Abstract
We consider Metropolis dynamics of the Random Energy Model. We prove that the classical two-time correlation function that allows one to establish aging converges almost surely to the arcsine law distribution function, as predicted in the physics literature, in the optimal domain of the time-scale and temperature parameters where this result can be expected to hold. To do this we link the two-time correlation function to a certain continuous-time clock process which, after proper rescaling, is proven to converge to a stable subordinator almost surely in the random environment and in the fine \(J_1\)-topology of Skorohod. This fine topology then enables us to deduce from the arcsine law for stable subordinators the asymptotic behavior of the two-time correlation function that characterizes aging.
Similar content being viewed by others
References
Aldous, D.J., Brown, M.: Inequalities for rare events in time-reversible Markov chains. I. In: Shaked, M., Tong, Y.L. (eds.) Stochastic Inequalities (Seattle, WA, 1991). IMS Lecture Notes Monogr. Ser., vol. 22, pp. 1–16. Inst. Math. Statist., Hayward (1992)
Ben Arous, G., Bovier, A., Černý, J., Černý, J.: Universality of the REM for dynamics of mean-field spin glasses. Commun. Math. Phys. 282(3), 663–695 (2008)
Ben Arous, G., Bovier, A., Gayrard, V., Gayrard, V.: Aging in the random energy model. Phys. Rev. Lett. 88(8), 087201 (2002)
Ben Arous, G., Bovier, A., Gayrard, V., Gayrard, V.: Glauber dynamics of the random energy model. I. Metastable motion on the extreme states. Commun. Math. Phys. 235(3), 379–425 (2003)
Ben Arous, G., Bovier, A., Gayrard, V., Gayrard, V.: Glauber dynamics of the random energy model. II. Aging below the critical temperature. Commun. Math. Phys. 236(1), 1–54 (2003)
Ben Arous, G., Černý, J.: The arcsine law as a universal aging scheme for trap models. Commun. Pure Appl. Math. 61(3), 289–329 (2008)
Ben Arous, G., Gün, O.: Universality and extremal aging for dynamics of spin glasses on subexponential time scales. Commun. Pure Appl. Math. 65(1), 77–127 (2012)
Bezerra, S.C., Fontes, L.R.G., Gava, R.J., Gayrard, V., Mathieu, P.: Scaling limits and aging for asymmetric trap models on the complete graph and \(K\) processes. ALEA Lat. Am. J Probab. Math. Stat. 9(2), 303–321 (2012)
Bouchaud, J.-P., Dean, D.S.: Aging on Parisi’s tree. J. Phys. I (Fr.) 5, 265 (1995)
Bovier, A., Eckhoff, M., Gayrard, V., Klein, M.: Metastability in stochastic dynamics of disordered mean-field models. Probab. Theory Relat. F. 119(1), 99–161 (2001)
Bovier, A., Eckhoff, M., Gayrard, V., Klein, M.: Metastability and low lying spectra in reversible Markov chains. Commun. Math. Phys. 228(2), 219–255 (2002)
Bovier, A., Gayrard, V.: Convergence of clock processes in random environments and ageing in the \(p\)-spin SK model. Ann. Probab. 41(2), 817–847 (2013)
Bovier, A., Gayrard, V., Švejda, A.: Convergence to extremal processes in random environments and extremal ageing in SK models. Probab. Theory Relat. F. 157(1–2), 251–283 (2013)
Černý, J., Wassmer, T.: Aging of the Metropolis dynamics on the random energy model. Probab. Theory Relat. F. 167(1–2), 253–303 (2017)
Derrida, B.: Random-energy model: limit of a family of disordered models. Phys. Rev. Lett. 45(2), 79–82 (1980)
Derrida, B.: A generalization of the random energy model which includes correlations between energies. J. Phys. Lett. 46, 401–407 (1985)
Diaconis, P., Stroock, D.: Geometric bounds for eigenvalues of Markov chains. Ann. Appl. Probab. 1(1), 36–61 (1991)
Duplantier, B., Halsey, T. C., Rivasseau, V., (eds.) Glasses and Grains, Papers from the 13th Poincaré Seminar held in Paris, November 21, 2009. Progress in Mathematical Physics, vol. 61. Birkhäuser/Springer Basel AG, Basel (2011)
Durrett, R., Resnick, S.I.: Functional limit theorems for dependent variables. Ann. Probab. 6(5), 829–846 (1978)
Fontes, L.R.G., Isopi, M., Kohayakawa, Y., Picco, P.: The spectral gap of the REM under Metropolis dynamics. Ann. Appl. Probab. 8(3), 917–943 (1998)
Fontes, L.R.G., Mathieu, P.: On the dynamics of trap models in \({\mathbb{Z}}^d\). Proc. Lond. Math. Soc. (3) 108(6), 1562–1592 (2014)
Gayrard, V.: Aging in reversible dynamics of disordered systems. II. Emergence of the arcsine law in the random hopping time dynamics of the REM. Preprint (2010). arXiv:1008.3849
Gayrard, V.: Convergence of clock process in random environments and aging in Bouchaud’s asymmetric trap model on the complete graph. Electron. J. Probab 17(58), 33 (2012)
Gayrard, V.: Convergence of clock processes and aging in Metropolis dynamics of a truncated REM. Annales Henri Poincaré 17(3), 537–614 (2015)
Gayrard, V., Švejda, A.: Convergence of clock processes on infinite graphs and aging in Bouchaud’s asymmetric trap model on \(\mathbb{Z}^d\). ALEA. Lat. Am. J Probab. Math. Stat. 11(2), 781–822 (2015)
Junier, I., Kurchan, J.: Microscopic realizations of the trap model. J. Phys. A Math. Gen. 37(13), 3945 (2004)
Keilson, J.: Markov chain models—rarity and exponentiality. Applied Mathematical Sciences, vol. 28. Springer, New York, Berlin (1979)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Gayrard, V. Aging in Metropolis dynamics of the REM: a proof. Probab. Theory Relat. Fields 174, 501–551 (2019). https://doi.org/10.1007/s00440-018-0873-6
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00440-018-0873-6