Local Weak Limits for Equilibrium and Risk in Economic Networks
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PAPER / ARXIV:2609.07446
Yu Cheng , Song-Hao Liu , Qi-Man Shao , Jing-Yu Xu
RESUMO
We establish free-energy fluctuation limits for the Ising Sherrington--Kirkpatrick model in the nonzero parts of its critical window. For fixed $b\ne0$ and $\beta_N=1+bN^{-1/3}\sqrt{\log N}$, our main Gaussian orthogonal ensemble (GOE) result is \[ \sqrt{\frac6{\log N}}\left(F_{N,\beta_N}-N\,\mathrm{FE}(\beta_N)+\frac{\log N}{12}\right)\xrightarrow{d}G+\sqrt{\frac32}\,b_+TW_1, \] where $G$ is standard Gaussian, $TW_1$ has the real Tracy--Widom law, and $G$ is independent of $TW_1$, and $\mathrm{FE}$ denotes the limit of spherical Sherrington--Kirkpatrick free-energy. Additionally, we show that in a moderately supercritical regime \[ \frac{2}{N^{1/3}(\beta_N-1)}\left(F_{N,\beta_N}-N\,\mathrm{FE}(\beta_N)+\frac{\log N}{12}\right)\xrightarrow{d}TW_1. \] We also show that the above results remains valid for independent, not necessarily identically distributed, disorder matrices whose first three moments match the Gaussian law and whose fourth moments satisfy an averaged bound.
NO MESMO MAPA
Resumo indisponível. Consulte o paper original.
Resumo indisponível. Consulte o paper original.
Resumo indisponível. Consulte o paper original.