Derrida's random energy models. From spin glasses to the extremes of correlated random fields

DOI10.1007/978-3-319-17674-1_3MaRDI QIDQ2809485zbMATH OpenOpenAlexFDO

Authors Nicola Kistler

Publication date 30 May 2016

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1412.0958

zbMATH Keywords

extreme value theoryrandom matricesmulti-scale analysisrandom energy modelsspin glassescover timesGaussian free fieldsRiemann \(\zeta\)-functionbranching diffusionscorrelated random fields

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Random matrices (probabilistic aspects) (60B20) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Statistical mechanics of random media, disordered materials (including liquid crystals and spin glasses) (82D30)

Abstract: These are notes for a mini-course on the extremes of correlated random fields which I gave in the spring 2013 in Marseille. The first chapter recalls the paradigmatic random energy models with finitely many scales introduced by B. Derrida in the context of mean field spin glasses. The second chapter presents a multi-scale refinement of the second moment method which is particularly efficient to analyze models with a growing number of scales, such as the Gaussian hierarchical field (the directed polymer on Cayley trees). In the third chapter, applications of the method to e.g. Gaussian free fields and issues of percolation in high dimensions are briefly touched upon. The last chapter deals with a procedure of "local projections" which allows, in a number of cases, to construct scales from first principles.

Recommendations

• From Derrida's random energy model to branching random walks: from 1 to 3
• Derrida's generalised random energy models. I: Models with finitely many hierarchies
• REM universality for random Hamiltonians
• Derrida's generalized random energy models. II: Models with continuous hierarchies
• The free energy of the GREM with random magnetic field

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Cited in

(27)

• Two-temperatures overlap distribution for the 2D discrete Gaussian free field
• Limit law for the cover time of a random walk on a binary tree
• How much can the eigenvalues of a random Hermitian matrix fluctuate?
• On the extreme values of the Riemann zeta function on random intervals of the critical line
• Phase transition for extremes of a family of stationary multiple-stable processes
• Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications
• Maxima of log-correlated fields: some recent developments*
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• Maximum of the Ginzburg-Landau fields
• Maximum of the characteristic polynomial of the Ginibre ensemble
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• The free energy of the GREM with random magnetic field
• Derrida's generalized random energy models. II: Models with continuous hierarchies
• Oriented first passage percolation in the mean field limit. II: The extremal process
• Moments of the Riemann zeta function on short intervals of the critical line
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• Is the Riemann zeta function in a short interval a 1-RSB spin glass?
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• From spin glasses to branching Brownian motion -- and back?
• The subleading order of two dimensional cover times

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