On the structure of quasi-stationary competing particle systems

DOI10.1214/08-AOP429MaRDI QIDQ2270610zbMATH OpenOpenAlexFDO

Authors Louis-Pierre Arguin, Michael Aizenman

Publication date 28 July 2009

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

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)

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.

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Cited in

(49)

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

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