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Un-inverting the Parisi formula (2308.10715v2)
Published 21 Aug 2023 in math.PR and cond-mat.dis-nn
Abstract: The free energy of any system can be written as the supremum of a functional involving an energy term and an entropy term. Surprisingly, the limit free energy of mean-field spin glasses is expressed as an infimum instead, a phenomenon sometimes called an inverted variational principle. Using a stochastic-control representation of the Parisi functional and convex duality arguments, we rewrite this limit free energy as a supremum over martingales in a Wiener space.