to that of Comets and Neveu. The main difficulty in this approach is that, when one considers the case \(h\neq0\), one has to deal with two independent Brownian motion paths, with time running in opposite directions. The difficulty is overcome by the author by noting that \(\{B_{1-t}, t\in [0,1]\}\) can be seen as the solution to a stochastic differential equation, on which integration by parts can be applied.