English

Poisson-Dirichlet statistics for the extremes of a log-correlated Gaussian field

Probability 2014-05-19 v2 Disordered Systems and Neural Networks

Abstract

We study the statistics of the extremes of a discrete Gaussian field with logarithmic correlations at the level of the Gibbs measure. The model is defined on the periodic interval [0,1][0,1], and its correlation structure is nonhierarchical. It is based on a model introduced by Bacry and Muzy [Comm. Math. Phys. 236 (2003) 449-475] (see also Barral and Mandelbrot [Probab. Theory Related Fields 124 (2002) 409-430]), and is similar to the logarithmic Random Energy Model studied by Carpentier and Le Doussal [Phys. Rev. E (3) 63 (2001) 026110] and more recently by Fyodorov and Bouchaud [J. Phys. A 41 (2008) 372001]. At low temperature, it is shown that the normalized covariance of two points sampled from the Gibbs measure is either 00 or 11. This is used to prove that the joint distribution of the Gibbs weights converges in a suitable sense to that of a Poisson-Dirichlet variable. In particular, this proves a conjecture of Carpentier and Le Doussal that the statistics of the extremes of the log-correlated field behave as those of i.i.d. Gaussian variables and of branching Brownian motion at the level of the Gibbs measure. The method of proof is robust and is adaptable to other log-correlated Gaussian fields.

Keywords

Cite

@article{arxiv.1203.4216,
  title  = {Poisson-Dirichlet statistics for the extremes of a log-correlated Gaussian field},
  author = {Louis-Pierre Arguin and Olivier Zindy},
  journal= {arXiv preprint arXiv:1203.4216},
  year   = {2014}
}

Comments

Published in at http://dx.doi.org/10.1214/13-AAP952 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)