English

Distribution of levels in high-dimensional random landscapes

Probability 2012-03-08 v2

Abstract

We prove empirical central limit theorems for the distribution of levels of various random fields defined on high-dimensional discrete structures as the dimension of the structure goes to \infty. The random fields considered include costs of assignments, weights of Hamiltonian cycles and spanning trees, energies of directed polymers, locations of particles in the branching random walk, as well as energies in the Sherrington--Kirkpatrick and Edwards--Anderson models. The distribution of levels in all models listed above is shown to be essentially the same as in a stationary Gaussian process with regularly varying nonsummable covariance function. This type of behavior is different from the Brownian bridge-type limit known for independent or stationary weakly dependent sequences of random variables.

Keywords

Cite

@article{arxiv.1005.3207,
  title  = {Distribution of levels in high-dimensional random landscapes},
  author = {Zakhar Kabluchko},
  journal= {arXiv preprint arXiv:1005.3207},
  year   = {2012}
}

Comments

Published in at http://dx.doi.org/10.1214/11-AAP772 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)