Hitting time of large subsets of the hypercube

We study the simple random walk on the n‐dimensional hypercube, in particular its hitting times of large (possibly random) sets. We give simple conditions on these sets ensuring that the properly rescaled hitting time is asymptotically exponentially distributed, uniformly in the starting position of the walk. These conditions are then verified for percolation clouds with densities that are much smaller than (n log n)^‐1. A main motivation behind this article is the study of the so‐called aging phenomenon in the Random Energy Model, the simplest model of a mean‐field spin glass. Our results allow us to prove aging in the REM for all temperatures, thereby extending earlier results to their optimal temperature domain. © 2008 Wiley Periodicals, Inc. Random Struct. Alg., 2008     

Proof of the local REM conjecture for number partitioning. II. Growing energy scales

We continue our analysis of the number partitioning problem with n weights chosen i.i.d. from some fixed probability distribution with density ρ. In Part I of this work, we established the so‐called local REM conjecture of Bauke, Franz and Mertens. Namely, we showed that, as n → ∞, the suitably rescaled energy spectrum above some fixed scale α tends to a Poisson process with density one, and the partitions corresponding to these energies become asymptotically uncorrelated. In this part, we analyze the number partitioning problem for energy scales α_n that grow with n, and show that the local REM conjecture holds as long as n^‐1/4α_n → 0, and fails if α_n grows like κn^1/4 with κ > 0. We also consider the SK‐spin glass model, and show that it has an analogous threshold: the local REM conjecture holds for energies of order o(n), and fails if the energies grow like κn with κ > 0. © 2008 Wiley Periodicals, Inc. Random Struct. Alg., 2009     

Proof of the local REM conjecture for number partitioning. I: Constant energy scales

In this article we consider the number partitioning problem (NPP ) in the following probabilistic version: Given n numbers X₁,…,X_n drawn i.i.d. from some distribution, one is asked to find the partition into two subsets such that the sum of the numbers in one subset is as close as possible to the sum of the numbers in the other set. In this probabilistic version, the NPP is equivalent to a mean‐field antiferromagnetic Ising spin glass, with spin configurations corresponding to partitions, and the energy of a spin configuration corresponding to the weight difference. Although the energy levels of this model are a priori highly correlated, a surprising recent conjecture of Bauke, Franz, and Mertens asserts that the energy spectrum of number partitioning is locally that of a random energy model (REM): the spacings between nearby energy levels are uncorrelated. More precisely, it was conjectured that the properly scaled energies converge to a Poisson process, and that the spin configurations corresponding to nearby energies are asymptotically uncorrelated. In this article, we prove these two claims, collectively known as the local REM conjecture. © 2008 Wiley Periodicals, Inc. Random Struct. Alg., 2009     

Universality of Chaos and Ultrametricity in Mixed p‐Spin Models

We prove disorder universality of chaos phenomena and ultrametricity in the mixed p‐spin model under mild moment assumptions on the environment. This establishes the longstanding belief among physicists that the solution of mean‐field models with Gaussian disorder also holds for different environments. Our results extend to the mixed p‐spin model as well as to different spin glass models. These include universality of quenched disorder chaos in the Edwards‐Anderson (EA) model and quenched concentration for the magnetization in both EA and mixed p‐spin models under non‐Gaussian environments. In addition, we show quenched self‐averaging for the overlap in the random field Ising model under small perturbation of the external field.© 2015 Wiley Periodicals, Inc.     

The arcsine law as a universal aging scheme for trap models

We give a general proof of aging for trap models using the arcsine law for stable subordinators. This proof is based on abstract conditions on the potential theory of the underlying graph and on the randomness of the trapping landscape. We apply this proof to aging for trap models on large, two‐dimensional tori and for trap dynamics of the random energy model on a broad range of time scales. © 2006 Wiley Periodicals, Inc.     

A Central Limit Theorem for a Localized Version of the SK Model

In this note, we consider a SK (Sherrington–Kirkpatrick)-type model on ℤ ^d for d≥1, weighted by a function allowing to any single spin to interact with a small proportion of the other ones. In the thermodynamical limit, we investigate the equivalence of this model with the usual SK spin system, through the study of the fluctuations of the free energy. This author’s research partially supported by CAPES.     

Notes on ferromagnetic p‐spin and REM

In this paper we apply some of the recent mathematical techniques (mainly based on interpolation) developed in the spin glass theory to the ferromagnetic p‐spin model. We introduce two Hamiltonians and derive their thermodynamics. This is a second step toward an alternative and rigorous formulation of the statistical mechanics of simple systems on lattice. A first step has been performed in J. Stat. Phys. (2007; arXiv:0712.1344) where the techniques have been tested on the two‐body Ising model. For completeness the adaptation of the well‐known random energy model to the context of the ferromagnetism is presented. At the end a discussion on the extension of these techniques to Gaussian‐disordered p‐spin models is also briefly outlined. Copyright © 2008 John Wiley & Sons, Ltd.     

Convergence to extremal processes in random environments and extremal ageing in SK models

This paper extends recent results on ageing in mean field spin glasses on short time scales, obtained by Ben Arous and Gün (Commun Pure Appl Math 65:77–127, 2012) in law with respect to the environment, to results that hold almost surely, respectively in probability, with respect to the environment. It is based on the methods put forward in (Gayrard in Aging in reversible dynamics of disordered systems. II. Emergence of the arcsine law in the random hopping time dynamics of the REM, 2010; Electron J Probab 17(58): 1–33, 2012) and naturally complements (Bovier and Gayrard in Ann Probab, 2012).     

Aging of spherical spin glasses

Sompolinski and Zippelius (1981) propose the study of dynamical systems whose invariant measures are the Gibbs measures for (hard to analyze) statistical physics models of interest. In the course of doing so, physicists often report of an “aging” phenomenon. For example, aging is expected to happen for the Sherrington-Kirkpatrick model, a disordered mean-field model with a very complex phase transition in equilibrium at low temperature. We shall study the Langevin dynamics for a simplified spherical version of this model. The induced rotational symmetry of the spherical model reduces the dynamics in question to an N-dimensional coupled system of Ornstein-Uhlenbeck processes whose random drift parameters are the eigenvalues of certain random matrices. We obtain the limiting dynamics for N approaching infinity and by analyzing its long time behavior, explain what is aging (mathematically speaking), what causes this phenomenon, and what is its relationship with the phase transition of the corresponding equilibrium invariant measures. Received: 8 July 1999 / Revised version: 2 June 2000 / Published online: 6 April 2001     

Fast mixing for independent sets,colorings, and other models on trees

We study the mixing time of the Glauber dynamics for general spin systems on the regular tree, including the Ising model, the hard‐core model (independent sets), and the antiferromagnetic Potts model at zero temperature (colorings). We generalize a framework, developed in our recent paper (Martinelli, Sinclair, and Weitz, Tech. Report UCB//CSD‐03‐1256, Dept. of EECS, UC Berkeley, July 2003) in the context of the Ising model, for establishing mixing time O(nlog n), which ties this property closely to phase transitions in the underlying model. We use this framework to obtain rapid mixing results for several models over a significantly wider range of parameter values than previously known, including situations in which the mixing time is strongly dependent on the boundary condition. We also discuss applications of our framework to reconstruction problems on trees. © 2006 Wiley Periodicals, Inc. Random Struct. Alg., 2007     

Elliptic Regularity and Quantitative Homogenization on Percolation Clusters

We establish quantitative homogenization, large‐scale regularity, and Liouville results for the random conductance model on a supercritical (Bernoulli bond) percolation cluster. The results are also new in the case that the conductivity is constant on the cluster. The argument passes through a series of renormalization steps: first, we use standard percolation results to find a large scale above which the geometry of the percolation cluster behaves (in a sense, made precise) like that of euclidean space. Then, following the work of Barlow [8], we find a succession of larger scales on which certain functional and elliptic estimates hold. This gives us the analytic tools to adapt the quantitative homogenization program of Armstrong and Smart [7] to estimate the yet larger scale on which solutions on the cluster can be well‐approximated by harmonic functions on ℝ^d. This is the first quantitative homogenization result in a porous medium, and the harmonic approximation allows us to estimate the scale on which a higher‐order regularity theory holds. The size of each of these random scales is shown to have at least a stretched exponential moment. As a consequence of this regularity theory, we obtain a Liouville‐type result that states that, for each k ∊ ℕ, the vector space of solutions growing at most like o(|x|^k+1) as |x| → ∞ has the same dimension as the set of harmonic polynomials of degree at most k, generalizing a result of Benjamini, Duminil‐Copin, Kozma, and Yadin from k ≤ 1 to k ∊ ℕ. © 2018 Wiley Periodicals, Inc.     

Dirac particle in generalized Pöschl–Teller field including a Coulomb‐like tensor coupling: super‐symmetric solution

In the presence of pseudo‐spin (p‐spin) and spin symmetries, we use the super‐symmetric formalism to solve the Dirac equation with the generalized Pöschl–Teller potential including the Coulomb‐like tensor interaction with any arbitrary spin‐orbit quantum number κ.. Using the Greene–Aldrich usual approximation scheme to deal with pseudo‐centrifugal or centrifugal rotational kinetic energy l (l + 1) ∕ r² or , we obtain the Pseudo‐spin and spin‐symmetric energy eigenvalue equation and the normalized upper and lower components of the radial wave functions in closed form. The presence of the tensor coupling interaction removes the degeneracy in the p‐spin and spin doublets. Copyright © 2013 John Wiley & Sons, Ltd.     

Biased random walk on critical Galton–Watson trees conditioned to survive

We consider the biased random walk on a critical Galton–Watson tree conditioned to survive, and confirm that this model with trapping belongs to the same universality class as certain one-dimensional trapping models with slowly-varying tails. Indeed, in each of these two settings, we establish closely-related functional limit theorems involving an extremal process and also demonstrate extremal aging occurs.     

Genealogy of extremal particles of branching Brownian motion

Branching Brownian motion describes a system of particles that diffuse in space and split into offspring according to a certain random mechanism. By virtue of the groundbreaking work by M. Bramson on the convergence of solutions of the Fisher‐KPP equation to traveling waves, the law of the rightmost particle in the limit of large times is rather well understood. In this work, we address the full statistics of the extremal particles (first‐, second‐, third‐largest, etc.). In particular, we prove that in the large t‐limit, such particles descend with overwhelming probability from ancestors having split either within a distance of order 1 from time 0, or within a distance of order 1 from time t. The approach relies on characterizing, up to a certain level of precision, the paths of the extremal particles. As a byproduct, a heuristic picture of branching Brownian motion “at the edge” emerges, which sheds light on the still unknown limiting extremal process. © 2011 Wiley Periodicals, Inc.     

The hydrodynamic limit for a system with interactions prescribed by Ginzburg-Landau type random Hamiltonian

Summary As a microscopic model we consider a system of interacting continuum like spin field overR ^d . Its evolution law is determined by the Ginzburg-Landau type random Hamiltonian and the total spin of the system is preserved by this evolution. We show that the spin field converges, under the hydrodynamic space-time scalling, to a deterministic limit which is a solution of a certain nonlinear diffusion equation. This equation describes the time evolution of the macroscopic field. The hydrodynamic scaling has an effect of the homogenization on the system at the same time.     

Information percolation and cutoff for the random‐cluster model

We consider the random‐cluster model (RCM) on with parameters p∈(0,1) and q ≥ 1. This is a generalization of the standard bond percolation (with edges open independently with probability p) which is biased by a factor q raised to the number of connected components. We study the well‐known Fortuin‐Kasteleyn (FK)‐dynamics on this model where the update at an edge depends on the global geometry of the system unlike the Glauber heat‐bath dynamics for spin systems, and prove that for all small enough p (depending on the dimension) and any q>1, the FK‐dynamics exhibits the cutoff phenomenon at with a window size , where λ_∞ is the large n limit of the spectral gap of the process. Our proof extends the information percolation framework of Lubetzky and Sly to the RCM and also relies on the arguments of Blanca and Sinclair who proved a sharp mixing time bound for the planar version. A key aspect of our proof is the analysis of the effect of a sequence of dependent (across time) Bernoulli percolations extracted from the graphical construction of the dynamics, on how information propagates.     

Random Matrices and Complexity of Spin Glasses

We give an asymptotic evaluation of the complexity of spherical p‐spin spin glass models via random matrix theory. This study enables us to obtain detailed information about the bottom of the energy landscape, including the absolute minimum (the ground state), and the other local minima, and describe an interesting layered structure of the low critical values for the Hamiltonians of these models. We also show that our approach allows us to compute the related TAPcomplexity and extend the results known in the physics literature. As an independent tool, we prove a large deviation principle for the k^th‐largest eigenvalue of the Gaussian orthogonal ensemble, extending the results of Ben Arous, Dembo, and Guionnet. © 2012 Wiley Periodicals, Inc.     

Approximate Ultrametricity for Random Measures and Applications to Spin Glasses

In this documentname, we introduce a notion called “approximate ultrametricity,” which encapsulates the phenomenology of a sequence of random probability measures having supports that behave like ultrametric spaces insofar as they decompose into nested balls. We provide a sufficient condition for a sequence of random probability measures on the unit ball of an infinite‐dimensional separable Hilbert space to admit such a decomposition, whose elements we call clusters. We also characterize the laws of the measures of the clusters by showing that they converge in law to the weights of a Ruelle probability cascade. These results apply to a large class of classical models in mean field spin glasses. We illustrate the notion of approximate ultrametricity by proving a conjecture of Talagrand regarding mixed p‐spin glasses that is known to imply a prediction of Dotsenko‐Franz‐Mézard. © 2017 Wiley Periodicals, Inc.     

Phase ordering after a deep quench: the stochastic Ising and hard core gas models on a tree

Consider a low temperature stochastic Ising model in the phase coexistence regime with Markov semigroup P_t. A fundamental and still largely open problem is the understanding of the long time behavior of δ_ηP_t when the initial configuration η is sampled from a highly disordered state ν (e.g. a product Bernoulli measure or a high temperature Gibbs measure). Exploiting recent progresses in the analysis of the mixing time of Monte Carlo Markov chains for discrete spin models on a regular b-ary tree , we study the above problem for the Ising and hard core gas (independent sets) models on . If ν is a biased product Bernoulli law then, under various assumptions on the bias and on the thermodynamic parameters, we prove ν-almost sure weak convergence of δ_ηP_t to an extremal Gibbs measure (pure phase) and show that the limit is approached at least as fast as a stretched exponential of the time t. In the context of randomized algorithms and if one considers the Glauber dynamics on a large, finite tree, our results prove fast local relaxation to equilibrium on time scales much smaller than the true mixing time, provided that the starting point of the chain is not taken as the worst one but it is rather sampled from a suitable distribution.     

Cutoff for General Spin Systems with Arbitrary Boundary Conditions

The cutoff phenomenon describes a sharp transition in the convergence of a Markov chain to equilibrium. In recent work, the authors established cutoff and its location for the stochastic Ising model on the d‐dimensional torus (?/n?)^d for any d ≥ ;1. The proof used the symmetric structure of the torus and monotonicity in an essential way. Here we enhance the framework and extend it to general geometries, boundary conditions, and external fields to derive a cutoff criterion that involves the growth rate of balls and the log‐Sobolev constant of the Glauber dynamics. In particular, we show there is cutoff for the stochastic Ising model on any sequence of bounded‐degree graphs with subexponential growth under arbitrary external fields provided the inverse log‐Sobolev constant is bounded. For lattices with homogenous boundary, such as all‐plus, we identify the cutoff location explicitly in terms of spectral gaps of infinite‐volume dynamics on half‐plane intersections. Analogous results establishing cutoff are obtained for nonmonotone spin systems at high temperatures, including the gas hard‐core model, the Potts model, the antiferromagnetic Potts model, and the coloring model. © 2014 Wiley Periodicals, Inc.