The High Temperature Region of the Viana–Bray Diluted Spin Glass Model

In this paper, we study the high temperature or low connectivity phase of the Viana–Bray model in the absence of magnetic field. This is a diluted version of the well known Sherrington–Kirkpatrick mean field spin glass. In the whole replica symmetric region, we obtain a complete control of the system, proving annealing for the infinite volume free energy and a central limit theorem for the suitably rescaled fluctuations of the multi-overlaps. Moreover, we show that free energy fluctuations, on the scale 1/N, converge in the infinite volume limit to a non-Gaussian random variable, whose variance diverges at the boundary of the replica-symmetric region. The connection with the fully connected Sherrington– Kirkpatrick model is discussed.     

Statistical Properties for Flows with Unbounded Roof Function,Including the Lorenz Attractor

For geometric Lorenz attractors (including the classical Lorenz attractor) we obtain a greatly simplified proof of the central limit theorem which applies also to the more general class of codimension two singular hyperbolic attractors. We also obtain the functional central limit theorem and moment estimates, as well as iterated versions of these results. A consequence is deterministic homogenisation (convergence to a stochastic differential equation) for fast-slow dynamical systems whenever the fast dynamics is singularly hyperbolic of codimension two.     

Central limit theorem for mixing quantum systems and the CCR-algebra of fluctuations

We analyse macroscopic fluctuations of an infinite quantum system and introduce the CCR-C*-algebra of normal fluctuations. A non-commutative central limit theorem for mixing quantum systems is proved.     

H-Theorems from Macroscopic Autonomous Equations

The H-theorem is an extension of the Second Law to a time-sequence of states that need not be equilibrium ones. In this paper we review and we rigourously establish the connection with macroscopic autonomy.If for a Hamiltonian dynamics for many particles, the macrostate evolves autonomously, then its entropy is non-decreasing as a consequence of Liouville's theorem. That observation, made since long, is here rigorously analyzed with special care to reconcile the application of Liouville's theorem (for a finite number of particles) with the condition of autonomous macroscopic evolution (sharp only in the limit of infinite scale separation); and to evaluate the presumed necessity of a semigroup property for the macroscopic evolution.     

The central limit theorem and the problem of equivalence of ensembles

In this paper we show that the local limit theorem is a consequence of the integral central limit theorem in the case of a Gibbs random field _t ,tZ corresponding to a finite range potential.We apply this theorem to show that the equivalence between Gibbs and canonical ensemble is a consequence of the integral central limit theorem and of very weak conditions on decrease of correlations.Research supported by a C.N.R.-Ak. Nauk. U.R.S.S. fellowship     

On the statistical mechanics of dense instanton gases

Instanton gases of two-dimensional?P ^n?1 and four-dimensionalSU(n) Yang-Mills theories are considered. The presumable denseness of instanton gases in these models and the corresponding statistics of instantons lead to a theormodynamic limit in which the coupling constant dependence of non-perturbative quantities is modified by a factor proportional to 1/n compared to the case of a dilute gas. As a consequence the largen limit and the infinite volume limit do not appear to commute. We present a naive droplet model for dense instanton gases which exhibits these features. Possible consequences for the large order behaviour of perturbation series are discussed.     

Spectral Densities and Partition Functions of Modular Quantum ystems as Derived from a Central Limit Theorem

Using a central limit theorem for arrays of interacting quantum systems, we give analytical expressions for the density of states and the partition function at finite temperature of such a system, which are valid in the limit of infinite number of subsystems. Even for only small numbers of subsystems we find good accordance with some known, exact results.     

Persistent random walks in a one-dimensional random environment

Central limit theorems are obtained for persistent random walks in a onedimensional random environment. They also imply the central limit theorem for the motion of a test particle in an infinite equilibrium system of point particles where the free motion of particles is combined with a random collision mechanism and the velocities can take on three possible values.Work supported by the Central Research Fund of the Hungarian Academy of Sciences (grant No. 476/82).     

Central Limit Theorems for Linear Statistics of Heavy Tailed Random Matrices

We show central limit theorems (CLT) for the linear statistics of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of α-stable laws and entries with moments exploding with the dimension, as in the adjacency matrices of Erdös-Rényi graphs. For the second model, we also prove a central limit theorem of the moments of its empirical eigenvalues distribution. The limit laws are Gaussian, but unlike the case of standard Wigner matrices, the normalization is the one of the classical CLT for independent random variables.     

On the dynamic mean field theory of spin glasses

We derive in detail Sompolinsky's mean field theory of spin glasses using a diagram expansion of the effective local Langevin equation of Sompolinsky and Zippelius. We use a simpler generating functional than in the literature, on which the quenched average is very easily done. We pay special attention to the existence of an external field. We show that there are two different types of singularities for ω=0 in the equations. The first type, which leads to Parisi'sq(0), is connected with the local magnetisation. The second type, which leads toq′(x), is connected with the nonergodic behaviour. We show that the continuous limit of discrete Sompolinsky solutions has to be taken in order to be in accordance with the fluctuation dissipation theorem on infinite time scales. We discuss carefully the question of dynamical stability. We show that Sommers' solution is unstable only on an infinite time scale and thus remains an acceptable equilibrium theory with a broken symmetry. We argue that for ω=0 a formal violation of the fluctuation dissipation theorem is physically expected if the relaxation times are of the order of the switching time of the external field. From this point of view the spin-glass state is a steady state but not a real equilibrium state.     

Statistical Properties and Decay of Correlations for Interval Maps with Critical Points and Singularities

We consider a class of piecewise smooth one-dimensional maps with critical points and singularities (possibly with infinite derivative). Under mild summability conditions on the growth of the derivative on critical orbits, we prove the central limit theorem and a vector-valued almost sure invariance principle. We also obtain results on decay of correlations and large deviations.     

Non-Gaussian noise in quantum spin glasses and interacting two-level systems

We study a general model for non-Gaussian 1/f noise based on an infinite range quantum Ising spin system in the paramagnetic state, or, equivalently, interacting two-level classical fluctuators. We identify a dilatation interaction term in the dynamics which survives the thermodynamic limit and circumvents the central limit theorem to produce non-Gaussian noise even when the equilibrium distribution is that of noninteracting spins. The resulting second spectrum ("noise of the noise") itself has a universal 1/f form which we analyze within a dynamical mean-field approximation.     

Bivariate distributions in statistical spectroscopy studies

Orthogonal polynomials in two variables, defined by a bivariate density function, are used to derive series expansions for expectation values with respect to the two variables. The convergence of the resulting polynomial expansion is due to the action of a central limit theorem. The shell model results for fixedE, J occupancies in (ds) ^m=5T=1/2 space are compared with the polynomial expansion results and the agreement is good.     

Continuous-time quantum walks on star graphs

In this paper, we investigate continuous-time quantum walk on star graphs. It is shown that quantum central limit theorem for a continuous-time quantum walk on star graphs for N-fold star power graph, which are invariant under the quantum component of adjacency matrix, converges to continuous-time quantum walk on K₂ graphs (complete graph with two vertices) and the probability of observing walk tends to the uniform distribution.     

Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions

We prove a functional central limit theorem for additive functionals of stationary reversible ergodic Markov chains under virtually no assumptions other than the necessary ones. We use these results to study the asymptotic behavior of a tagged particle in an infinite particle system performing simple excluded random walk.Supported by NSF Grant MCS-8301364, ONR Contract N00014-81-K-0012 and a Fellowship from John S. Guggenheim Memorial Foundation     

Reparametrization invariance: a gauge-like symmetry of ultrametrically organised states

The reparametrization transformation between ultrametrically organised states of replicated disordered systems is explicitly defined. The invariance of the longitudinal free energy under this transformation, i.e. reparametrization invariance, is shown to be a direct consequence of the higher level symmetry of replica equivalence. The double limit of infinite step replica symmetry breaking and is needed to derive this continuous gauge-like symmetry from the discrete permutation invariance of the n replicas. Goldstone's theorem and Ward identities can be deduced from the disappearance of the second (and higher order) variation of the longitudinal free energy. We recall also how these and other exact statements follow from permutation symmetry after introducing the concept of “infinitesimal" permutations. Received 21 July 2000     

Some limit theorems for random fields

We prove a central limit theorem with remainder and an iterated logarithm law for collections of mixing random variables indexed byZ ^d ,d≧1. These results are applicable to certain Gibbs random fields.     

Limit Theorems for Monolayer Ballistic Deposition in the Continuum

We consider a deposition model in which balls rain down at random towards a 2-dimensional surface, roll downwards over existing adsorbed balls, are adsorbed if they reach the surface, and discarded if not. We prove a spatial law of large numbers and central limit theorem for the ultimate number of balls adsorbed onto a large toroidal surface, and also for the number of balls adsorbed on the restriction to a large region of an infinite surface.     

Finite-N fluctuation formulas for random matrices

For the Gaussian and Laguerre random matrix ensembles, the probability density function (p.d.f.) for the linear statistic Σ _j ^N =1 (x _j ? 〈x〉) is computed exactly and shown to satisfy a central limit theorem asN → ∞. For the circular random matrix ensemble the p.d.f.’s for the statistics ½Σ _j ^N =1 (θ _j ?π) and ? Σ _j ^N =1 log 2 |sinθ _j/2| are calculated exactly by using a constant term identity from the theory of the Selberg integral, and are also shown to satisfy a central limit theorem asN → ∞.     

Decay of correlations under Dobrushin's uniqueness condition and its applications

An estimate on the correlation of functionals of Gibbs fields satisfying Dobrushin's uniqueness condition is given. As a consequence a result of Gross saying that the truncated pair correlation function decays in the same weighted summability sense as the potential can be extended to the whole Dobrushin uniqueness region. Applications to the central limit theorem and the second derivative of the pressure are also given.