Abstract
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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1-67 |
| Number of pages | 67 |
| Journal | Probability Theory and Related Fields |
| Volume | 120 |
| Issue number | 1 |
| DOIs | |
| State | Published - May 2001 |
Keywords
- Disordered systems
- Eigenvalues, random matrices
- Interacting random processes
- Langevin dynamics
- Large deviations
- Statistical mechanics
ASJC Scopus subject areas
- Analysis
- Statistics and Probability
- Statistics, Probability and Uncertainty