Complex random energy model: zeros and fluctuations (Q2447284)

The study of phase transitions is a motivation for looking at partition functions with complex-valued parameters. In this work, the authors investigate the zeros of the partition function of the random energy model with complex inverse temperature \(\beta\), that is the sum \[ \mathcal{Z}_N(\beta) = \sum_{k=1}^N \exp(\beta\sqrt{n}X_k), \] where N is a large integer, \(n=\log N\), \((X_k)_{k\in \mathbb{N}}\) is a sequence of independent real standard Gaussian random variables, and \(\beta\) is a complex number. In [``The zeroes of the partition function of the random energy model'', Physica A 177, No. 1--3, 31--37 (1991)], \textit{B. Derrida} heuristically derived the logarithmic asymptotics of the complex partition function, that is \(\lim_{N\to\infty} \frac{1}{n} \log |\mathcal{Z}_N(\beta)|\). From the expression obtained, he then predicted the asymptotic distribution of the zeros of \(\mathcal{Z}_N\). In this paper, the authors make these arguments rigorous and provide (i) distributional limit theorems for the fluctuations of \(\mathcal{Z}_N(\beta)\) and (ii) further results on the distribution of zeros. The paper is structured as follows. Section 1 introduces the problem in a clear way, as well as motivations and previous results. The new results are stated in Section 2 and come in two parts. Firstly, Section 2.2 deals with the zeros of \(\mathcal{Z}_N\). More precisely, Theorem 2.1 confirms Derrida's prediction whereas Theorems 2.3, 2.8, 2.11 and 2.13 describe the local structure of the zeros, with the help of a certain Gaussian random analytic function and a Poisson process zeta-function. Secondly, Section 2.3 contains results on the fluctuations (Theorems 2.15 up to 2.20). Note that the results cover the case of complex \(X_1, X_2, \ldots\) with any correlation between the real and imaginary parts. Finally, Section 3 (resp. Section 4) contains the proof of the results on fluctuations (resp. zeros).