POISSON-DIRICHLET STATISTICS FOR THE EXTREMES OF A LOG-CORRELATED GAUSSIAN FIELD

• 成果类型: Article
• 署名作者: Arguin, Louis-Pierre; Zindy, Olivier
• 署名单位: Universite de Montreal; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Paris Cite; Sorbonne Universite
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/13-AAP952
• 发表日期: 2014
• 页码: 1446-1481
• 关键词: random energy-model; ghirlanda-guerra identities; nonhierarchical version; ultrametricity; hierarchies; maximum

摘要

We study the statistics of the extremes of a discrete Gaussian field with logarithmic correlations at the level of the Gibbs measure. The model is defined on the periodic interval [0, 1], and its correlation structure is nonhierarchical. It is based on a model introduced by Bacry and Muzy [Comm. Math. Phys. 236 (2003) 449-475] (see also Barral and Mandelbrot [Probab. Theory Related Fields 124 (2002) 409-430]), and is similar to the logarithmic Random Energy Model studied by Carpentier and Le Doussal [Phys. Rev. E (3) 63 (2001) 026110] and more recently by Fyodorov and Bouchaud [J. Phys. A 41 (2008) 372001]. At low temperature, it is shown that the normalized co-variance of two points sampled from the Gibbs measure is either 0 or 1. This is used to prove that the joint distribution of the Gibbs weights converges in a suitable sense to that of a Poisson-Dirichlet variable. In particular, this proves a conjecture of Carpentier and Le Doussal that the statistics of the extremes of the log-correlated field behave as those of i.i.d. Gaussian variables and of branching Brownian motion at the level of the Gibbs measure. The method of proof is robust and is adaptable to other log-correlated Gaussian fields.