Spin glass to paramagnetic transition in Spherical Sherrington-Kirkpatrick model with ferromagnetic interaction

This paper studies fluctuations of the free energy of the Spherical Sherrington-Kirkpatrick model with ferromagnetic Curie-Weiss interaction with coupling constant J ∈ [0, 1) and inverse temperature β. We consider the critical temperature regime β = 1 + bN−1/3 √ log N , b ∈ R. For b ≤ 0, the limiting distribution of the free energy is Gaussian. As b increases from 0 to ∞, we describe the transition of the limiting distribution from Gaussian to Tracy-Widom.

[1]  A. Onatski Detection of weak signals in high-dimensional complex-valued data , 2012, 1207.7098.

[2]  Estelle L. Basor,et al.  Determinants of Airy Operators and Applications to Random Matrices , 1999 .

[3]  P. Forrester,et al.  Interrelationships between orthogonal, unitary and symplectic matrix ensembles , 1999, solv-int/9907008.

[4]  S. Péché,et al.  Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices , 2004, math/0403022.

[5]  Gábor Lugosi,et al.  Concentration Inequalities - A Nonasymptotic Theory of Independence , 2013, Concentration Inequalities.

[6]  S. Péché The largest eigenvalue of small rank perturbations of Hermitian random matrices , 2004, math/0411487.

[7]  Elliot Paquette,et al.  Strong approximation of Gaussian $\beta$-ensemble characteristic polynomials: the edge regime and the stochastic Airy function , 2020, 2009.05003.

[8]  I. Johnstone,et al.  An edge CLT for the log determinant of Gaussian ensembles. , 2020 .

[9]  I. Johnstone On the distribution of the largest eigenvalue in principal components analysis , 2001 .

[10]  Alex Bloemendal,et al.  Limits of spiked random matrices I , 2010, Probability Theory and Related Fields.

[11]  J. Baik,et al.  Fluctuations of the Free Energy of the Spherical Sherrington–Kirkpatrick Model , 2015, Journal of Statistical Physics.

[12]  Alan Edelman,et al.  Random Matrix Theory and Its Innovative Applications , 2013 .

[13]  Teodoro Collin RANDOM MATRIX THEORY , 2016 .

[14]  D. Féral,et al.  The Largest Eigenvalue of Rank One Deformation of Large Wigner Matrices , 2006, math/0605624.

[15]  Folkmar Bornemann,et al.  On the Numerical Evaluation of Distributions in Random Matrix Theory: A Review , 2009, 0904.1581.

[16]  T. Tao,et al.  A central limit theorem for the determinant of a Wigner matrix , 2011, 1111.6300.

[17]  M. Talagrand,et al.  On the overlap in the multiple spherical SK models , 2006, math/0604082.

[18]  Momar Dieng,et al.  Distribution functions for edge eigenvalues in orthogonal and symplectic ensembles: Painlevé representations , 2005 .

[19]  B. Landon Free energy fluctuations of the two-spin spherical SK model at critical temperature , 2020, Journal of Mathematical Physics.

[20]  Jonas Gustavsson Gaussian fluctuations of eigenvalues in the GUE , 2004 .

[21]  F. Olver Asymptotics and Special Functions , 1974 .

[22]  Friedrich Götze,et al.  The rate of convergence for spectra of GUE and LUE matrix ensembles , 2005 .

[23]  Mylene Maida,et al.  Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles , 2006, math/0609738.

[24]  J. Baik,et al.  Fluctuations of the Free Energy of the Spherical Sherrington–Kirkpatrick Model with Ferromagnetic Interaction , 2016, Annales Henri Poincaré.

[25]  J. Baik,et al.  Ferromagnetic to Paramagnetic Transition in Spherical Spin Glass , 2018, Journal of Statistical Physics.

[26]  C. Tracy,et al.  Mathematical Physics © Springer-Verlag 1996 On Orthogonal and Symplectic Matrix Ensembles , 1995 .

[27]  C. Tracy,et al.  Introduction to Random Matrices , 1992, hep-th/9210073.

[28]  D. Thouless,et al.  Spherical Model of a Spin-Glass , 1976 .

[29]  I. Johnstone,et al.  Testing in high-dimensional spiked models , 2015, The Annals of Statistics.

[30]  M. Talagrand Free energy of the spherical mean field model , 2006 .