Ultrametricity in three-dimensional edwards-anderson spin glasses

We perform an accurate test of ultrametricity in the aging dynamics of the three-dimensional Edwards-Anderson spin glass. Our method consists in considering the evolution in parallel of two identical systems constrained to have fixed overlap. This turns out to be a particularly efficient way to study the geometrical relations between configurations at distant large times. Our findings strongly hint towards dynamical ultrametricity in spin glasses, while this is absent in simpler aging systems with domain growth dynamics. A recently developed theory of linear response in glassy systems allows us to infer that dynamical ultrametricity implies the same property at the level of equilibrium states.     

A Quantitative Clustering Approach to Ultrametricity in Spin Glasses

We discuss the problem of ultrametricity in mean field spin glasses by means of a hierarchical clustering algorithm. We complement the clustering approach with quantitative testing: we discuss both in some detail. We show that the elimination of the (in this context accidental) spin flip symmetry plays a crucial role in the analysis, since the symmetry hides the real nature of the data. We are able to use in the analysis disorder averaged quantities. We are able to exhibit a number of features of the low T phase of the mean field theory, and to claim that the full hierarchical structure can be observed without ambiguities only on very large lattice volumes, not currently accessible by numerical simulations.     

Non trivial overlap distributions at zero temperature

We explore the consequences of Replica Symmetry Breaking at zero temperature. We introduce a repulsive coupling between a system and its unperturbed ground state. In the Replica Symmetry Breaking scenario a finite coupling induces a non trivial overlap probability distribution among the unperturbed ground state and the one in presence of the coupling. We find a closed formula for this probability for arbitrary ultrametric trees, in terms of the parameters defining the tree. The same probability is computed in numerical simulations of a simple model with many ground states, but no ultrametricity: polymers in random media in 1+1 dimension. This gives us an idea of what violation of our formula can be expected in cases when ultrametricity does not hold. Received 16 June 2000     

Dynamic mean field theory of the SK spin glass

The existence of a great number of low-temperature phases in the SK-model of a spin glass and their ultrametric organization appears generally accepted and has been obtained by various techniques. In all cases it can be traced back to ultrametric features in the respective ansatz used. Within dynamic mean field theory I have investigated two situations in which the validity of such an ansatz can be controlled or is not made. In both cases I find only a trivial form of ultrametricity. Especially for an adiabatically cooled SK-spin glass in a small external field a single state appears to dominate below the AT-line. The transition occurs via exchange of stability rather than bifurcation, the scenario common to most other continuous phase transition. The results presented contradict the common belief.     

Lack of ultrametricity in the low-temperature phase of three-dimensional Ising spin glasses

We study the low-temperature spin-glass phases of the Sherrington-Kirkpatrick (SK) model and of the 3-dimensional short-range Ising spin-glass (3DISG). By using clustering to focus on the relevant parts of phase space and reduce finite size effects, we found that for the SK model ultrametricity becomes clearer as the system size increases, while for the short-range case our results indicate the opposite, i.e., lack of ultrametricity. Another method, which does not rely on clustering, indicates that the mean-field solution works for the SK model but does not apply in detail to the 3DISG, for which stochastic stability is also violated.     

Some exact results on the ultrametric overlap distribution in mean field spin glass models (I)

The mean field spin glass model is analyzed by a combination of exact methods and a powerful Ansatz. The method exploited is general, and can be applied to others disordered mean field models such as, e.g., neural networks.It is well known that the probability measure of overlaps among replicas carries the whole physical content of these models. A functional order parameter of Parisi type is introduced by rigorous methods, according to previous works by F. Guerra. By the Ansatz that the functional order parameter is the correct order parameter of the model, we explicitly find the full overlap distribution. The physical interpretation of the functional order parameter is obtained, and ultrametricity of overlaps is derived as a natural consequence of a branching diffusion process.It is shown by explicit construction that ultrametricity of the 3-replicas overlap distribution together with the Ghirlanda-Guerra relations determines the distribution of overlaps among s replicas, for any s, in terms of the one-overlap distribution.     

Some exact results on the ultrametric overlap distribution in mean field spin glass models (I)

The mean field spin glass model is analyzed by a combination of exact methods and a simple Ansatz. The method exploited is general, and can be applied to others disordered mean field models such as, e.g., neural networks. It is well known that the probability measure of overlaps among replicas carries the whole physical content of these models. A functional order parameter of Parisi type is introduced by rigorous methods, according to previous works by F. Guerra. By the Ansatz that the functional order parameter is the correct order parameter of the model, we explicitly find the full overlap distribution. The physical interpretation of the functional order parameter is obtained, and ultrametricity of overlaps is derived as a natural consequence of a branching diffusion process. It is shown by explicit construction that ultrametricity of the 3-replicas overlap distribution together with the Ghirlanda-Guerra relations determines the distribution of overlaps among s replicas, for any s, in terms of the one-overlap distribution. Received 14 February 2000     

The expectation hypothesis of interest rates and network theory: The case of Brazil

This paper investigates the topological properties of the Brazilian term structure of interest rates network. We build the minimum spanning tree (MST), which is based on the concept of ultrametricity, using the correlation matrix for interest rates of different maturities. We show that the short-term interest rate is the most important within the interest rates network, which is in line with the Expectation Hypothesis of interest rates. Furthermore, we find that the Brazilian interest rates network forms clusters by maturity.     

Small Perturbations of a Spin Glass System

We show through a simple example that perturbations of the Hamiltonian of a spin glass which cannot be detected at the level of the free energy can completely alter the behavior of the overlap. In particular, perturbations of order O(log?N), with N→∞ the size of the system, suffice to have ultrametricity emerge in the thermodynamical limit.     

Topological properties of stock market networks: The case of Brazil

This paper investigates the topological properties of the Brazilian stock market networks. We build the minimum spanning tree, which is based on the concept of ultrametricity, using the correlation matrix for a variety of stocks of different sectors. Our results suggest that stocks tend to cluster by sector. We employ a dynamic approach using complex network measures and find that the relative importance of different sectors within the network varies. The financial, energy and material sectors are the most important within the network.     

Glassy Relaxation Dynamics and Ruggedness beyond the Ultrametric Limit

We study the relaxation behavior of hierarchical systems whose conformation space topology deviates from ultrametricity under selective controllable conditions. While the Debye law is obtained in the ultrametric case, Kohlrausch relaxation is shown to be directly related to the level of ruggedness beyond the ultrametric limit, making the exponent computationally accessible.     

Factorization Properties in d-Dimensional Spin Glasses. Rigorous Results and Some Perspectives

In this paper we show that d-dimensional Gaussian spin glass models are strongly stochastically stable, fulfill the Ghirlanda-Guerra identities in distribution and the ultrametricity property.     

Dynamic asset trees and portfolio analysis

The minimum spanning tree, based on the concept of ultrametricity, is constructed from the correlation matrix of stock returns and provides a meaningful economic taxonomy of the stock market. In order to study the dynamics of this asset tree we characterise it by its normalised length and by the mean occupation layer, as measured from an appropriately chosen centre called the `central node'. We show how the tree evolves over time, and how it shrinks strongly, in particular, during a stock market crisis. We then demonstrate that the assets of the optimal Markowitz portfolio lie practically at all times on the outskirts of the tree. We also show that the normalised tree length and the investment diversification potential are very strongly correlated. Received 7 August 2002 / Received in final form 28 October 2002 Published online 19 December 2002     

P-adic numbers and replica symmetry breaking

The p-adic formulation of replica symmetry breaking is presented. In this approach ultrametricity is a natural consequence of the basic properties of the p-adic numbers. Many properties can be simply derived in this approach and p-adic Fourier transform seems to be a promising tool. Received 9 June 1999     

Chaos in Temperature in Generic 2p-Spin Models

We prove chaos in temperature for even p-spin models which include sufficiently many p-spin interaction terms. Our approach is based on a new invariance property for coupled asymptotic Gibbs measures, similar in spirit to the invariance property that appeared in the proof of ultrametricity in Panchenko (Ann Math (2) 177(1):383–393, 2013), used in combination with Talagrand’s analogue of Guerra’s replica symmetry breaking bound for coupled systems.     

The Response of Glassy Systems to Random Perturbations: A Bridge Between Equilibrium and Off-Equilibrium

We discuss the response of aging systems with short-range interactions to a class of random perturbations. Although these systems are out of equilibrium, the limit value of the free energy at long times is equal to the equilibrium free energy. By exploiting this fact, we define a new order parameter function, and we relate it to the ratio between response and fluctuation, which is in principle measurable in an aging experiment. For a class of systems possessing stochastic stability, we show that this new order parameter function is intimately related to the static order parameter function, describing the distribution of overlaps between clustering states. The same method is applied to investigate the geometrical organization of pure states. We show that the ultrametric organization in the dynamics implies static ultrametricity, and we relate these properties to static separability, i.e., the property that the measure of the overlap between pure states is essentially unique. Our results, especially relevant for spin glasses, pave the way to an experimental determination of the order parameter function.     

On the Distribution of Overlaps in the Sherrington–Kirkpatrick Spin Glass Model

This paper describes some of the analytic tools developed recently by Ghirlanda and Guerra in the investigation of the distribution of overlaps in the Sherrington–Kirkpatrick spin glass model and of Parisi's ultrametricity. In particular, we introduce to this task a simplified (but also generalized) model on which the Gaussian analysis is made easier. Moments of the Hamiltonian and derivatives of the free energy are expressed as polynomials of the overlaps. Under the essential tool of self-averaging, we describe with full rigour, various overlap identities and replica independence that actually hold in a rather large generality. The results are presented in a language accessible to probabilists and analysts.     

Virtual-site correlation mean field approach to criticality in spin systems

We propose a virtual-site correlation mean field theory for dealing with interacting many-body systems. It involves a coarse-graining technique that terminates a step before the mean field theory: While mean field theory deals with only single-body physical parameters, the virtual-site correlation mean field theory deals with single- as well as two-body ones, and involves a virtual site for every interaction term in the Hamiltonian. We generalize the theory to a cluster virtual-site correlation mean field, that works with a fundamental unit of the lattice of the many-body system. We apply these methods to interacting Ising spin systems in several lattice geometries and dimensions, and show that the predictions of the onset of criticality of these models are generally much better in the proposed theories as compared to the corresponding ones in mean field theories.     

Topological particle field theory,general coordinate invariance and generalized Chern-Simons actions

We show that recently proposed generalized Chern-Simons action can be identified with the field theory action of a topological point particle. We find the crucial correspondence which makes it possible to derive the field theory actions from a special version of the generalized Chern-Simons actions. We provide arguments that the general coordinate invariance in the target space and the flat connection condition as a topological field theory can be accommodated in a very natural way. We propose series of new gauge invariant observables.     

Extended string field theory for massless higher-spin fields

We propose a new gauge field theory which is an extension of ordinary string field theory by assembling multiple state spaces of the bosonic string. The theory includes higher-spin fields in its massless spectrum together with the infinite tower of massive fields. From the theory, we can easily extract the minimal gauge-invariant quadratic action for tensor fields with any symmetry. As examples, we explicitly derive the gauge-invariant actions for some simple mixed symmetric tensor fields. We also construct covariantly gauge-fixed action by extending the method developed for string field theory.