arXiv subjects

Nicola Kistler

Publications and source records attributed to Nicola Kistler.

At least 19 recordsLinked to original sources

arXiv2022

On the REM approximation of TAP free energies

The free energy of TAP-solutions for the SK-model of mean field spin glasses can be expressed as a nonlinear functional of local terms: we exploit this feature in order to contrive abstract REM-like models which we then solve by a classical large deviations treatment. This allows to identify the origin of the physically unsettling quadratic (in the inverse of temperature) correction to the Parisi free energy for the SK-model, and formalizes the $\textit{true}$ cavity dynamics which acts on TAP-space, i.e. on the space of TAP-solutions. From a non-spin glass point of view, this work is the first in a series of refinements which addresses the stability of hierarchical structures in models of evolving populations.

cond-mat.dis-nn↗

arXiv2022

Solving spin systems: the Babylonian way

We show that spin systems with generic (ferro- or paramagnetic, or random) interactions are "completely integrable". The approach is worked out, by way of example, for the Sherrington Kirkpatrick model: we derive an exact, closed formula for the quenched free energy in finite volume which involves an integral over a Gaussian field with correlation structure given by the interaction matrix (with a twist).

math.PR↗

arXiv2021

TAP equations are repulsive

We show that for low enough temperatures, but still above the AT line, the Jacobian of the TAP equations for the SK model has a macroscopic fraction of eigenvalues outside the unit interval. This provides a simple explanation for the numerical instability of the fixed points, which thus occurs already in high temperature. The insight leads to some algorithmic considerations on the low temperature regime, also briefly discussed.

math.PR↗

arXiv2021

On a nonhierarchical generalization of the Perceptron GREM

We introduce a nonlinear, nonhierarchical generalization of Derrida's GREM and establish through a Sanov-type large deviation analysis both a Boltzmann-Gibbs principle as well as a Parisi formula for the limiting free energy. In line with the predictions of the Parisi theory, the free energy is given by the minimal value over all Parisi functionals/hierarchical structures in which the original model can be coarse-grained.

math.PR↗

arXiv2020

Undirected polymers in random environment: path properties in the mean field limit

We consider the problem of undirected polymers (tied at the endpoints) in random environment, also known as the unoriented first passage percolation on the hypercube, in the limit of large dimensions. By means of the multiscale refinement of the second moment method we obtain a fairly precise geometrical description of optimal paths, i.e. of polymers with minimal energy. The picture which emerges can be loosely summarized as follows. The energy of the polymer is, to first approximation, uniformly spread along the strand. The polymer's bonds carry however a lower energy than in the directed setting, and are reached through the following geometrical evolution. Close to the origin, the polymer proceeds in oriented fashion -- it is thus as stretched as possible. The tension of the strand decreases however gradually, with the polymer allowing for more and more backsteps as it enters the core of the hypercube. Backsteps, although increasing the length of the strand, allow the polymer to connect reservoirs of energetically favorable edges which are otherwise unattainable in a fully directed regime. These reservoirs lie at mesoscopic distance apart, but in virtue of the high dimensional nature of the ambient space, the polymer manages to connect them through approximate geodesics with respect to the Hamming metric: this is the key strategy which leads to an optimal energy/entropy balance. Around halfway, the mirror picture sets in: the polymer tension gradually builds up again, until full orientedness close to the endpoint. The approach yields, as a corollary, a constructive proof of the result by Martinsson [Ann. Appl. Prob. 26 (2016), Ann. Prob. 46 (2018)] concerning the leading order of the ground state.

math.PR↗

arXiv2019

High points of a random model of the Riemann-zeta function and Gaussian multiplicative chaos

We study the total mass of high points in a random model for the Riemann-Zeta function. We consider the same model as in [8], [2], and build on the convergence to 'Gaussian' multiplicative chaos proved in [14]. We show that the total mass of points which are a linear order below the maximum divided by their expectation converges almost surely to the Gaussian multiplicative chaos of the approximating Gaussian process times a random function. We use the second moment method together with a branching approximation to establish this convergence.

math.PR↗

arXiv2019

The TAP-Plefka variational principle for the spherical SK model

We reinterpret the Thouless-Anderson-Palmer approach to mean field spin glass models as a variational principle in the spirit of the Gibbs variational principle and the Bragg-Williams approximation. We prove this TAP-Plefka variational principle rigorously in the case of the spherical Sherrington-Kirkpatrick model.

math.PR↗

arXiv2019

From Parisi to Boltzmann

We sketch a new framework for the analysis of disordered systems, in particular mean field spin glasses, which is variational in nature and within the formalism of classical thermodynamics. For concreteness, only the Sherrington-Kirkpatrick model is considered here. For this we show how the Parisi solution (replica symmetric, or when replica symmetry is broken) emerges, in large but finite volumes, from a high temperature expansion to second order of the Gibbs potential with respect to order parameters encoding the law of the effective fields. In contrast with classical systems where convexity in the order parameters is the default situation, the functionals employed here are, at infinite temperature, concave: this feature is eventually due to the Gaussian nature of the interaction and implies, in particular, that the canonical Boltzmann-Gibbs variational principles must be reversed. The considerations suggest that thermodynamical phase transitions are intimately related to the divergence of the infinite expansions.

math.PR↗

arXiv2018

Oriented first passage percolation in the mean field limit, 2. The extremal process

This is the second, and last paper in which we address the behavior of oriented first passage percolation on the hypercube in the limit of large dimensions. We prove here that the extremal process converges to a Cox process with exponential intensity. This entails, in particular, that the first passage time converges weakly to a random shift of the Gumbel distribution. The random shift, which has an explicit, universal distribution related to modified Bessel functions of the second kind, is the sole manifestation of correlations ensuing from the geometry of Euclidean space in infinite dimensions. The proof combines the multiscale refinement of the second moment method with a conditional version of the Chen-Stein bounds, and a contraction principle.

math.PR↗

arXiv2018

First passage percolation in the mean field limit

The Poisson clumping heuristic has lead Aldous to conjecture the value of the first passage percolation on the hypercube in the limit of large dimensions. Aldous' conjecture has been rigorously confirmed by Fill and Pemantle [Annals of Applied Prob- ability 3 (1993)] by means of a variance reduction trick. We present here a streamlined and, we believe, more natural proof based on ideas emerged in the study of Derrida's random energy models.

math.PR↗

arXiv2017

On McKean's martingale in the Bovier-Hartung extremal process

It has been proved by Bovier & Hartung [Elect. J. Probab. 19 (2014)] that the maximum of a variable-speed branching Brownian motion (BBM) in the weak correlation regime converges to a randomly shifted Gumbel distribution. The random shift is given by the almost sure limit of McKean's martingale, and captures the early evolution of the system. In the Bovier-Hartung extremal process, McKean's martingale thus plays a role which parallels that of the derivative martingale in the classical BBM. In this note, we provide an alternative interpretation of McKean's martingale in terms of a law of large numbers for high-points of BBM, i.e. particles which lie at a macroscopic distance from the edge. At such scales, 'McKean-like martingales' are naturally expected to arise in all models belonging to the BBM-universality class.

math.PR↗

arXiv2015

On the replica symmetry phase of the independent set problem

The independent set problem, ISP for short, asks for the maximal number of vertices in a (large) graph which can be occupied such that none of them are neighbors. We address the question from a statistical mechanics perspective, in the case of Erdoes-Renyi random graphs. We thereby introduce a Hamiltonian penalizing configurations which do not satisfy the non-neighboring constraint: the ground state of the ensuing disordered system corresponds to the solution of the ISP. Identifying the ground state amounts, in turns, to control the phase where replica symmetry is broken, which is way beyond our current understanding. By means of Talagrand's cavity method, we rigorously establish the existence of a replica symmetry phase, computing, in particular, the free energy in the limit of large graphs. A conjectural formula for the ground state, hence for the solution of the ISP, is also derived. Being based on the Parisi theory, the emerging picture is that of a staggering complexity.

math.CO↗

arXiv2015

From Derrida's random energy model to branching random walks: from 1 to 3

We study the extremes of a class of Gaussian fields with in-built hierarchical structure. The number of scales in the underlying trees depends on a parameter alpha in [0,1]: choosing alpha=0 yields the random energy model by Derrida (REM), whereas alpha=1 corresponds to the branching random walk (BRW). When the parameter alpha increases, the level of the maximum of the field decreases smoothly from the REM- to the BRW-value. However, as long as alpha<1 strictly, the limiting extremal process is always Poissonian.

math.PR↗

arXiv2014

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

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.

math.PR↗

arXiv2014

The subleading order of two dimensional cover times

The epsilon-cover time of the two dimensional torus by Brownian motion is the time it takes for the process to come within distance epsilon>0 from any point. Its leading order in the small epsilon-regime has been established by Dembo, Peres, Rosen and Zeitouni [Ann. of Math., 160 (2004)]. In this work, the second order correction is identified. The approach relies on a multi-scale refinement of the second moment method, and draws on ideas from the study of the extremes of branching Brownian motion.

math.PR↗

arXiv2014

Microcanonical analysis of the Random Energy Model in a random magnetic field

We study the spin glass system consisting of a Random Energy Model coupled with a random magnetic field. This system was investigated by de Oliveira Filho, da Costa and Yokoi (Phys. Rev. E 74 [2006]) who computed the free energy. In this paper, we recover their result rigorously using elementary large deviations arguments and a conditional second moment method. Our analysis extends at the level of fluctuations of the ground states. In particular, we prove that the joint distribution of the extremal energies has the law of a Poisson process with exponential density after a recentering, which is random as opposed to the standard REM. One consequence is that the Gibbs measure of the model exhibits a one-step replica symmetry breaking as argued by de Oliveira Filho et al. using the replica method.

math.PR↗

arXiv2012

An ergodic theorem for the extremal process of branching Brownian motion

In a previous paper, the authors proved a conjecture of Lalley and Sellke that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a Gumbel distribution. The result is extended here to the entire system of particles that are extremal, i.e. close to the maximum. Namely, it is proved that the distribution of extremal particles under time-average converges to a Poisson cluster process.

math.PR↗

arXiv2012

Poissonian statistics in the extremal process of branching Brownian motion

As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles descend with overwhelming probability from ancestors having split either within a distance of order 1 from time 0, or within a distance of order 1 from time $t$. The result suggests that the extremal process of branching Brownian motion is a randomly shifted cluster point process. Here we put part of this picture on rigorous ground: we prove that the point process obtained by retaining only those extremal particles which are also maximal inside the clusters converges in the limit of large $t$ to a random shift of a Poisson point process with exponential density. The last section discusses the Tidal Wave Conjecture by Lalley and Sellke [Ann. Probab. 15 (1987) 1052-1061] on the full limiting extremal process and its relation to the work of Chauvin and Rouault [Math. Nachr. 149 (1990) 41-59] on branching Brownian motion with atypical displacement.

math.PR↗