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arxiv: 1906.08471 · v2 · submitted 2019-06-20 · 🧮 math.PR · cond-mat.dis-nn

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Parisi's formula is a Hamilton-Jacobi equation in Wasserstein space

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classification 🧮 math.PR cond-mat.dis-nn
keywords equationformulahamilton-jacobiparisispacewassersteindescriptionenergy
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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.

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