SearcharxivSearch

arXiv · 2609.15157

Spectral Gap Bounds for Langevin Dynamics in Mixed Spherical Spin Glasses

Abstract

We prove lower bounds on the relaxation time $1/γ_{N,β}$ of Langevin dynamics for mixed spherical spin glasses with even mixture $ξ(x)=\sum_{p\ge4}γ_p^2x^p$, under a one-step-replica-symmetry-breaking-type standing assumption of strict threshold separation $E_0(ξ)>E_1(ξ)>E_2(ξ)$; the pure spherical $p$-spin glass with even $p\ge4$, for which the assumption is a theorem, is recovered as a corollary. The main result is an aggregate Eyring-Kramers bound whose exponent sums conductances over the exponentially many index-one saddles above the lowest saddle level $-NE_1(ξ)$, combining the saddle complexity $Θ_{1,ξ}$ with a half-determinant Hessian statistic -- an entropic contribution that the classical single-saddle picture misses. The single new random-matrix ingredient of the mixed model is that the conditional Hessian at a critical point is a randomly shifted GOE matrix: the radial derivative is no longer determined by the energy (Euler's identity degenerates exactly in the pure case), and every landscape rate becomes a one-dimensional supremum over the scalar shift with a Gaussian penalty. At low temperature the aggregate exponent exceeds the unconditional free-energy bound by $\frac12\log(βe)-Ξ^{\mathrm{EK}}_{1,ξ}(-E_1(ξ))-C_{ξ,b}β^{-1/2}$ with $-Ξ^{\mathrm{EK}}_{1,ξ}(-E_1(ξ))\ge\frac14\logξ''(1)+\frac14>0$, so the refinement is a strict improvement for all sufficiently large fixed $β$; the onset temperature and constants $b_*(ξ)$ and $C_{ξ,b}$ produced by the proof are not numerically explicit. Two companion results -- a sequential Arrhenius bound with the explicit constant $E_0(ξ)-E_1(ξ)$ and a fixed-temperature free-energy bound -- come with complete, self-contained proofs. All bounds are one-sided; identifying the mechanism the dynamics actually realizes would require a matching upper bound, which remains open.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Masoud Badiei Khuzani. 2026-09-19. Spectral Gap Bounds for Langevin Dynamics in Mixed Spherical Spin Glasses. https://arxiv.org/abs/2609.15157

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

The extremal process of a cascading family of branching Brownian motion

We study the asymptotic behaviour of the extremal process of a cascading family of branching Brownian motions. This is a particle system on the real line such that each particle has a type in addition to his position. Particles of type $1$ move on the real line according to Brownian motions and branch at rate $1$ into two children of type $1$. Furthermore, at rate $α$, they give birth to children too of type $2$. Particles of type $2$ move according to standard Brownian motion and branch at rate $1$, but cannot give birth to descendants of type $1$. We obtain the asymptotic behaviour of the extremal process of particles of type $2$.

math.PR

Breuer-Major Theorems for Hilbert Space-Valued Random Variables

Let $\{X_k\}_{k\in\mathbb Z}$ be a stationary Gaussian process with values in a separable Hilbert space $\mathcal H_1$, and let $G:\mathcal H_1\to\mathcal H_2$ be a measurable map into another separable Hilbert space $\mathcal H_2$. We derive a central limit theorem for the centered normalized partial sums of the Hilbert space-valued subordinated process $\{G[X_k]\}_{k\in\mathbb Z}$. Our result holds under either of two sets of sufficient conditions, formulated in terms of the transformation $G$ and the temporal and cross-sectional dependence structure of $\{X_k\}_{k\in\mathbb Z}$. These conditions coincide in finite dimensions but lead to genuinely different phenomena in the infinite-dimensional setting. The proof relies on the recently developed Fourth Moment Theorem on Hilbert spaces, leveraging tools from the infinite-dimensional Malliavin-Stein framework. We also provide continuous-time and quantitative versions of the central limit theorem. In a series of examples, we recover and strengthen limit theorems for a wide array of statistics relevant in functional data analysis, and present, as an application of our result, a novel limit theorem in the framework of neural operators.

math.PR

Controlled rough SDEs, pathwise stochastic control and dynamic programming principles

We study stochastic optimal control of rough stochastic differential equations (RSDEs). This is in the spirit of the pathwise control problem (Lions--Souganidis 1998, Buckdahn--Ma 2007; also Davis--Burstein 1992), with renewed interest and recent works drawing motivation from filtering, SPDEs, and reinforcement learning. Results include regularity of rough value functions, validity of a rough dynamic programming principles and new rough stability results for HJB equations, removing excessive regularity demands previously imposed by flow transformation methods. Measurable selection is used to relate RSDEs to "doubly stochastic" SDEs under conditioning. In contrast to previous works, Brownian statistics for the to-be-conditioned-on noise are not required, aligned with the "pathwise" intuition that these should not matter upon conditioning. Depending on the chosen class of admissible controls, the involved processes may also be anticipating. The resulting stochastic value functions coincide in great generality for different classes of controls. RSDE theory offers a powerful and unified perspective on this problem class.

math.PR