Generalized Random Energy Model at Complex Temperatures

Authors Zakhar Kabluchko, Anton Klimovsky

Publication date 10 February 2014

Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15) Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: Motivated by the Lee--Yang approach to phase transitions, we study the partition function of the Generalized Random Energy Model (GREM) at complex inverse temperature

. We compute the limiting log-partition function and describe the fluctuations of the partition function. For the GREM with

d

levels, in total, there are

f r a c 12 (d + 1) (d + 2)

phases, each of which can symbolically be encoded as

G^{d_{1}} F^{d_{2}} E^{d_{3}}

with

d_{1}, d_{2}, d_{3} i n m a t h b b N_{0}

such that

d_{1} + d_{2} + d_{3} = d

. In phase

G^{d_{1}} F^{d_{2}} E^{d_{3}}

, the first

d_{1}

levels (counting from the root of the GREM tree) are in the glassy phase (G), the next

d_{2}

levels are dominated by fluctuations (F), and the last

d_{3}

levels are dominated by the expectation (E). Only the phases of the form

G^{d_{1}} E^{d_{3}}

intersect the real

axis. We describe the limiting distribution of the zeros of the partition function in the complex

plane (= Fisher zeros). It turns out that the complex zeros densely touch the positive real axis at

d

points at which the GREM is known to undergo phase transitions. Our results confirm rigorously and considerably extend the replica-method predictions from the physics literature.

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