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arXiv:1906.08471 [math.PR]AbstractReferencesReviewsResources

Parisi's formula is a Hamilton-Jacobi equation in Wasserstein space

Jean-Christophe Mourrat

Published 2019-06-20Version 1

Parisi's formula is a self-contained description of the infinite-volume limit of the free energy of mean-field spin glass models. We show that this quantity can be recast as the solution of a Hamilton-Jacobi equation in the Wasserstein space of probability measures on the positive half-line.

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