On the number of metastable states in spin glasses

In this letter, we show that the formulae of Bray and Moore for the average logarithm of the number of metastable states in spin glasses can be obtained by calculating the partition function with $m$ coupled replicas with the symmetry among these explicitly broken according to a generalization of the `two-group' ansatz. This equivalence allows us to find solutions of the BM equations where the lower `band-edge' free energy equals the standard static free energy. We present these results for the Sherrington-Kirkpatrick model, but we expect them to apply to all mean-field spin glasses.Comment: 6 pages, LaTeX, no figures. Postscript directly available http://chimera.roma1.infn.it/index_papers_complex.htm

On the top eigenvalue of heavy-tailed random matrices

We study the statistics of the largest eigenvalue lambda_max of N x N random matrices with unit variance, but power-law distributed entries, P(M_{ij})~ |M_{ij}|^{-1-mu}. When mu > 4, lambda_max converges to 2 with Tracy-Widom fluctuations of order N^{-2/3}. When mu < 4, lambda_max is of order N^{2/mu-1/2} and is governed by Fr\'echet statistics. The marginal case mu=4 provides a new class of limiting distribution that we compute explicitely. We extend these results to sample covariance matrices, and show that extreme events may cause the largest eigenvalue to significantly exceed the Marcenko-Pastur edge. Connections with Directed Polymers are briefly discussed.Comment: 4 pages, 2 figure

Quenched complexity of the p-spin spherical spin-glass with external magnetic field

We consider the p-spin spherical spin-glass model in the presence of an external magnetic field as a general example of a mean-field system where a one step replica symmetry breaking (1-RSB) occurs. In this context we compute the complexity of the Thouless-Anderson-Palmer states, performing a quenched computation. We find what is the general connection between this method and the standard static 1-RSB one, formulating a clear mapping between the parameters used in the two different calculations. We also perform a dynamical analysis of the model, by which we confirm the validity of our results.Comment: RevTeX, 11 pages, including 2 EPS figure

Spectral Density of Sparse Sample Covariance Matrices

Applying the replica method of statistical mechanics, we evaluate the eigenvalue density of the large random matrix (sample covariance matrix) of the form $J = A^{\rm T} A$, where $A$ is an $M \times N$ real sparse random matrix. The difference from a dense random matrix is the most significant in the tail region of the spectrum. We compare the results of several approximation schemes, focusing on the behavior in the tail region.Comment: 22 pages, 4 figures, minor corrections mad

Are Financial Crashes Predictable?

We critically review recent claims that financial crashes can be predicted using the idea of log-periodic oscillations or by other methods inspired by the physics of critical phenomena. In particular, the October 1997 `correction' does not appear to be the accumulation point of a geometric series of local minima.Comment: LaTeX, 5 pages + 1 postscript figur

A Model-Based Method for Assessment of Salivary Gland and Planning Target Volume Dosimetry in Volumetric-Modulated Arc Therapy Planning on Head-and-Neck Cancer.

This study examined the relationship of achievable mean dose and percent volumetric overlap of salivary gland with the planning target volume (PTV) in volumetric-modulated arc therapy (VMAT) plan in radiotherapy for a patient with head-and-neck cancer. The aim was to develop a model to predict the viability of planning objectives for both PTV coverage and organs-at-risk (OAR) sparing based on overlap volumes between PTVs and OARs, before the planning process. Forty patients with head-and-neck cancer were selected for this retrospective plan analysis. The patients were treated using 6 MV photons with 2-arc VMAT plan in prescriptions with simultaneous integrated boost in dose of 70 Gy, 63 Gy, and 58.1 Gy to primary tumor sites, high-risk nodal regions, and low-risk nodal regions, respectively, over 35 fractions. A VMAT plan was generated using Varian Eclipse (V13.6), in optimization with biological-based generalized equivalent uniform dose (gEUD) objective for OARs and targets. Target dose coverage

Noise Dressing of Financial Correlation Matrices

We show that results from the theory of random matrices are potentially of great interest to understand the statistical structure of the empirical correlation matrices appearing in the study of price fluctuations. The central result of the present study is the remarkable agreement between the theoretical prediction (based on the assumption that the correlation matrix is random) and empirical data concerning the density of eigenvalues associated to the time series of the different stocks of the S&P500 (or other major markets). In particular the present study raises serious doubts on the blind use of empirical correlation matrices for risk management.Comment: Latex (Revtex) 3 pp + 2 postscript figures (in-text

On the formal equivalence of the TAP and thermodynamic methods in the SK model

We revisit two classic Thouless-Anderson-Palmer (TAP) studies of the Sherrington-Kirkpatrick model [Bray A J and Moore M A 1980 J. Phys. C 13, L469; De Dominicis C and Young A P, 1983 J. Phys. A 16, 2063]. By using the Becchi-Rouet-Stora-Tyutin (BRST) supersymmetry, we prove the general equivalence of TAP and replica partition functions, and show that the annealed calculation of the TAP complexity is formally identical to the quenched thermodynamic calculation of the free energy at one step level of replica symmetry breaking. The complexity we obtain by means of the BRST symmetry turns out to be considerably smaller than the previous non-symmetric value.Comment: 17 pages, 3 figure

Mean-Field Equations for Spin Models with Orthogonal Interaction Matrices

We study the metastable states in Ising spin models with orthogonal interaction matrices. We focus on three realizations of this model, the random case and two non-random cases, i.e.\ the fully-frustrated model on an infinite dimensional hypercube and the so-called sine-model. We use the mean-field (or {\sc tap}) equations which we derive by resuming the high-temperature expansion of the Gibbs free energy. In some special non-random cases, we can find the absolute minimum of the free energy. For the random case we compute the average number of solutions to the {\sc tap} equations. We find that the configurational entropy (or complexity) is extensive in the range T_{\mbox{\tiny RSB}}. Finally we present an apparently unrelated replica calculation which reproduces the analytical expression for the total number of {\sc tap} solutions.Comment: 22+3 pages, section 5 slightly modified, 1 Ref added, LaTeX and uuencoded figures now independent of each other (easier to print). Postscript available http://chimera.roma1.infn.it/index_papers_complex.htm