{"title":"Parisi PDE and convexity for vector spins","authors":"Hong-Bin Chen","doi":"10.1016/j.spa.2025.104746","DOIUrl":null,"url":null,"abstract":"<div><div>We consider mean-field vector spin glasses with self-overlap correction. The limit of free energy is known to be the Parisi formula, which is an infimum over matrix-valued paths. We decompose such a path into a Lipschitz matrix-valued path and the quantile function of a one-dimensional probability measure. For such a pair, we associate a Parisi PDE generalized for vector spins. Under mild conditions, we rewrite the Parisi formula in terms of solutions of the PDE. Moreover, for each fixed Lipschitz path, the Parisi functional is strictly convex over probability measures.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"190 ","pages":"Article 104746"},"PeriodicalIF":1.1000,"publicationDate":"2025-07-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Processes and their Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304414925001905","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
We consider mean-field vector spin glasses with self-overlap correction. The limit of free energy is known to be the Parisi formula, which is an infimum over matrix-valued paths. We decompose such a path into a Lipschitz matrix-valued path and the quantile function of a one-dimensional probability measure. For such a pair, we associate a Parisi PDE generalized for vector spins. Under mild conditions, we rewrite the Parisi formula in terms of solutions of the PDE. Moreover, for each fixed Lipschitz path, the Parisi functional is strictly convex over probability measures.
期刊介绍:
Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.
Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.