Multifractality and freezing phenomena in random energy landscapes: An introduction

Yan V. Fyodorov

Physica A: Statistical Mechanics and its Applications, 2010, vol. 389, issue 20, 4229-4254

Abstract: We start our lectures with introducing and discussing the general notion of multifractality spectrum for random measures on lattices, and how it can be probed using moments of that measure. Then we show that the Boltzmann–Gibbs probability distributions generated by logarithmically correlated random potentials provide a simple yet non-trivial example of disorder-induced multifractal measures. The typical values of the multifractality exponents can be extracted from calculating the free energy of the associated Statistical Mechanics problem. To succeed in such a calculation we introduce and discuss in some detail two analytically tractable models for logarithmically correlated potentials. The first model uses a special definition of distances between points in space and is based on the idea of multiplicative cascades which originated in theory of turbulent motion. It is essentially equivalent to statistical mechanics of directed polymers on disordered trees studied long ago by Derrida and Spohn (1988) in Ref. [12]. In this way we introduce the notion of the freezing transition which is identified with an abrupt change in the multifractality spectrum. Second model which allows for explicit analytical evaluation of the free energy is the infinite-dimensional version of the problem which can be solved by employing the replica trick. In particular, the latter version allows one to identify the freezing phenomenon with a mechanism of the replica symmetry breaking (RSB) and to elucidate its physical meaning. The corresponding one-step RSB solution turns out to be marginally stable everywhere in the low-temperature phase. We finish with a short discussion of recent developments and extensions of models with logarithmic correlations, in particular in the context of extreme value statistics. The first appendix summarizes the standard elementary information about Gaussian integrals and related subjects, and introduces the notion of the Gaussian free field characterized by logarithmic correlations. Three other appendices provide the detailed exposition of a few technical details underlying the replica analysis of the model discussed in the lectures.

Keywords: Multifractality; Freezing; Random energy model; Replica symmetry breaking; Gaussian free field (search for similar items in EconPapers)
Date: 2010
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:389:y:2010:i:20:p:4229-4254

DOI: 10.1016/j.physa.2010.01.020

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