T-I

Goal: derive the equilibrium phase diagram of the simplest spin-glass model, the Random Energy Model (REM). The REM is defined assigning to each configuration $\alpha$ of the system a random energy $E_{\alpha }$. The random energies are independent, taken from a Gaussian distribution $p(E)=(2\pi N)^{-1/2}e^{-{\frac {E^{2}}{2N}}}$.

Key concepts: average value vs typical value, large deviations, rare events, saddle point approximation, self-averaging quantities, freezing transition, .

Some probability notions relevant at large N

• We will consider random variables $X_{N}$ which depend on a parameter $N\gg 1$ and which have the scaling $X_{N}\sim O(e^{N})$; the scaling means that the rescaled variable $Y_{N}=N^{-1}\log |X_{N}|$ has a well defined distribution that remains of $O(1)$ when $N\to \infty$. A standard example are partition functions of disordered systems with $N$ degrees of freedom, $Z\sim e^{-\beta Nf}$: here $X_{N}\to Z$ and $Y_{N}\to -\beta f$, where $f$ is the free energy.


• A random variable depending on a parameter $N$ is self-averaging when the width of its distribution goes to zero as $N\to \infty$. When the random variable is not self-averaging, it remains distributed in the limit $N\to \infty$. If $Y_{N}$ is self-averaging, then

  $\lim _{N\to \infty }Y_{N}=\lim _{N\to \infty }{\overline {Y_{N}}}$



• Let $P_{N}(x),P_{N}(y)$ be the distributions of $X_{N}$ and $Y_{N}$. In general, quantities like $Y_{N}$ have a distribution that for large $N$ takes the form $P_{N}(y)\sim e^{-N^{\alpha }g(y)+o(N)}$ where $g(y)$ is some positive function and $\alpha >0$. This is called a large deviation form for the probability distribution, with speed $N^{\alpha }$. This distribution is of $O(1)$ for the value $y_{\text{ty}}$ such that $g(y_{\text{ty}})=0$: this value is the typical value of $Y_{N}$; all the other values of $y$ are associated to a probability that is exponentially small in $N$: they are exponentially rare .


• Averages over distributions having a large deviation form can usually be computed with the saddle point approximation for large $N$. Let’s fix $\alpha =1$. If $f(Y_{N})$ is a function of $Y_{N}$ which scales slower than exponential of $N$, then ${\overline {f(Y_{N})}}=\int dyP_{N}(y)f(y)=\int dy\,e^{-Ng(y)+o(N)}f(y)\sim f(y_{\text{ty}})$

  because the integral is dominated by the region where $g(y)=0$, since all the other contributions are exponentially suppressed. This also implies

  $\lim _{N\to \infty }Y_{N}=\lim _{N\to \infty }{\overline {Y_{N}}}=y_{\text{ty}}$



• We define the typical value of $X_{N}$ as $x_{\text{ty}}={\text{exp}}\left({Ny_{\text{ty}}}\right)={\text{exp}}\left({\overline {\log |X_{N}|}}\right)$

  which are equivalent definitions since

  ${\overline {\log |X_{N}|}}=\int dxP_{N}(x)\log |x|=N\int dyP_{N}(y)\,y=N\int dy\,e^{-Ng(y)+o(N)}\,y\sim Ny_{\text{ty}}$

  Notice that while the average value of $Y_{N}$ coincides with the typical value (choose $f(y)=y$ in the formula above), this is in general not the case for quantities growing exponentially fast like $X_{N}$: the average value of these exponentially scaling quantities is in general much larger than the typical value, meaning that the general inequality

  ${\frac {\overline {\log |X_{N}|}}{N}}\leq {\frac {\log |{\overline {X_{N}}}|}{N}}$

  is strict. When $N\to \infty$, the quantity on the left-hand-side is $y_{\text{ty}}$, which we will also call quenched in the following; the quantity on the right-hand-side is different: we call it annealed and define it with $y_{\text{a}}$.

Problem 1.1: the energy landscape of the REM

Entropy of the Random Energy Model

In this problem we study the random variable ${\mathcal {N}}(E)dE$, that is the number of configurations having energy $E_{\alpha }\in [E,E+dE]$. We show that for large $N$ it scales as ${\mathcal {N}}(E)=e^{NS\left(E/N\right)+o(N)}$ . We show that the typical value of $S(\epsilon )$, the quenched entropy of the model (see sketch), is given by:

$S(\epsilon )={\begin{cases}\log 2-\epsilon ^{2}\quad &{\text{ if }}|\epsilon |\leq {\sqrt {\log 2}}\\0\quad &{\text{ if }}|\epsilon |>{\sqrt {\log 2}}\end{cases}}$

The point where the entropy vanishes, $\epsilon =-{\sqrt {\log 2}}$, is the energy density of the ground state. The entropy is maximal at $\epsilon =0$: the highest number of configurations have vanishing energy density.

1. Averages: the annealed entropy. We begin by computing the annealed entropy $S_{\text{a}}$, which is defined by the average ${\overline {{\mathcal {N}}(E)}}={\text{exp}}\left(NS_{\text{a}}\left(E/N\right)+o(N)\right)$. Compute this function using the representation ${\mathcal {N}}(E)dE=\sum _{\alpha =1}^{2^{N}}\chi _{\alpha }(E)dE\;$ [with $\chi _{\alpha }(E)=1$ if $E_{\alpha }\in [E,E+dE]$ and $\chi _{\alpha }(E)=0$ otherwise]. When does $S_{\text{a}}$ coincide with $S$?

2. Self-averaging. For $|\epsilon |\leq {\sqrt {\log 2}}$ the quantity ${\mathcal {N}}$ is self-averaging: its distribution concentrates around the average value ${\overline {\mathcal {N}}}$ when $N\to \infty$. Show that $\sigma ^{2}={\overline {{\mathcal {N}}^{2}}}-{\overline {\mathcal {N}}}^{2}\sim {\overline {\mathcal {N}}}$; by the central limit theorem, show that ${\mathcal {N}}$ is self-averaging when $|\epsilon |<{\sqrt {\log 2}}$. This is no longer true in the region where the annealed entropy is negative: why does one expect fluctuations to be relevant in this region?

3. Rare events vs typical values. For $|\epsilon |>{\sqrt {\log 2}}$ the annealed entropy is negative: the average number of configurations with those energy densities is exponentially small in $N$. This implies that the probability to get configurations with those energy is exponentially small in $N$: these configurations are rare. Do you have an idea of how to show this, using the expression for ${\overline {\mathcal {N}}}$? What is the typical value of ${\mathcal {N}}$ in this region? Justify why the point where the entropy vanishes coincides with the ground state energy of the model.

Comment: this analysis of the landscape suggests that in the large $N$ limit, the fluctuations due to the randomness become relevant when one looks at the bottom of their energy landscape, close to the ground state energy. We show below that this intuition is correct, and corresponds to the fact that the partition function $Z$ has an interesting behaviour at low temperature.

Problem 1.2: the free energy and the freezing transition

We now compute the equilibrium phase diagram of the model, and in particular the quenched free energy density $f$ which controls the scaling of the typical value of the partition function, $Z\sim e^{-N\beta \,f+o(N)}$. We show that the free energy equals to

$f={\begin{cases}&-\left(T\log 2+{\frac {1}{4T}}\right)\quad {\text{if}}\quad T\geq T_{c}\\&-{\sqrt {\log 2}}\quad {\text{if}}\quad T<T_{c}\end{cases}}\quad \quad T_{c}={\frac {1}{2{\sqrt {\log 2}}}}.$

At $T_{c}$ a transition occurs, often called freezing transition: in the whole low-temperature phase, the free-energy is “frozen” at the value that it has at the critical temperature $T=T_{c}$.

1. The thermodynamical transition and the freezing. The partition function the REM reads $Z=\sum _{\alpha =1}^{2^{N}}e^{-\beta E_{\alpha }}=\int dE\,{\mathcal {N}}(E)e^{-\beta E}.$ Using the behaviour of the typical value of ${\mathcal {N}}$ determined in Problem 1.1, derive the free energy of the model (hint: perform a saddle point calculation). What is the order of this thermodynamic transition?

2. Entropy. What happens to the entropy of the model when the critical temperature is reached, and in the low temperature phase? What does this imply for the partition function $Z$?

3. Fluctuations, and back to average vs typical. Similarly to what we did for the entropy, one can define an annealed free energy $f_{\text{a}}$ from ${\overline {Z}}=e^{-N\beta f_{\text{a}}+o(N)}$: show that in the whole low-temperature phase this is smaller than the quenched free energy obtained above. Putting all the results together, justify why the average of the partition function in the low-T phase is "dominated by rare events".

Comment: the low-T phase of the REM is a frozen phase, characterized by the fact that the free energy is temperature independent, and that the typical value of the partition function is very different from the average value. In fact, the low-T phase is also a glass phase : it is a phase where a peculiar symmetry, the so called replica symmetry, is broken. We go back to this concepts in the next sets of problems.