Parisi's formula is recast as the solution of a Hamilton-Jacobi equation in the Wasserstein space of probability measures on the positive half-line.
Guerra's interpolation using Derrida-Ruelle cascades
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abstract
New results about Poisson-Dirichlet point processes and Derrida-Ruelle cascades allow us to express Guerra's interpolation entirely in the language of Derrida-Ruelle cascades and to streamline Guerra's computations. Moreover, our approach clarifies the nature of the error terms along the interpolation.
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math.PR 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
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Parisi's formula is a Hamilton-Jacobi equation in Wasserstein space
Parisi's formula is recast as the solution of a Hamilton-Jacobi equation in the Wasserstein space of probability measures on the positive half-line.