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Freezing and extreme-value statistics in a random energy model with logarithmically correlated potential

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Yan V Fyodorov1 and Jean-Philippe Bouchaud2

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We investigate some implications of the freezing scenario proposed by Carpentier and Le Doussal (CLD) for a random energy model (REM) with logarithmically correlated random potential. We introduce a particular (circular) variant of the model, and show that the integer moments of the partition function in the high-temperature phase are given by the well-known Dyson Coulomb gas integrals. The CLD freezing scenario allows one to use those moments for extracting the distribution of the free energy in both high- and low-temperature phases. In particular, it yields the full distribution of the minimal value in the potential sequence. This provides an explicit new class of extreme-value statistics for strongly correlated variables, manifestly different from the standard Gumbel class.


PACS

05.70.Ce Thermodynamic functions and equations of state

02.30.Uu Integral transforms

05.40.Fb Random walks and Levy flights

02.50.Cw Probability theory

MSC

82B30 Statistical thermodynamics (See also 80-XX)

60K35 Interacting random processes; statistical mechanics type models; percolation theory (See also 82B43, 82C43)

44A10 Laplace transform

Subjects

Mathematical physics

Computational physics

Statistical physics and nonlinear systems

Dates

Issue 37 (19 September 2008)

Received 28 May 2008, in final form 19 July 2008

Published 7 August 2008



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