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Moreover we define <math>  P^<(y)=\exp(-A(y)) </math> with <math>  A(y) =\frac{y^2}{2\sigma^2} -\frac{\sqrt{2 \pi}}{\sigma} \log|y|+\ldots </math>
Moreover we define <math>  P^<(y)=\exp(-A(y)) </math> with <math>  A(y) =\frac{y^2}{2\sigma^2} -\frac{\sqrt{2 \pi}}{\sigma} \log|y|+\ldots </math>


== Generic case: Universality of the  Gumbel distribution ==
The Gumbel distribution is the limit distribution of the maxima of a large class of function. We can say that the Gumbel distribution plays, for extreme statistics, the same role of the Gaussian distribution for the central limit theorem.
By contrast the behavior of  <math>a_N</math> and <math>b_N</math>  as a function of <math>N</math> strongly depend on  the particular  distributions <math>p(x)</math>. We discuss here a family of distribution characterized by a fast decay for large <math>x</math>
<center><math>p(x) \sim c e^{- x^\alpha}</math></center>
where <math>\alpha>0</math>
The key point is to be able to determine  <math>A(x)</math> such that
<center><math>P^>(x)=\exp(-A(x))</math></center>
* For <math>p(x) = e^{- x}</math> shows  <math>A(x)=x</math>
Otherwise <math>A(x)</math> should be determined asymptotically for large <math>x</math>
* Show that <math>A(x)=x^\alpha +(\alpha-1) \log x+...</math>
* Show  that in general  <math>A(a_N)= \log N+...</math> and compute <math>a_N</math> as a function of <math> \alpha </math> for large <math> N </math>.
* Show that the maximum distribution take the form
<center><math> \lim _{N\to \infty } Q_N(y)=\left( y=  a_N+ \frac{z}{A'(a_N)} \right)</math></center>
with <math> z </math> Gumbel distributed
* Identify <math>b_N</math> and discuss its behavior as a function of <math> \alpha </math>


=== Number ===
=== Number ===

Revision as of 17:39, 19 November 2023

Spin glass Transition

Experiments

Parlare dei campioni di rame dopati con il magnesio, marino o no: trovare due figure una di suscettivita e una di calore specifico, prova della transizione termodinamica.

Edwards Anderson model

We consider for simplicity the Ising version of this model.

Ising spins takes two values σ=±1 and live on a lattice of N sitees i=1,2,,N. The enregy is writteen as a sum between the nearest neighbours <i,j>:

E=<i,j>Jijσiσj

Edwards and Anderson proposed to study this model for couplings J that are i.i.d. random variables with zero mean. We set π(J) the coupling distribution indicate the avergage over the couplings called disorder average, with an overline:

J¯dJJπ(J)=0

It is crucial to assume J¯=0, otherwise the model displays ferro/antiferro order. We sill discuss two distributions:

  • Gaussian couplings: π(J)=exp(J2/2)/2π
  • Coin toss couplings, J=±1, selected with probability 1/2.

Edwards Anderson order parameter

The SK model

Sherrington and Kirkpatrik considered the fully connected version of the model with Gaussian couplings:

E=i,jJij2Nσiσj

At the inverse temperature β, the partion function of the model is

Z=α=12Nzα,withzα=eβEα

Here Eα is the energy associated to the configuration α. This model presents a thermodynamic transition at βc=??.

Random energy model

The solution of the SK is difficult. To make progress we first study the radnom energy model (REM) introduced by B. Derrida.

Derivation of the model

The REM neglects the correlations between the 2N configurations and assumes the Eα as iid variables.

  • Show that the energy distribution is
p(Eα)=12πσ2eEα22σ2

and determine σ2

The Solution: Part 1

We provide different solutions of the Random Energy Model (REM). The first one focus on the statistics of the smallest energies among the ones associated to the M=2N configurations.

Consider the M=2N energies: (x1,...,xM). They are i.i.d. variables, drawn from the Gaussian distribution p(x). It is useful to use the following notations:

  • P<(x)=xdxp(x)σ2π|x|ex22σ2 for x. It represents the probability to draw a number smaller than x.
  • P>(x)=x+dxp(x)=1P<(x). It represents the probability to draw a number larger than x.


Extreme value stattics for Gaussian variables

We denote

yM=min(x1,...,xM)

Our goal is to compute the cumulative distribution QM(y)Prob(yM>y) for large M and iid variables.

We need to understand two key relations:

  • The first relation is exact:
QM(y)=(P>(y))M
  • The second relation identifies the typical value of the minimum, namely aM:
P<(aM)=1M

. Hence in the Gaussian case we get:

aM=2σlogM12log(logM)+O(1)

Close to aM, P<(y)1/M. Hence, from the limit limM(1kM)M=exp(k) we re-write the first relation:

QM(y)exp(MP<(y))

Moreover we define P<(y)=exp(A(y)) with A(y)=y22σ22πσlog|y|+


Number

Bibliography

Bibliography

  • Theory of spin glasses, S. F. Edwards and P. W. Anderson, J. Phys. F: Met. Phys. 5 965, 1975