Emanuele Mingione

We investigate multiscale Gibbs measures from a variational and probabilistic viewpoint, focusing on the structural asymmetry among conditional entropies that characterizes their construction. We show how this asymmetry emerges both from variational principles with entropic constraints and from stochastic processes with reinforcement. We thus introduce the reinforced multinomial process and prove a large-deviation principle for its empirical histogram. The associated rate function reproduces precisely the entropy imbalance defining multiscale measures, thereby providing a genuine probabilistic mechanism for their emergence. The reinforced multinomial process thus offers a simple and rigorous stochastic foundation for multiscale Gibbs structures.

We study the thermodynamic properties of the generalized non-convex multispecies Curie–Weiss model, where interactions among different types of particles (forming the species) are encoded in a generic matrix. For spins with a generic prior distribution, we compute the thermodynamic limit of the generating functional for the moments of the Boltzmann–Gibbs measure using simple interpolation techniques. For Ising spins, we further analyze the fluctuations of the magnetization in the thermodynamic limit under the Boltzmann–Gibbs measure. It is shown that a central limit theorem (CLT) holds for a rescaled and centered vector of species magnetizations, which converges to either a centered or non-centered multivariate normal distribution, depending on the rate of convergence of the relative sizes of the species.

We study the thermodynamic properties of the generalized non-convex multispecies Curie-Weiss model, where interactions among different types of particles (forming the species) are encoded in a generic matrix. For spins with a generic prior distribution, we compute the pressure in the thermodynamic limit using simple interpolation techniques. For Ising spins, we further analyze the fluctuations of the magnetization in the thermodynamic limit under the Boltzmann-Gibbs measure. It is shown that a central limit theorem holds for a rescaled and centered vector of species magnetizations, which converges to either a centered or non-centered multivariate normal distribution, depending on the rate of convergence of the relative sizes of the species.

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.

We show that a statistical mechanics model where both the Sherringhton–Kirkpatrick and Hopfield Hamiltonians appear, which is equivalent to a high-dimensional mismatched inference problem, is described by a replica symmetry-breaking Parisi solution.

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.

The Wigner spiked model in a mismatched setting is studied with the finite temperature Statistical Mechanics approach through its representation as a Sherrington-Kirkpatrick model with added Mattis interaction. The exact solution of the model with Ising spins is rigorously proved to be given by a variational principle on two order parameters, the Parisi overlap distribution and the Mattis magnetization. The latter is identified by an ordinary variational principle and turns out to concentrate in the thermodynamic limit. The solution leads to the computation of the Mean Square Error of the mismatched reconstruction. The Gaussian signal distribution case is investigated and the corresponding phase diagram is identified.

We develop further the study of a system in contact with a multibath having different temperatures at widely separated timescales. We consider those systems that do not thermalize in finite times when in contact with an ordinary bath but may do so in contact with a multibath. Thermodynamic integration is possible, thus allowing one to recover the stationary distribution on the basis of measurements performed in a `multi-reversible' transformation. We show that following such a protocol the system is at each step described by a generalization of the Boltzmann-Gibbs distribution, that has been studied in the past. Guerra's bound interpolation scheme for spin-glasses is closely related to this: by translating it into a dynamical setting, we show how it may actually be implemented in practice. The phase diagram plane of temperature vs ``number of replicas", long studied in spin- glasses, in our approach becomes simply that of the two temperatures the system is in contact with. We suggest that this representation may be used to directly compare phenomenological and mean-field inspired models. Finally, we show how an approximate out of equilibrium probability distribution may be inferred experimentally on the basis of measurements along an almost reversible transformation.

In this paper we study the equilibrium statistical mechanical as well as the dynamical properties of a Sherrington–Kirkpatrick model in a multi-bath setting introduced in Cugliandolo and Kurchan (1999 Physica A 263 242–51). We show that the free energy per particle in the thermodynamical limit obeys a variational principle of Parisi type. The relation between the resulting order parameters is discussed.