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 processesRuelle probability cascadesspin glassesultrametricity

Mathematics Subject Classification ID

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

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.

Recommendations

• Quasi-stationary states for particle systems in the mean-field limit
• Branching particle system with competition and related limit theorems
• Competing particle systems evolving by interacting Lévy processes
• Stochastic comparisons and couplings for interacting particle systems
• Competing particle systems and the Ghirlanda-Guerra identities
• Particle systems with quasi-homogeneous initial states and their occupation time fluctuations
• Quantitative homogenization of interacting particle systems
• Stationary gap distributions for infinite systems of competing Brownian particles
• Quantitative results for the Fleming-Viot particle system and quasi-stationary distributions in discrete space

Cites work

• A dynamical characterization of Poisson-Dirichlet distributions
• A mathematical reformulation of Derrida's REM and GREM
• A representation theorem applied to weakly exchangeable non-negative definite arrays
• Broken replica symmetry bounds in the mean field spin glass model
• Characterization of invariant measures at the leading edge for competing particle systems
• Competing particle systems and the Ghirlanda-Guerra identities
• Gram-de Finetti matrices
• scientific article; zbMATH DE number 3896009 (Why is no real title available?)
• scientific article; zbMATH DE number 1273988 (Why is no real title available?)
• scientific article; zbMATH DE number 479937 (Why is no real title available?)
• Matrix Analysis
• Mean-field spin glass models from the cavity-ROSt perspective
• On Ruelle's probability cascades and an abstract cavity method
• Random Fragmentation and Coagulation Processes
• Spin glass computations and Ruelle's probability cascades
• The Parisi formula

Cited in

(49)

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

This page was built for publication: On the structure of quasi-stationary competing particle systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2270610)