Rigorous results on some simple spin glass models

In this paper we review some recent rigorous results that provide an essentially complete solution of a class of spin glass models introduced by Derrida in the 1980ies. These models are based on Gaussian random processes on $\{-1,1\}^N$ whose covariance is a function of a ultrametric distance on that set. We prove the convergence of the free energy as well as the Gibbs measures in an appropriate sense. These results confirm fully the predictions of the replica method including in situations where continuous replica symmetry breaking takes place.Comment: 33pp. Talk presented at Journees de Physique Statistique, Cergy, 200

Poisson convergence in the restricted kk-partioning problem

The randomized $k$-number partitioning problem is the task to distribute $N$ i.i.d. random variables into $k$ groups in such a way that the sums of the variables in each group are as similar as possible. The restricted $k$-partitioning problem refers to the case where the number of elements in each group is fixed to $N/k$. In the case $k=2$ it has been shown that the properly rescaled differences of the two sums in the close to optimal partitions converge to a Poisson point process, as if they were independent random variables. We generalize this result to the case $k>2$ in the restricted problem and show that the vector of differences between the $k$ sums converges to a $k-1$-dimensional Poisson point process.Comment: 31pp, AMSTe

A tomography of the GREM: beyond the REM conjecture

Recently, Bauke and Mertens conjectured that the local statistics of energies in random spin systems with discrete spin space should in most circumstances be the same as in the random energy model. This was proven in a large class of models for energies that do not grow too fast with the system size. Considering the example of the generalized random energy model, we show that the conjecture breaks down for energies proportional to the volume of the system, and describe the far more complex behavior that then sets in

New steps in walks with small steps in the quarter plane

In this article we obtain new expressions for the generating functions counting (non-singular) walks with small steps in the quarter plane. Those are given in terms of infinite series, while in the literature, the standard expressions use solutions to boundary value problems. We illustrate our results with three examples (an algebraic case, a transcendental D-finite case, and an infinite group model).Comment: 47 pages, 8 figures, to appear in Annals of Combinatoric

Explicit expression for the generating function counting Gessel's walks

Gessel's walks are the planar walks that move within the positive quadrant $\mathbb{Z}_{+}^{2}$ by unit steps in any of the following directions: West, North-East, East and South-West. In this paper, we find an explicit expression for the trivariate generating function counting the Gessel's walks with $k\geq 0$ steps, which start at $(0,0)$ and end at a given point $(i,j) \in \mathbb{Z}^2_+$.Comment: 23 page

Energy statistics in disordered systems: The local REM conjecture and beyond

Recently, Bauke and Mertens conjectured that the local statistics of energies in random spin systems with discrete spin space should in most circumstances be the same as in the random energy model. Here we give necessary conditions for this hypothesis to be true, which we show to hold in wide classes of examples: short range spin glasses and mean field spin glasses of the SK type. We also show that, under certain conditions, the conjecture holds even if energy levels that grow moderately with the volume of the system are considered. In the case of the Generalised Random energy model, we give a complete analysis for the behaviour of the local energy statistics at all energy scales. In particular, we show that, in this case, the REM conjecture holds exactly up to energies E_N<\b_c N, where \b_c is the critical temperature. We also explain the more complex behaviour that sets in at higher energies.Comment: to appear in Proceedings of Applications of random matrices to economics and other complex system

Local energy statistics in disordered systems: a proof of the local REM conjecture

Recently, Bauke and Mertens conjectured that the local statistics of energies in random spin systems with discrete spin space should in most circumstances be the same as in the random energy model. Here we give necessary conditions for this hypothesis to be true, which we show to hold in wide classes of examples: short range spin glasses and mean field spin glasses of the SK type. We also show that, under certain conditions, the conjecture holds even if energy levels that grow moderately with the volume of the system are considered

Fluctuations of the free energy in the REM and the p-spin SK models

We consider the random fluctuations of the free energy in the $p$-spin version of the Sherrington-Kirkpatrick model in the high temperature regime. Using the martingale approach of Comets and Neveu as used in the standard SK model combined with truncation techniques inspired by a recent paper by Talagrand on the $p$-spin version, we prove that (for $p$ even) the random corrections to the free energy are on a scale $N^{-(p-2)/4}$ only, and after proper rescaling converge to a standard Gaussian random variable. This is shown to hold for all values of the inverse temperature, \b, smaller than a critical \b_p. We also show that \b_p\to \sqrt{2\ln 2} as $p\uparrow +\infty$. Additionally we study the formal $p\uparrow +\infty$ limit of these models, the random energy model. Here we compute the precise limit theorem for the partition function at {\it all} temperatures. For \b<\sqrt{2\ln2}, fluctuations are found at an {\it exponentially small} scale, with two distinct limit laws above and below a second critical value $\sqrt{\ln 2/2}$: For \b up to that value the rescaled fluctuations are Gaussian, while below that there are non-Gaussian fluctuations driven by the Poisson process of the extreme values of the random energies. For \b larger than the critical $\sqrt{2\ln 2}$, the fluctuations of the logarithm of the partition function are on scale one and are expressed in terms of the Poisson process of extremes. At the critical temperature, the partition function divided by its expectation converges to 1/2.Comment: 40pp, AMSTe