Partial results on the convexity of the Parisi functional with PDE approach

preprint2013arXivOpen access

Abstract

We investigate the convexity problem for the Parisi functional defined on the space of the so-called functional ordered parameters in the Sherrington-Kirkpatrick model. In the recent work of Panchenko [3], he proved that this functional is convex along one-sided directions with a probabilistic method. In this paper, we will study this problem with a PDE approach that simplifies his original proof and presents more general results.

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