Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Derrida's Generalized Random Energy models 3: Models with continuous hierarchies.


Code(s) de Classification MSC:

Résumé: This is the third of a series of three papers in which we present a rigorous analysis of Derrida's Generalized Random Energy Models (GREM). Here we study the general case of models with a ``continuum of hierarchies''. We prove the convergence of the free energy and give explicate formulas for the free energy and the two-replica distribution function. Then we introduce the empirical distance distribution to describe effectively the Gibbs measures. We show that its limit is uniquely determined via the Ghirlanda-Guerra identities up to the mean of the replica distribution function. Finally, we show that suitable discretizations of the limiting random measure can be described by the same objects in suitably constructed GREM's.

Mots Clés: Gaussian processes ; generalized random energy model ; continuous hierarchies ; spin glasses ; Poisson cascades ; probability cascades ; Ghirlanda-Guerra identities

Date: 2002-05-17

Prépublication numéro: PMA-729

Pdf file : PMA-729.pdf