Francesco Guerra and Fabio Toninelli have developped a very powerful technique to study the high temperature behaviour of the Sherrington-Kirkpatrick mean field spin glass model.
They show that this model is asymptoticaly comparable to a linear model. The key ingredient is a clever interpolation technique between the two different Hamiltonians describing the models.
This paper contribution to the subject are the following: (1) The replica-symmetric solution holds for general spins, not just $\pm 1$ valued. (2) The proof does not involve cavitation but only first order differential calculus and Gaussian integration by parts.
We consider a spherical spin system with pure 2-spin spherical Sherrington-Kirkpatrick Hamiltonian with ferromagnetic Curie-Weiss interaction. The system shows a two-dimensional phase transition with respect to the temperature and the coupling constant. We compute the limiting distributions of the free energy for all parameters away from the critical values. The zero temperature case corresponds to the well-known phase transition of the largest eigenvalue of a rank 1 spiked random symmetric matrix. As an intermediate step, we establish a central limit theorem for the linear statistics of rank …
On étudie la covariance (pour la mesure de Gibbs) des spins en deux sites dans le cas d'un modèle de Sherrington--Kirkpatrick avec champ externe; lorsque le nombre de sites du modèle tend vers l'infini, une évaluation asymptotique des moments d'ordre $p$ de cette covariance permet d'obtenir un théorème limite faible avec une loi limite en général non gaussienne. We study the covariance (for Gibbs measure) of spins at two sites in the case of a Sherrington--Kirkpatrick model with an external field. When the number of sites of the model grows to infinity, an asymptotic evaluation of the $p$ mome…
One of the remarkable applications of the cavity method is to prove the Thouless-Anderson-Palmer (TAP) system of equations in the high temperature regime of the Sherrington-Kirkpatrick (SK) model. This naturally leads us to the important study of the limit laws for cavity and local fields. The first quantitative results for both fields based on Stein's method were studied by Chatterjee. Although Stein's method provides us an efficient approach for obtaining the limiting distributions, the nature of this method restricts the derivation of optimal and general results. In this paper, our study ba…
We consider the $2$-spin spherical Sherrington--Kirkpatrick model whose disorder is given by a deformed Wigner matrix of the form $W+λV$, where $W$ is a Wigner matrix and $V$ is a random diagonal matrix with i.i.d. entries. Assuming that the density function of the entries of $V$ decays faster than a certain rate near the edges of its spectrum, we prove the sharp phase transition of the limiting free energy and its fluctuation. In the high temperature regime, the fluctuation of $F_N$ converges in distribution to a Gaussian distribution, whereas it converges to a Weibull distribution in the low…
We study a spin system with both mixed even-spin Sherrington-Kirkpatrick (SK) couplings and Curie-Weiss (CW) interaction. Our main results are: (i) The thermodynamic limit of the free energy is given by a variational formula involving the free energy of the SK model with a change in the external field. (ii) In the presence of a centered Gaussian external field, the positivity of the overlap and the extended Ghirlanda-Guerra identities hold on a dense subset of the temperature parameters. (iii) We establish a general inequality between the magnetization and overlap. (iv) We construct a temperat…
We consider a spin system obtained by coupling two distinct Sherrington-Kirkpatrick (SK) models with the same temperature and external field whose Hamiltonians are correlated. The disorder chaos conjecture for the SK model states that the overlap under the corresponding Gibbs measure is essentially concentrated at a single value. In the absence of external field, this statement was first confirmed by Chatterjee [Disorder chaos and multiple valleys in spin glasses (2009) Preprint]. In the present paper, using Guerra's replica symmetry breaking bound, we prove that the SK model is also chaotic i…
Recently Michel Talagrand gave a rigorous proof of the Parisi formula in the Sherrington-Kirkpatrick model. In this paper we build upon the methodology developed by Talagrand and extend his result to the class of SK type models in which the spins have arbitrary prior distribution on a bounded subset of the real line.
We study local optima of the Hamiltonian of the Sherrington-Kirkpatrick model. We compute the exponent of the expected number of local optima and determine the "typical" value of the Hamiltonian.
In this paper we prove that in the high temperature region of the Sherrington-Kirkpatrick model for a typical realization of the disorder the weighted average of spins $\sum_{i\leq N} t_i σ_i$ will be approximately Gaussian provided that $\max_{i\leq N}|t_i|/\sum_{i\leq N} t_i^2$ is small.
We develop a cavity method in the spherical Sherrington-Kirkpatrick model at high temperature and small external field. As one application we compute the limit of the covariance matrix for fluctuations of the overlap and magnetization.
We prove the existence of a critical regime for the fluctuations of the ground-state energy of the spherical Sherrington-Kirkpatrick model in an external field, confirming predictions given in [3,12]. We also establish a critical regime for the fluctuations in a model with a critical Ferromagnetic interaction term, producing a three-parameter family of distributions generalizing the two-parameter family given in [4]. These results are both established in the generality of a $β$-ensemble analogue of the spherical Sherrington-Kirkpatrick model, which subsumes the complex and quarternionic genera…
We establish a strict asymptotic inequality between a class of graph partition problems on the sparse End\H{o]s-Rényi and random regular graph ensembles with the same average degree. Along the way, we establish a variational representation for the ground state energy for generalized mixed $p$-spin glasses and derive strict comparison inequalities for such models as the alphabet changes.
In a region above the Almeida-Thouless line, where we are able to control the thermodynamic limit of the Sherrington-Kirkpatrick model and to prove replica symmetry, we show that the fluctuations of the overlaps and of the free energy are Gaussian, on the scale N^{-1/2}, for N large. The method we employ is based on the idea, we recently developed, of introducing quadratic coupling between two replicas. The proof makes use of the cavity equations and of concentration of measure inequalities for the free energy.
We propose an iterative construction of solutions of the Thouless-Anderson-Palmer-equations for the Sherrington-Kirpatrick model. The iterative scheme is proved to converge exactly up to the de Almayda-Thouless-line. No results on the SK-model itself are derived.
We study the phase transition of the free energy in the Sherrington-Kirkpatrick mean-field spin glass model with centered Gaussian external field. We show that the corresponding Almeida-Thouless line is the correct transition curve that distinguishes between the replica symmetric and replica symmetry breaking solutions in the Parisi formula.
In this paper we consider central limit theorems for various macroscopic observables in the high temperature region of the Sherrington-Kirkpatrick spin glass model. With a particular focus on obtaining a quenched central limit theorem for the energy density of the system with non-zero external field, we show how to combine the mean field cavity method with Stein's method in the quenched regime. The result for the energy density extends the corresponding result of Comets-Neveu.
We consider the free energy of the bipartite spherical Sherrington--Kirkpatrick model. We find the critical temperature and prove the limiting free energy for all non-critical temperature. We also show that the law of the fluctuation of the free energy converges to the Gaussian distribution when the temperature is above the critical temperature, and to the GOE Tracy--Widom distribution when the temperature is below the critical temperature. The result is universal, and the analysis is applicable to a more general setting including the case where the disorders are non-identically distributed.
The goal of this paper is to review some of the main ideas that emerged from the attempts to confirm mathematically the predictions of the celebrated Parisi ansatz in the Sherrington-Kirkpatrick model. We try to focus on the big picture while sketching the proofs of only a few selected results, but an interested reader can find most of the missing details in [31] and [44].
The spherical Sherrington-Kirkpatrick model is a spherical mean field model for spin glass. We consider the fluctuations of the free energy at arbitrary non-critical temperature for the 2-spin model with no magnetic field. We show that in the high temperature regime the law of the fluctuations converges to the Gaussian distribution just like in the Sherrington-Kirtkpatrick model. We show, on the other hand, that the law of the fluctuations is given by the GOE Tracy-Widom distribution in the low temperature regime. The orders of the fluctuations are markedly different in these two regimes. A un…
We explore the joint behavior of a finite number of multi-overlaps in the high temperature phase of the SK model. Extending work by M. Talagrand, we show that, when these objects are scaled to have non-trivial limiting distributions, the joint behavior is described by a Gaussian process with an explicit covariance structure.
We present a new dynamical proof of the Thouless-Anderson-Palmer (TAP) equations for the classical Sherrington-Kirkpatrick spin glass at sufficiently high temperature. In our derivation, the TAP equations are a simple consequence of the decay of the two point correlation functions. The methods can also be used to establish the decay of higher order correlation functions. We illustrate this by proving a suitable decay bound on the three point functions from which we derive an analogue of the TAP equations for the two point functions.
Recently, Michel Talagrand computed the large deviations limit $\lim_{N\to\infty}(Na)^{-1}\log \e Z_N^a$ for the moments of the partition function $Z_N$ in the Sherrington-Kirkpatrick model for all real $a\geq 0.$ For $a\geq 1$ the limit is given by Guerra's inverse bound and this result extends the classical physicist's replica method that corresponds to integer $a.$ We give a new proof for $a\geq 1$ in the case of the pure $p$-spin SK model that provides a strong exponential control of the overlap.
We develop a simple method to study the high temperature, or high external field, behavior of the Sherrington-Kirkpatrick mean field spin glass model. The basic idea is to couple two different replicas with a quadratic term, trying to push out the two replica overlap from its replica symmetric value. In the case of zero external field, our results reproduce the well known validity of the annealed approximation, up to the known critical value for the temperature. In the case of nontrivial external field, we prove the validity of the Sherrington-Kirkpatrick replica symmetric solution up to a lin…
We present extended versions and give detailed proofs of results concerning percolation (using various sets of two-replica bond occupation variables) in Sherrington-Kirkpatrick spin glasses (with zero external field) that were first given in an earlier paper by the same authors. We also explain how ultrametricity is manifested by the densities of large percolating clusters. Our main theorems concern the connection between these densities and the usual spin overlap distribution. Their corollaries are that the ordered spin glass phase is characterized by a unique percolating cluster of maximal d…
We consider the quantum Sherrington-Kirkpatrick (SK) spin-glass model with transverse field and provide a formula for its free energy in the thermodynamic limit, valid for all inverse temperatures $β>0$. To characterize the free energy, we use the path integral representation of the partition function and approximate the model by a sequence of finite-dimensional vector-spin glasses with $\mathbb{R}^d$-valued spins. This enables us to use results of Panchenko who generalized in \cite{Pan2,Pan3} the Parisi formula to classical vector-spin glasses. As a consequence, we can express the thermodynam…
We study the universality of superconcentration for the free energy in the Sherrington-Kirkpatrick (SK) model. In arXiv:0907.3381, Chatterjee showed that when the system consists of $N$ spins and Gaussian disorders, the variance of this quantity is superconcentrated by establishing an upper bound of order $N/\log{N}$, in contrast to the $O(N)$ bound obtained from the Gaussian-Poincaré inequality. In this paper, we show that superconcentration indeed holds for any choice of centered disorders with finite third moment, where the upper bound is expressed in terms of an auxiliary nondecreasing fun…
In this paper we consider a system of spins that consists of two configurations $\vsi^1,\vsi^2\inΣ_N=\{-1,+1\}^N$ with Gaussian Hamiltonians $H_N^1(\vsi^1)$ and $H_N^2(\vsi^2)$ correspondingly, and these configurations are coupled on the set where their overlap is fixed $\{R_{1,2}=N^{-1}\sum_{i=1}^N σ_i^1σ_i^2 = u_N\}.$ We prove the existence of the thermodynamic limit of the free energy of this system given that $\lim_{N\to\infty}u_N = u\in[-1,1]$ and give the analogue of the Aizenman-Sims-Starr variational principle that describes this limit via random overlap structures.
The authors of [Ann. Henri Poincaré 16 (2015) 691-708] introduced a multi-species version of the Sherrington-Kirkpatrick model and suggested the analogue of the Parisi formula for the free energy. Using a variant of Guerra's replica symmetry breaking interpolation, they showed that, under certain assumption on the interactions, the formula gives an upper bound on the limit of the free energy. In this paper we prove that the bound is sharp. This is achieved by developing a new multi-species form of the Ghirlanda-Guerra identities and showing that they force the overlaps within species to be com…
We consider a spin system with pure two spin Sherrington-Kirkpatrick Hamiltonian with Curie-Weiss interaction. The model where the spins are spherically symmetric was considered by \citet{Baiklee16} and \citet{Baikleewu18} which shows a two dimensional phase transition with respect to temperature and the coupling constant. In this paper we prove a result analogous to \citet{Baiklee16} in the "paramagnetic regime" when the spins are i.i.d. Rademacher. We prove the free energy in this case is asymptotically Gaussian and can be approximated by a suitable linear spectral statistics. Unlike the sph…
Let ${\boldsymbol A}\in{\mathbb R}^{n\times n}$ be a symmetric random matrix with independent and identically distributed Gaussian entries above the diagonal. We consider the problem of maximizing $\langle{\boldsymbol σ},{\boldsymbol A}{\boldsymbol σ}\rangle$ over binary vectors ${\boldsymbol σ}\in\{+1,-1\}^n$. In the language of statistical physics, this amounts to finding the ground state of the Sherrington-Kirkpatrick model of spin glasses. The asymptotic value of this optimization problem was characterized by Parisi via a celebrated variational principle, subsequently proved by Talagrand. …
We show that, if $\mathbf{W} \in \mathbb{R}^{N \times N}_{\mathsf{sym}}$ is drawn from the gaussian orthogonal ensemble, then with high probability the degree 4 sum-of-squares relaxation cannot certify an upper bound on the objective $N^{-1} \cdot \mathbf{x}^\top \mathbf{W} \mathbf{x}$ under the constraints $x_i^2 - 1 = 0$ (i.e. $\mathbf{x} \in \{ \pm 1 \}^N$) that is asymptotically smaller than $λ_{\max}(\mathbf{W}) \approx 2$. We also conjecture a proof technique for lower bounds against sum-of-squares relaxations of any degree held constant as $N \to \infty$, by proposing an approximate pse…
