Central limit theorem for the overlaps on the Nishimori line
Francesco Camilli, Pierluigi Contucci, Emanuele Mingione

TL;DR
This paper proves that the joint distribution of rescaled overlaps in the Nishimori line of the Sherrington-Kirkpatrick model converges to a Gaussian vector, extending understanding of overlap behavior in spin glasses.
Contribution
It establishes a central limit theorem for the joint distribution of overlaps on the Nishimori line, a significant advancement in spin glass theory.
Findings
Joint distribution of overlaps converges to Gaussian
Overlap distribution is self-averaging for large volumes
Provides a CLT for rescaled overlaps
Abstract
The overlap distribution of the Sherrington-Kirkpatrick model on the Nishimori line has been proved to be self averaging for large volumes. Here we study the joint distribution of the rescaled overlaps around their common mean and prove that it converges to a Gaussian vector.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Financial Risk and Volatility Modeling
