Displaying similar documents to “A stochastic control problem.”

Cavity method in the spherical SK model

Dmitry Panchenko (2009)

Annales de l'I.H.P. Probabilités et statistiques

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We develop a cavity method for the spherical Sherrington–Kirkpatrick model at high temperature and small external field. As one application we compute the limit of the covariance matrix for fluctuations of the overlap and magnetization.