Parisi's formula is a Hamilton-Jacobi equation in Wasserstein space
Résumé
Parisi's formula is a self-contained description of the infinite-volume limit of the free energy of mean-field spin glass models. We show that this quantity can be recast as the solution of a Hamilton-Jacobi equation in the Wasserstein space of probability measures on the positive half-line.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)