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arXivProbabilityarXiv:2607.10102

Dynamical mean-field limit and replica-symmetric free energy for the orthogonally-invariant SK model

The paper tackles a fundamental question in statistical physics: how do large collections of interacting particles or spins behave when the interactions between them have a special kind of rotational symmetry? Specifically, the interactions are encoded in a matrix whose random directions are spread uniformly across all possible orientations, a property called orthogonal invariance. The key novelty is that this is more general than the classical Sherrington-Kirkpatrick (SK) model from spin glass theory, where interactions are purely random Gaussian. Here the interaction matrix can have any spectrum of eigenvalues, as long as its eigenvectors have that uniform rotational symmetry. The authors derive what is called a mean-field limit: as the number of particles grows large, the complicated many-body problem collapses to a single effective particle evolving under a generalized Langevin equation, which is a stochastic differential equation with memory and correlated noise. The precise form of that memory and noise is dictated by algebraic objects called free cumulants, which come from the mathematical field of free probability and capture how the eigenvalues of the interaction matrix are distributed.

Why does this matter? The SK spin glass is a cornerstone model in both physics and mathematics, used to understand disordered systems ranging from magnetic materials to neural networks and optimization algorithms. The classical analysis of its dynamics relied heavily on the specific Gaussian structure of the interactions. By extending the framework to orthogonally invariant matrices, the authors show that a much broader class of models shares the same qualitative behavior, governed by the spectral properties of the interaction matrix rather than its fine-grained random structure. This is a form of universality, meaning the macroscopic physics does not care about microscopic details beyond the eigenvalue distribution.

The paper then uses the dynamical analysis to compute the free energy, a quantity that in physics encodes the equilibrium thermodynamic properties of the system such as magnetization and susceptibility. Under a high-temperature condition, meaning the interactions are not too strong, the authors rigorously prove that the free energy converges to what physicists call the replica-symmetric prediction, a formula derived decades ago using non-rigorous methods. For an Ising model, this high-temperature condition amounts to requiring that the largest eigenvalue of the interaction matrix stays below one half. Remarkably, the authors also show their results extend to deterministic interaction matrices that satisfy certain delocalization conditions, meaning the results are not just about random disorder but apply to a wide class of structured problems, with potential implications for machine learning and algorithm analysis.

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