Correlated adaptation of agents in a simple market: a statistical physics perspective
Quantitative Finance Taylor & Francis 1:2 (2001) 246-253
Absence of replica symmetry breaking in a region of the phase diagram of the Ising spin glass
AIP CONF PROC 553 (2001) 67-72
Abstract:
We prove that the distribution functions of magnetization and spin glass order parameter coincide on the Nishimori line in the phase diagram of the +/-J Ising model in any dimension. This implies absence of replica symmetry breaking because the distribution function of magnetization consists only of two delta functions, suggesting the same simple structure for the distribution of the spin glass order parameter. It then follows that the mixed (glassy) phase, where ferromagnetic order coexists with a complex phase space structure, should lie below the Nishimori line if it exists at all. We also argue that the AT line that marks the onset of RSB with a continous distribution of the spin glass order parameter (again, if it exists) would start with an infinite slope from the multicritical point where paramagnetic, ferromagnetic and spin glass phases merge.Comment on 'Replica analysis of the p-spin interaction Ising spin-glass model'
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL 34:6 (2001) 1219-1222
Multispin Ising spin glasses with ferromagnetic interactions
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL 34:14 (2001) 2949-2964
Statistical physics of adaptive correlation of agents in a market
AIP CONF PROC 553 (2001) 95-100