On the structure of quasi-stationary competing particle systems

DOI10.1214/08-AOP429zbMATH Open1177.60050arXiv0709.2901OpenAlexW3105749660MaRDI QIDQ2270610FDOQ2270610

Michael Aizenman, Louis-Pierre Arguin

Publication date: 28 July 2009

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We study point processes on the real line whose configurations $X$ are locally finite, have a maximum and evolve through increments which are functions of correlated Gaussian variables. The correlations are intrinsic to the points and quantified by a matrix $Q={q_{ij}}_{i,jinmathbbN}$. A probability measure on the pair $(X,Q)$ is said to be quasi-stationary if the joint law of the gaps of $X$ and of $Q$ is invariant under the evolution. A known class of universally quasi-stationary processes is given by the Ruelle Probability Cascades (RPC), which are based on hierarchically nested Poisson--Dirichlet processes. It was conjectured that up to some natural superpositions these processes exhausted the class of laws which are robustly quasi-stationary. The main result of this work is a proof of this conjecture for the case where $q_{ij}$ assume only a finite number of values. The result is of relevance for mean-field spin glass models, where the evolution corresponds to the cavity dynamics, and where the hierarchical organization of the Gibbs measure was first proposed as an ansatz.

Full work available at URL: https://arxiv.org/abs/0709.2901

zbMATH Keywords

point processesspin glassesultrametricityRuelle probability cascades

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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Cited In (46)

• Free energy landscapes in spherical spin glasses
• Random overlap structures: properties and applications to SPIN glasses
• On spin distributions for generic \(p\)-spin models
• Stationary systems of Gaussian processes
• Structure of finite-RSB asymptotic Gibbs measures in the diluted spin glass models
• Concentration for multidimensional diffusions and their boundary local times
• Spin glass models from the point of view of spin distributions
• A unified stability property in spin glasses
• Average Gromov hyperbolicity and the Parisi ansatz
• Thouless-Anderson-Palmer equations for generic \(p\)-spin glasses
• Exchangeable random measures
• Modeling flocks and prices: jumping particles with an attractive interaction
• A connection between the Ghirlanda-Guerra identities and ultrametricity
• The extremal process of critical points of the pure \(p\)-spin spherical spin Glass model
• Stochastic stability: a review and some perspectives
• Geometry of the Gibbs measure for the discrete 2D Gaussian free field with scale-dependent variance
• A deletion-invariance property for random measures satisfying the Ghirlanda-Guerra identities
• On a nonhierarchical version of the generalized random energy model. II: Ultrametricity
• Two-Sided Infinite Systems of Competing Brownian Particles
• Hybrid Atlas models
• MAX \(\kappa\)-cut and the inhomogeneous Potts spin Glass
• Free energy in the mixed \(p\)-spin models with vector spins
• Strong replica symmetry in high-dimensional optimal Bayesian inference
• The Parisi ultrametricity conjecture
• On the TAP free energy in the mixed \(p\)-spin models
• Competing particle systems evolving by interacting Lévy processes
• Hierarchical exchangeability of pure states in mean field spin glass models
• The Parisi formula for mixed \(p\)-spin models
• Quasi-stationary states for particle systems in the mean-field limit
• Convergence rates for rank-based models with applications to portfolio theory
• Construction of pure states in mean field models for spin glasses
• The fixed points of branching Brownian motion
• Replica symmetry breaking in mean-field spin glasses through the Hamilton–Jacobi technique
• Quasi-nearest particle systems
• Long time behaviour and mean-field limit of Atlas models
• On the REM approximation of TAP free energies
• The Sherrington-Kirkpatrick model: an overview
• A new proof of Liggett's theorem for non-interacting Brownian motions
• Eigenspace stability conditions in mean-field replica theories
• Concentration of measure for Brownian particle systems interacting through their ranks
• Large systems of diffusions interacting through their ranks
• Spectral gap estimates in mean field spin glasses
• Ultrametricity in spin glasses
• Ghirlanda-Guerra identities and ultrametricity: an elementary proof in the discrete case
• The extremal process of branching Brownian motion
• Features of a spin glass in the random field Ising model

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