Home | Contents | Submissions, editors, etc. | Login | Search | ECP
 Electronic Journal of Probability > Vol. 13 (2008) > Paper 69 open journal systems 


Competing Particle Systems and the Ghirlanda-Guerra Identities

Louis-Pierre Arguin, Courant Institute, NYU


Abstract
Competing particle systems are point processes on the real line whose configurations X can be ordered decreasingly and evolve by increments which are functions of correlated Gaussian variables. The correlations are intrinsic to the points and quantified by a matrix Q={qij}. Quasi-stationary systems are those for which the law of (X,Q) is invariant under the evolution up to translation of X. It was conjectured by Aizenman and co-authors that the matrix Q of robustly quasi-stationary systems must exhibit a hierarchical structure. This was established recently, up to a natural decomposition of the system, whenever the set SQ of values assumed by qij is finite. In this paper, we study the general case where SQ may be infinite. Using the past increments of the evolution, we show that the law of robustly quasi-stationary systems must obey the Ghirlanda-Guerra identities, which first appear in the study of spin glass models. This provides strong evidence that the above conjecture also holds in the general case. In addition, it yields an alternative proof of a theorem of Ruzmaikina and Aizenman for independent increments.


Full text: PDF

Pages: 2101-2117

Published on: November 30, 2008


Bibliography
  1. Aizenman, Michael; Contucci, Pierluigi. On the Stability of the Quenched State in Mean Field Spin Glass Models. J. Stat. Phys. 92 (1998), 765--783. MR1657840 (2000a:82032)
  2. Aizenman, Michael ; Sims, Robert; Starr, Shannon L. Mean-field spin glass models from the cavity-ROSt perspective. Prospects in mathematical physics, Contemp. Math., 437, Amer. Math. Soc., Providence, RI, 2007. 1--30. MR2354653 (2008j:82022)
  3. Arguin, Louis-Pierre; Aizenman, Michael. On the Structure of Quasi-Stationary Competing Particle Systems. to appear in Ann. Probab. (2008). arXiv:0709.2901
  4. Arguin, Louis-Pierre. A dynamical characterization of Poisson-Dirichlet distributions. Electron. Comm. Probab. 12 (2007), 283--290. MR2342707 (2008h:60186)
  5. Bertoin, Jean. Random fragmentation and coagulation processes. Cambridge Studies in Advanced Mathematics, 102. Cambridge University Press, Cambridge, 2006. viii+280 pp. ISBN: 978-0-521-86728-3; 0-521-86728-2 MR2253162 (2007k:60004)
  6. Bolthausen, Erwin; Sznitman, Alain-Sol. On Ruelle's probability cascades and an abstract cavity method. Comm. Math. Phys. 197 (1998), 247--276. MR1652734 (99k:60244)
  7. Chatterjee, Sourav; Pal, Soumik. A phase transition behavior for Brownian motions interacting through their ranks. preprint (2008). arXiv:0706.3558
  8. Contucci, Pierluigi; Giardina, Cristian. The Ghirlanda-Guerra identities. J. Stat. Phys. 126 (2007), 917--931. MR2311890 (2008j:82024)
  9. Ghirlanda, Stefano; Guerra, Francesco. General properties of overlap probability distributions in disordered spin systems. Towards Parisi ultrametricity. J. Phys. A 31 (1998), 9149--9155. MR1662161 (99h:82045)
  10. Mezard, Marc; Parisi, Giorgio; Virasoro, Miguel Angel. Spin glass theory and beyond. World Scientific Lecture Notes in Physics, 9. World Scientific Publishing, Teaneck, NJ, 1987. xiv+461 pp. ISBN: 9971-50-115-5v MR1026102 (91k:82066)
  11. Miller, Jason. Quasi-stationary Random Overlap Structures and the Continuous Cascades. preprint (2008). arXiv:0806.1915
  12. Pal, Soumik; Pitman, Jim. One-dimensional Brownian particle systems with rank dependent drifts. to appear in Ann. Appl. Probab. (2007). arXiv:0704.0957
  13. Ruelle, David. A mathematical reformulation of Derrida's REM and GREM. Comm. Math. Phys. 108 (1987), 225--239. MR0875300 (88b:82016)
  14. Ruzmaikina, Anastasia; Aizenman, Michael. Characterization of invariant measures at the leading edge for competing particle systems. Ann. Probab. 33 (2005), no. 1, 82--113. MR2118860 (2005j:60105)
  15. Talagrand, Michel. Spin glasses: a challenge for mathematicians. Results in Mathematics and Related Areas. 3rd Series. A Series of Modern Surveys in Mathematics, 46. Springer-Verlag, Berlin, 2003. x+586 pp. ISBN: 3-540-00356-8 MR1993891 (2005m:82074)
















Research
Support Tool
Capture Cite
View Metadata
Printer Friendly
Context
Author Address
Action
Email Author
Email Others


Home | Contents | Submissions, editors, etc. | Login | Search | ECP

Electronic Journal of Probability. ISSN: 1083-6489