On differentiability of the Parisi formula (Q1038877)

The generalized Sherrington-Kirkpatrick model considered in this paper is defined by the Hamiltonian \[ H_N(\sigma)=\sum_{p\geq 1} \beta_p H_{N,p}(\sigma)+h\sum_{1\leq i\leq N}\sigma_i \] where \(\sigma\) is a set of \(N\) Ising \(\pm1\) spins, \(\beta_p\) and \(h\) are real parameters and \[ H_{N,p}(\sigma)=\frac1{N^{(p-1)/2}}\sum_{1\leq i_1,\ldots,i_p\leq N}g_{i_1,\ldots,i_p}\sigma_{i_1}\ldots \sigma_{i_p} \] with \(g_{i_1,\ldots,i_p}\) a family of i.i.d. standard Gaussian random variables. The infinite-volume free energy for given values of \(h\) and \(\vec{\beta}=\{\beta_p\}_{p\geq1}\) is given by the so-called Parisi functional \(\mathcal P(h,\vec\beta)\), which can be expressed as \[ \mathcal P(h,\vec\beta)=\inf_{m\in \mathcal M} \mathcal P(m,h,\vec\beta) \] where \(\mathcal M\) denotes the set of non-decreasing functions from \([0,1]\) to \([0,1]\) and \( \mathcal P(m,h,\vec\beta)\) is an explicit functional (see formula (1.6)). The result of this paper is a new simple proof that the functional \(\mathcal P(h,\vec\beta)\) is differentiable with respect to any \(\beta_p\). This gives an alternative proof of the classical fact that outside the ``replica-symmetric region'' (i.e., essentially when the \(\beta_p\) are large enough) the overlap between two replicas of the system is not self-averaging in the thermodynamic limit.