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# On the stochastic dynamics of disordered spin models

## 1 Introduction

There are several motivations to revisit the stochastic dynamics of spin models with and without disorder. Starting from a random initial condition, at low enough temperature, these models usually have a very slow evolution with several aspects in common with the one of real glassy systems. For instance, during coarsening the global auto-correlation functions of ferromagnetic Ising models on finite dimensional lattices  age in a rather similar way to the one observed in molecular dynamic simulations of Lennard-Jones mixtures , a typical glass former. The asymptotic linear response  to an external perturbation of these non-frustrated and non-disordered models is, however, different from the one measured in glasses. The non-trivial slow response observed numerically  and experimentally  is captured by modified spin models in which frustration and/or disorder are added . A standard example is the fully-connected disordered $`p`$ spin model in which all $`p`$-uplets of spins interact via random exchanges. The statics  and Langevin dynamics  of this mean-field model have been solved analytically in great detail and there is growing consensus in that this and related models yield a mean-field description of the structural glass transition and glassy dynamics.

More recently, the interest in studying similar disordered spin models on random graphs and random hyper-graphs (as opposed to the complete graph or hyper-graph) has grown. The reasons for this are multiple.

From the glassy point of view, the dilute disorder models “approach” the finite dimensional actual problem one would like to understand while still being mean-field. Due to the dilute nature of the interactions not all fluctuations are suppressed in the thermodynamic limit. In more technical terms, when the number of spins in the system diverges, the disordered average dynamics is not completely described by the two-time global auto-correlation and linear response but all kinds of many-time functions carry non-trivial information about the dynamic behavior of these systems. Since this will also happen in finite dimensional problems one might expect that the knowledge on the behavior of these higher-order correlations in the dilute problem be of help.

Dilute disordered spin models are highly non-trivial even in their paramagnetic high-temperature phase. As shown by Bray  these models have a Griffiths phase “generated” by the fluctuations in the connectivities of the vertices of the random (hyper) graph. A complete solution to the dynamics of one such model might help understanding the nature and properties of Griffiths phases. In particular, the existence or not of a Griffiths phase in quantum disordered finite-dimensional systems in contact with a quantum environment has been the subject of intense debate recently . The analytic solution of a quantum model even if defined on a random graph might be of help in this discussion.

Dilute disordered spin models yield also a representation of several problems of great interest in computer science . For instance, the dilute $`p`$ spin disordered ferromagnetic model represents the so-called xor-sat problem  and variations on the $`p`$ spin disordered spin-glass model describe the $`k`$-sat optimization problem . These models are usually attacked with numerical algorithms that do not correspond to a physical dynamics like the Glauber or Langevin ones . Having said this, it would be interesting and useful, also for these computational problems, to understand their evolution under physical dynamics.

Finally, in several problems of physical interest, as the gelation process, dilute random matrices play an important role . The methods and results here discussed will be relevant for these problems too.

This paper presents two independent results for the Langevin dynamics of spin systems. In the first part we derive several general relations between many-point correlations and linear responses that any system in equilibrium with a thermal bath must respect. These equations are derived using a general fluctuation principle. We then discuss how these relations might be modified in a system evolving slowly out of equilibrium as we know the above mentioned models do when the temperature of the environment is sufficiently low. In the second part of the paper we introduce a functional method to attack the Langevin dynamics of spin models defined on random graphs. We discuss how one recovers the well-known Schwinger-Dyson dynamic equations for the disordered averaged two-time correlations and linear responses in the fully-connected limit. We next explain a set of iterations that allow us to deal with the disordered averaged dynamics of the dilute problems in an approximated way. This part extends results briefly presented in .

We wish to stress here that since we expect self-averageness when an infinite system evolves out of equilibrium, a model with a typical realization of disorder should behave in the same way as the averaged result predicts. Still, we also know that the infinite size model will keep local fluctuations due to the sample-dependent fluctuations in the site connectivities and the random exchanges that will be lost when performing the disorder average.

The paper is organized as follows. In Section 2 we discuss the properties of many-time correlations in and out of equilibrium. We then argue on which are the modifications of these relations (applied to global functions) that are expected in a system that slowly evolves out of equilibrium. In Section 3 we give a precise definition of the models we are interested in and we introduce the functional method. Finally, we present our conclusions and directions for future work.

## 2 Many-point functions

A way to characterize the dynamics of a generic model is to determine the evolution of the many-point correlators and linear responses defined as

$`C(i_1,t_1,\mathrm{},i_k,t_k)`$ $`=`$ $`s_{i_1}(t_1)\mathrm{}s_{i_k}(t_k),`$ (1)
$`R(i_1,t_1,\mathrm{},i_{k1},t_{k1};i_k,t_k)`$ $`=`$ $`{\displaystyle \frac{\delta s_{i_1}(t_1)\mathrm{}s_{i_{k1}}(t_{k1})}{\delta h_{i_k}(t_k)}}|_{\stackrel{}{h}=0}`$ (2)
$`R(i_1,t_1,\mathrm{},i_{k2},t_{k2};i_{k1},t_{k1},i_k,t_k)`$ $`=`$ $`{\displaystyle \frac{\delta ^2s_{i_1}(t_1)\mathrm{}s_{i_{k2}}(t_{k2})}{\delta h_{i_{k1}}(t_{k1})\delta h_{i_k}(t_k)}}|_{\stackrel{}{h}=0}`$ (3)
etc. The angular brackets denote an average over different realizations of the dynamics. For a Langevin process as the one in Eq. (6) this simply indicates an average over thermal noise realizations. The response in Eq. (2) corresponds to a case in which the magnetic field $`h_{i_k}(t_k)`$ couples linearly and instantaneously to the $`i_k`$-th spin modifying the Hamiltonian at time $`t_k`$ in such a way that $`HHh_{i_k}(t_k)s_{i_k}`$. Equation (3) defines the response of the observable made of a product of $`k2`$ spins to kicks applied linearly to two spins $`i_{k1}`$ and $`i_k`$ at the instants $`t_{k1}`$ and $`t_k`$, respectively. One can easily generalize this definition to any number of kicks. Note that we do not assume any special ordering of times and that the kicked and responsive spins can be the same.

When studying models with quenched disorder, as the ones introduced in Section 3, one is usually interested in their disorder-averaged behavior. Hence one further averages these expressions over the probability distribution of disorder and indicates this calculation by embracing the right-hand-sides with square brackets. Since under the disorder average cross-terms involving different spins typically vanish, one usually focuses on the “global” correlations and responses. In particular, the two-time ones are defined as

$`C(t_1,t_2)`$ $``$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{i=1}{\overset{N}{}}}\left[s_i(t_1)s_i(t_2)\right]_J,`$ (4)
$`R(t_1,t_2)`$ $``$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \frac{\delta [s_i(t_1)]_J}{\delta h_i(t_2)}}|_{\stackrel{}{h}=0}.`$ (5)
### 2.1 Properties in equilibrium

In equilibrium the time-dependence of multi-point correlations and responses is constrained in several ways. These constraints are a consequence of the fact that the probability distribution of any configuration $`𝒞`$ of a thermostated system in equilibrium is given by the time-independent Gibbs-Boltzmann distribution $`P(𝒞)\mathrm{exp}(\beta H)`$, with $`\beta `$ the inverse temperature and $`H`$ the Hamiltonian, and that causality is expected to hold. (We set the Boltzmann constant $`k_B`$ to one henceforth.) Moreover, model-independent relations between correlations and responses can be established and are the expression of the so-called fluctuation-dissipation theorem (fdt).

These equilibrium properties have been worked out in detail for two-time functions and they are easy to derive using a variety of methods. In particular, for a Langevin process with white-noise one can exploit its connection to a Fokker-Planck equation, or one can use the super-symmetric version of the dynamic generating function using the symmetries of the action to constrain the properties of the observables (see, e.g.,  for a review). With both techniques one finds the following properties of two-time functions:

i. Time-translation invariance (tti), $`C(i_1,t_1,i_2,t_2)=\stackrel{~}{C}(i_1,i_2;t_1t_2)`$, for any two sites and any two-times.

ii. Causality, $`R(i_1,t_1;i_2,t_2)=0`$ if $`t_2>t_1`$.

iii. Fluctuation-dissipation theorem, $`\beta R(i_1,t_1;i_2,t_2)=_{t_2}C(i_1,t_1,i_2,t_2)`$, for $`t_1t_2`$.

iv. Reciprocity or Onsager relations, $`A(t)B(t^{})=A(t^{})B(t)`$, for any pair of observables $`A`$ and $`B`$ which are functions of the spins.

For fully-connected models in the thermodynamic limit one can easily prove that all many-point correlations decouple into products of two-time ones (if there is an applied magnetic field, a one-time quantity, the average spin also enters in the decomposition). Hence, these quantities have been the focus of most of the analytic (but also numeric and experimental) studies of glassy systems.

Here, we establish generic properties that multi-point correlations and responses must satisfy in equilibrium. We shall later discuss how these may be generalized for systems slowly evolving out of equilibrium. In order to prove these generic properties we use the Fokker-Planck representation of the Langevin equation. As special cases we recover the properties i-iv of two-time functions.

We focus on a stochastic dynamics of Langevin type in which each dynamic variable, $`s_j`$, evolves with

$$_ts_j(t)=\frac{\delta H}{\delta s_j(t)}+\xi _j(t).$$
(6)
$`\xi _j(t)`$ is a Gaussian thermal noise with zero mean and white-noise statistics:

$$\xi _j(t)\xi _k(t^{})=2T\delta _{jk}\delta (tt^{}),$$
(7)
with $`T`$ the temperature of the thermal bath in contact with the system. We have rescaled time in such a way that the friction coefficient is set to one. The time-dependent distribution function $`P(𝒞,t)=P(\stackrel{}{s},t)`$ evolves according to the Fokker-Planck equation:

$$\frac{}{t}P(\stackrel{}{s},t)=\underset{j}{}\frac{}{s_j}\left[\frac{\delta H}{\delta s_j(t)}P(\stackrel{}{s},t)+T\frac{}{s_j}P(\stackrel{}{s},t)\right].$$
(8)
In equilibrium this equation is solved by the Gibbs-Boltzmann distribution $`P_{\mathrm{eq}}(\stackrel{}{s})=Z^1e^{\beta H(\stackrel{}{s})}`$, with $`Z`$ the partition function. A very useful representation of this equation takes advantage of its similarity with the Schrödinger equation and associates the functions of the stochastic variables with states in quantum mechanics

$$f(\stackrel{}{s})|f,g|f=𝑑\stackrel{}{s}g(\stackrel{}{s})^{}f(\stackrel{}{s}),$$
(9)
and defines position and momentum operators

$`s_jf(\stackrel{}{s})\widehat{s}_j|f,i{\displaystyle \frac{}{s_j}}f(\stackrel{}{s})\widehat{p}_j|f,[\widehat{s}_j,\widehat{p}_k]=i\delta _{jk}.`$ (10)
Note that $`\widehat{s}_j^+=\widehat{s}_j`$ and $`\widehat{p}_j^+=\widehat{p}_j`$. Using this notation the Fokker Planck equation reads

$`{\displaystyle \frac{}{t}}|P(t)=H_{\mathrm{fp}}|P(t),|P(t)=e^{H_{\mathrm{fp}}t}|P(0),H_{\mathrm{fp}}={\displaystyle \underset{j}{}}\widehat{p}_j\left(iH_j(\stackrel{}{\widehat{s}})T\widehat{p}_j\right),`$
where $`H_j\delta H/\delta s_j`$. One also defines a projection state:

$$|f=d\stackrel{}{s}f(\stackrel{}{s})$$
(11)
and writes the equilibrium state as $`|P_{\mathrm{eq}}=Z^1e^{\beta H(\stackrel{}{\widehat{s}})}|`$. The matrix elements of $`\mathrm{exp}(H_{\mathrm{fp}}t)`$ are transition probabilities. Hence the correlation functions of the observables $`A_i`$ that are functions of the variables $`s_i`$ are expressed as

$$A_n(t_n)\mathrm{}A_1(t_1)=|\widehat{A}_ne^{H_{\mathrm{fp}}(t_nt_{n1})}\widehat{A}_{n1}\mathrm{}\widehat{A}_1e^{H_{\mathrm{fp}}t_1}|P(0),$$
(12)
with $`t_n>t_{n1}>\mathrm{}>t_1>0`$. $`\widehat{A}_i`$ is obtained from $`A_i`$ by replacing the variables with the corresponding operators. The linear response to a field coupled linearly to the spin corresponds to adding $`_jih_j\widehat{p}_j`$ to $`H_{\mathrm{fp}}`$. Thus $`\delta /\delta h_j(t)i\widehat{p}_j`$ in the sense that the effect of the applied field is represented by the insertion of $`i\widehat{p}_j`$ at time $`t`$ in a correlator.

Two useful properties also expected are time reversal symmetry

$$e^{\beta H(\stackrel{}{\widehat{s}})}H_{\mathrm{fp}}e^{\beta H(\stackrel{}{\widehat{s}})}=H_{\mathrm{fp}}^+,$$
(13)
that is due to detailed balance, and causality, that implies $`|\widehat{p}_i=0`$, so that the response of any correlator to a field applied after the observation times vanishes.

Let us now describe in detail the extensions of the properties i-iv to multi-time functions.

#### 2.1.1 Time translation invariance

The time-translational invariance of equilibrium correlation functions is transparent in this formalism. Consider Eq. (12) where all times are shifted by the same amount $`\mathrm{\Delta }t`$:

$$A_n(t_n+\mathrm{\Delta }t)\mathrm{}A_1(t_1+\mathrm{\Delta }t)=|\widehat{A}_ne^{H_{\mathrm{fp}}(t_nt_{n1})}\widehat{A}_{n1}\mathrm{}\widehat{A}_1e^{H_{\mathrm{fp}}(t_1+\mathrm{\Delta }t)}|P(0),$$
(14)
If the system is equilibrated at time $`t=0`$, $`|P(0)=|P_{\mathrm{eq}}`$ and by definition $`H_{\mathrm{fp}}|P_{\mathrm{eq}}=0`$ so that $`\mathrm{exp}(H_{\mathrm{fp}}\mathrm{\Delta }t)|P_{\mathrm{eq}}=|P_{\mathrm{eq}}`$. Hence the time-translational invariance of equilibrium correlation functions:

$$A_n(t_n+\mathrm{\Delta }t)\mathrm{}A_1(t_1+\mathrm{\Delta }t)=A_n(t_n)\mathrm{}A_1(t_1).$$
(15)
Clearly, for a two-time function one recovers property i.

#### 2.1.2 Generalized Onsager relations

These express the time reversal symmetry of equilibrium correlation functions. Consider $`t_n>t_{n1}>\mathrm{}>t_1=0`$ and, for simplicity, let us use the spins themselves as the observables. Then,

$`s_{j_n}(t_n)\mathrm{}s_{j_1}(0)`$ $`=`$ $`|\widehat{s}_{j_n}e^{H_{\mathrm{fp}}(t_nt_{n1})}\widehat{s}_{j_{n1}}\mathrm{}\widehat{s}_{i_2}e^{H_{\mathrm{fp}}t_2}\widehat{s}_{j_1}|P_{\mathrm{eq}}`$ (16)
$`=`$ $`P_{\mathrm{eq}}|\widehat{s}_{j_1}e^{H_{\mathrm{fp}}^+t_2}\widehat{s}_{j_2}\mathrm{}\widehat{s}_{j_{n1}}e^{H_{\mathrm{fp}}^+(t_nt_{n1})}\widehat{s}_{j_n}|.`$ (17)
Using $`P_{\mathrm{eq}}|=|\mathrm{exp}(\beta H)`$, $`|=\mathrm{exp}(\beta H)|P_{\mathrm{eq}}`$ and the relation (13), one obtains:

$`s_{j_n}(t_n)s_{j_{n1}}(t_{n1})\mathrm{}s_{j_2}(t_2)s_{j_1}(0)=`$
$`s_{j_1}(t_n)s_{j_2}(t_nt_2)\mathrm{}s_{j_{n1}}(t_nt_{n1})s_{j_n}(0).`$ (18)
The usual Onsager relation on two-point functions is a particular case and reads: $`s_j(t)s_k(0)=s_k(t)s_j(0)`$. For a three-time correlator one has $`s_l(t_2)s_k(t_1)s_j(t_2)`$$`=`$$`s_j(t_2)s_k(t_1)s_l(t_2)`$, for $`t_2>|t_1|`$. If $`l=j`$, with the two extreme times fixed, the correlation is an even function of $`t_1`$.

Similar relations can be derived for generic functions of the spins as long as they do not include, when expressed in the quantum mechanical language, the operator $`\widehat{p}`$. In the two-time case these reduce to property iv.

#### 2.1.3 fd relation on two-time functions

According to the previous definitions, the usual equilibrium linear response function reads:

$$R_{jk}(t)=\frac{\delta }{\delta h_k(0)}s_j(t)|_{h=0}=|\widehat{s}_je^{H_{\mathrm{fp}}t}(i\widehat{p}_k)|P_{\mathrm{eq}},$$
(19)
where we simplify again the presentation by considering the response of the simple observable given by a spin to a perturbation done on another spin. Generalizations to more complicated observables are straightforward.

On the other hand, the equilibrium correlation function and its time derivative are

$`C_{jk}(t)`$ $`=`$ $`s_j(t)s_k(0)=|\widehat{s}_je^{H_{\mathrm{fp}}t}\widehat{s}_k|P_{\mathrm{eq}},`$ (20)
$`{\displaystyle \frac{d}{dt}}C_{jk}(t)`$ $`=`$ $`|\widehat{s}_je^{H_{\mathrm{fp}}t}H_{\mathrm{fp}}\widehat{s}_k|P_{\mathrm{eq}}.`$ (21)
By definition of the equilibrium probability distribution, $`(Ti\widehat{p}_k+H_k(\widehat{\stackrel{}{s}}))|P_{\mathrm{eq}}=0k`$. Using this relation and the commutation properties of the operators, one obtains

$$H_{\mathrm{fp}}\widehat{s}_k|P_{eq}=Ti\widehat{p}_k|P_{\mathrm{eq}}$$
(22)
and thus recovers the usual fd relation in equilibrium:

$$R_{jk}(t)=\frac{1}{T}\frac{d}{dt}C_{jk}(t),t>0$$
(23)
#### 2.1.4 fd relation on 3 point functions

Response to a single kick

The first type of three point response function one has to investigate is the response of a two point correlator to a single kick. It is clear by causality that the response vanishes if the kick is posterior to the observation times. Two cases must then be distinguished:

* The perturbation is done prior to the two observation times. Let us choose $`t_2>t_1>t_0`$,

$$\frac{\delta }{\delta h_j(t_0)}s_k(t_1)s_l(t_2)=|\widehat{s}_le^{H_{\mathrm{fp}}(t_2t_1)}\widehat{s}_ke^{H_{\mathrm{fp}}(t_1t_0)}(i\widehat{p}_j)|P_{\mathrm{eq}}.$$
(24)
The three time correlator and its derivative with respect to the earlier time are:

$`s_j(t_0)s_k(t_1)s_l(t_2)`$ $`=`$ $`|\widehat{s}_le^{H_{\mathrm{fp}}(t_2t_1)}\widehat{s}_ke^{H_{\mathrm{fp}}(t_1t_0)}\widehat{s}_j|P_{\mathrm{eq}},`$ (25)
$`{\displaystyle \frac{}{t_0}}s_j(t_0)s_k(t_1)s_l(t_2)`$ $`=`$ $`|\widehat{s}_le^{H_{\mathrm{fp}}(t_2t_1)}\widehat{s}_ke^{H_{\mathrm{fp}}(t_1t_0)}H_{\mathrm{fp}}\widehat{s}_j|P_{\mathrm{eq}}.`$ (26)
Using (22), one obtains:

$$\frac{\delta }{\delta h_j(t_0)}s_k(t_1)s_l(t_2)=\frac{1}{T}\frac{}{t_0}s_j(t_0)s_k(t_1)s_l(t_2).$$
(27)
This relation is a natural generalization of the usual fdt.
* The perturbation time is in between the two observation times. For the sake of clarity let us denote the three times $`t_2>t_1>t_2`$. By time translational invariance, we do not loose any generality with this choice. Then,

$$\frac{\delta }{\delta h_k(t_1)}s_j(t_2)s_l(t_2)=|\widehat{s}_le^{H_{\mathrm{fp}}(t_2t_1)}(i\widehat{p}_k)e^{H_{\mathrm{fp}}(t_1+t_2)}\widehat{s}_j|P_{\mathrm{eq}}.$$
(28)
Considering the time-reversed (conjugated) expression, with $`j`$ and $`l`$ exchanged and $`t_1`$ reversed, and using the Baker-Campbell-Hausdorff formula $`e^{\beta H}`$$`\widehat{p}_k`$$`e^{\beta H}=\widehat{p}_ki\beta H_k`$, this can be rewritten as

$$\frac{\delta }{\delta h_k(t_1)}s_l(t_2)s_j(t_2)=|\widehat{s}_le^{H_{\mathrm{fp}}(t_2t_1)}(i\widehat{p}_k+\beta H_k)e^{H_{\mathrm{fp}}(t_2+t_1)}\widehat{s}_j|P_{\mathrm{eq}}$$
(29)
Consider now the derivative with respects to the intermediate time of the three time correlator:

$$\frac{}{t_1}s_j(t_2)s_k(t_1)s_l(t_2)=|\widehat{s}_le^{H_{\mathrm{fp}}(t_2t_1)}[\widehat{s}_k,H_{\mathrm{fp}}]e^{H_{\mathrm{fp}}(t_1+t_2)}\widehat{s}_j|P_{\mathrm{eq}}.$$
(30)
Since $`[\widehat{s}_k,H_{\mathrm{fp}}]=2iT\widehat{p}_kH_k`$, we have the following model independent fd relation:

$`{\displaystyle \frac{1}{T}}{\displaystyle \frac{}{t_1}}s_j(t_2)s_k(t_1)s_l(t_2)`$ $`=`$ $`{\displaystyle \frac{\delta }{\delta h_k(t_1)}}s_j(t_2)s_l(t_2)`$ (31)
$`{\displaystyle \frac{\delta }{\delta h_k(t_1)}}s_l(t_2)s_j(t_2).`$

Note that while on the left-hand-side we have the “expected” variation of the three-time correlator, on the right-hand-side two responses appear (and none vanishes due to causality).

Response to two kicks

One can also construct the response of an observable to two earlier kicks. Taking $`t_2>t_1>t_0`$,

$$\frac{\delta ^2s_l(t_2)}{\delta h_j(t_0)\delta h_k(t_1)}=|\widehat{s}_le^{H_{\mathrm{fp}}(t_2t_1)}(i\widehat{p}_k)e^{H_{\mathrm{fp}}(t_1t_0)}(i\widehat{p}_j)|P_{eq},$$
(32)
and using Eq. (22) one obtains

$`{\displaystyle \frac{\delta ^2s_l(t_2)}{\delta h_j(t_0)\delta h_k(t_1)}}`$ $`=`$ $`{\displaystyle \frac{1}{T}}{\displaystyle \frac{}{t_0}}\left({\displaystyle \frac{\delta }{\delta h_k(t_1)}}s_j(t_0)s_l(t_2)\right)`$ (33)
$`=`$ $`{\displaystyle \frac{1}{T^2}}{\displaystyle \frac{^2}{t_0t_1}}s_j(t_0)s_k(t_1)s_l(t_2)`$
$`+{\displaystyle \frac{1}{T}}{\displaystyle \frac{}{t_0}}\left({\displaystyle \frac{\delta }{\delta h_k(t_0+t_2t_1)}}s_l(t_0)s_j(t_2)\right)`$
Interestingly enough, we find that the three point correlator does not determine completely the three point responses.

### 2.2 A general fluctuation principle

In the previous Section we derived some fd relations on a case-by-case basis. One may wonder whether these relations can be expressed in a unified way.

For the sake of simplicity, let us consider the case of a single time-varying field $`h(t)`$, coupled linearly to any given observable $`𝒪(s)`$ (here we denote by $`s`$ the whole spin configuration: $`s\{s_1\mathrm{}s_N\}`$). In order to state a unifying principle for the multi-time fd relations, we need some quantity which encodes the full hierarchy of correlation and response functions defined above. Let us denote by $`\underset{¯}{x}_{t_M,t_M}`$ a particular trajectory of the observable $`x`$ between the times $`t_M`$ and $`t_M`$. Hereafter we shall assume $`t_M`$ to be larger than any other time in the problem and we shall drop the subscripts. Consider the probability density $`dP(\underset{¯}{s}|\underset{¯}{h})`$ of a trajectory $`\underset{¯}{s}`$ of the system, given a particular realization $`\underset{¯}{h}`$ of the external field. It is clear that, by integrating $`dP(\underset{¯}{s}|\underset{¯}{h})`$ over $`\underset{¯}{s}`$ and expanding in powers of $`\underset{¯}{h}`$, we can recover all the correlation and response functions.

In order to state a fluctuation principle for $`P(\underset{¯}{s}|\underset{¯}{h})`$, we need to define the time reversal operation. The time reversed of $`\underset{¯}{x}`$ is denoted by $`\underset{¯}{x}^R`$ and is defined by $`x^R(t)x(t)`$. We make the following assumptions: $`(i)`$ the probability distribution at the initial time $`t_M`$ is the equilibrium one in zero-field: $`P_{\mathrm{eq}}(s)`$; $`(ii)`$ the dynamics satisfies detailed balance; $`(iii)`$ the perturbing field vanishes outside the time interval $`[t_M,t_M]`$. Under these hypotheses, it is easy to show that

$`{\displaystyle \frac{dP(\underset{¯}{s}^R|\underset{¯}{h}^R)}{dP(\underset{¯}{s}|\underset{¯}{h})}}=\mathrm{exp}\left\{\beta {\displaystyle _{t_M}^{t_M}}𝑑th(t)\dot{𝒪}(t)\right\},`$ (34)
where $`\dot{𝒪}(t)`$ denotes the time derivative of the observable $`𝒪(s)`$ along the trajectory $`\underset{¯}{s}`$.

The proof of Eq. (34) is straightforward<sup>1</sup><sup>1</sup>1Nevertheless the result (34) holds under more general hypotheses, for instance in a discrete-time Markov chain. if we assume Ito discretization of the Langevin dynamics (6). In this case the probability density of a trajectory $`\underset{¯}{s}`$ can be written explicitly

$`dP(\underset{¯}{s}|\underset{¯}{h})=P_{\mathrm{eq}}(s(t_M)){\displaystyle \underset{i,t}{}}\delta \left(\xi _i(t)\dot{s}_i(t){\displaystyle \frac{\delta H}{\delta s_i}}+h(t){\displaystyle \frac{\delta 𝒪}{\delta s_i}}\right)_\xi d\underset{¯}{s},`$ (35)
where $`P_{\mathrm{eq}}(s)`$ is the equilibrium distribution. Using this expression one obtains

$`{\displaystyle \frac{dP(\underset{¯}{s}^R|\underset{¯}{h}^R)}{dP(\underset{¯}{s}|\underset{¯}{h})}}={\displaystyle \frac{P_{\mathrm{eq}}(s(t_M))}{P_{\mathrm{eq}}(s(t_M))}}\mathrm{exp}\left\{\beta {\displaystyle \underset{i}{}}{\displaystyle _{t_M}^{t_M}}𝑑t\left[{\displaystyle \frac{\delta H}{\delta s_i}}+h(t){\displaystyle \frac{\delta 𝒪}{\delta s_i}}\right]\dot{s}_i(t)\right\},`$ (36)
which reduces to (34) upon the insertion of the Boltzmann distribution $`P_{\mathrm{eq}}(s)\mathrm{exp}(\beta H(s))`$.

It can be useful to formulate a few simple remarks on this result:

* In the $`\underset{¯}{h}=0`$ case, Eq. (34) is simply a rephrasing of time-reversal invariance. A time-varying external field violates this invariance. The amount of such a violation is quantified by the work done by the field on the system.
* Equation (34) can be regarded as the dynamic analogous of the following identity

$`{\displaystyle \frac{dP_{\mathrm{eq}}(s|h)}{dP_{\mathrm{eq}}(s|h)}}=\mathrm{exp}\left\{2\beta h𝒪(s)\right\},`$ (37)
which holds if $`dP_{\mathrm{eq}}(s|h)`$ is the probability of the configuration $`s`$ according to the Boltzmann distribution.
* Using Eq. (34) we can recover the fd relations of the previous Section. As a simple exercise, let us consider the relation between two-point functions (23). We take $`𝒪(s)=s_k`$, multiply both sides of Eq. (34) by $`s_j(t_1)dP(\underset{¯}{s}|\underset{¯}{h})`$ and integrate over $`\underset{¯}{s}`$. This yields

$`s_j(t_1)_{\underset{¯}{h}^R}=s_j(t_1)\mathrm{exp}\left\{\beta {\displaystyle 𝑑t^{}h_k(t^{})\dot{s}_k(t^{})}\right\}_{\underset{¯}{h}},`$ (38)
where $`_{\underset{¯}{h}}`$ denotes the average under applied magnetic field $`\underset{¯}{h}`$. Expanding the two members of this identity in powers of $`\underset{¯}{h}`$, we get, at the linear order:

$`{\displaystyle \frac{1}{T}}{\displaystyle \frac{}{t_2}}s_j(t_1)s_k(t_2)={\displaystyle \frac{\delta s_j(t_1)}{\delta h_k(t_2)}}{\displaystyle \frac{\delta s_j(t_1)}{\delta h_k(t_2)}},`$ (39)
which, using causality yields back Eq. (23).

The general strategy for deriving fd relations for multi-time functions is easily stated: $`(i)`$ multiply both sides of Eq. (34) by the quantity $`s_{i_1}(t_1)\mathrm{}s_{i_m}(t_m)dP(\underset{¯}{s}|\underset{¯}{h})`$; $`(ii)`$ integrate over $`\underset{¯}{s}`$; $`(iii)`$ expand in powers of $`\underset{¯}{h}`$ and collect the terms multiplying $`h(t_{m+1})\mathrm{}h(t_{m+n})`$. This procedure yields a relation for $`(m+n)`$-times functions. Of course if we want to study the response to kicks on several distinct spins we must consider the obvious generalization of Eq. (34) to the case of several observables.
* Equation (34) can be used to derive relations which are exact with a non-vanishing perturbing field. A simple example is Eq. (38). With an appropriate choice of the time dependence of $`h_k(t)`$, this result is amenable for a numerical check. Unlike for the usual fd theorem (23), one is not obliged to take the zero-field limit which can be numerically tricky.
* Finally, the principle (34) is quite reminiscent of the Gallavotti-Cohen (gc) theorem  as stated in Ref.  (see also ) for stochastic dynamics. However gc refers to stationary systems and has a non-trivial content only if the dynamics violates the detailed balance. In Eq. (34) we consider the complementary situation. Detailed balance is satisfied at any time, but time-reversal invariance is violated by the explicit time-dependence of the external field. Hopefully this type of result is more suitable for the present context.

### 2.3 Extensions out of equilibrium

The non-equilibrium slow dynamics of glassy systems presents rather simple modifications of the equilibrium properties of two-time correlations and responses . The two-time global correlations decay (increase) monotonically as a function of the longer (shorter) time. This property allows one to propose “triangular relations” that link, in the limit of long times, any two-time correlation to other two evaluated at an intermediate time:

$$C(t_1,t_3)=f(C(t_1,t_2),C(t_2,t_3))t_1t_2t_3.$$
(40)
Using very general arguments one then proves that within a correlation scale (see  for its precise definition) the global two-time correlator behaves as

$$C(t_1,t_2)\frac{1}{N}\underset{i=1}{\overset{N}{}}\left[s_i(t_1)s_i(t_2)\right]_J=f\left(\frac{l(t_2)}{l(t_1)}\right)$$
(41)
with $`l(t)`$ a monotonic growing function. Moreover, in the limit of long times one finds that the fdt is modified to

$$R(t_1,t_2)\frac{1}{N}\underset{i=1}{\overset{N}{}}\frac{\delta [s_i(t_1)]_J}{\delta h_i(t_2)}|_{\stackrel{}{h}=0}=\theta (t_1t_2)\frac{1}{T_{\mathrm{eff}}}\frac{C(t_1,t_2)}{t_2},$$
(42)
with $`T_{\mathrm{eff}}`$ a correlation-scale dependent effective temperature . In this Section we discuss possible generalizations of these properties to the case of multi-time functions.

#### 2.3.1 Time-scalings

Let us first discuss the consequences of having multiple correlation scales, as defined via the behavior of the two-time global correlator, on the multi-time global ones. The latter are defined from Eqs. (4):

$$C(t_1,t_2,\mathrm{},t_n)\frac{1}{N}\underset{i}{}C(i,t_1,i,t_2,\mathrm{},i,t_n),$$
(43)
and are the ones expected to be relevant in a disorder average treatment.

For concreteness, take a system with two correlation scales (as happens for the fully connected $`p`$ spin model and, presumably, for the dilute case too). This means that in the asymptotic limit in which $`t_1t_2`$ are both long but their ratio $`t_1/t_2`$ vary between one and infinity the times are classified according to the value of $`C(t_1,t_2)`$. If $`t_1`$ and $`t_2`$ are near by and $`C(t_1,t_2)q_{\mathrm{ea}}`$, we are in the fast correlation scale. If $`t_1`$ and $`t_2`$ are far away, $`C(t_1,t_2)<q_{\mathrm{ea}}`$, and we are in the slow correlation scale.

Taking three times $`t_1t_2t_3`$ we have four possibilities:

i. The three times are nearby with all correlations being larger than $`q_{\mathrm{ea}}`$.

ii. The longer times $`t_1`$ and $`t_2`$ are nearby while the shortest one $`t_3`$ is far away; in this case, $`C(t_1,t_2)q_{\mathrm{ea}}C(t_1,t_3)`$ and $`C(t_1,t_2)q_{\mathrm{ea}}C(t_2,t_3)`$.

iii. The “reversed” situation in which the two shorter times $`t_2`$ and $`t_3`$ are nearby and the longest one $`t_1`$ is far away; then $`C(t_1,t_2)q_{\mathrm{ea}}C(t_2,t_3)`$ and $`C(t_1,t_3)q_{\mathrm{ea}}C(t_2,t_3)`$.

iv. Finally the three times can be far away from each other in which case all correlations are smaller than $`q_{\mathrm{ea}}`$.

The property of monotonicity can be used to express any muti-point correlator in terms of two-time ones. Take for instance a correlator evaluated on three times, $`C(t_1,t_2,t_3)`$. Using the monotonicity property one can invert the two-time correlation $`C_{12}C(t_1,t_2)`$ and write $`t_1=g(C_{12},t_2)`$. Equivalently, $`t_2=g(C_{23},t_3)`$. Thus,

$`C(t_1,t_2,t_3)`$ $`=`$ $`C(g(C_{12},g(C_{23},t_3)),g(C_{23},t_3),t_3).`$ (44)
If we assume that the limit $`t_1t_2t_3\mathrm{}`$ while $`C_{12}`$ and $`C_{23}`$ are kept fixed exists then

$`C(t_1,t_2,t_3)`$ $`=`$ $`f_1^{(3)}(C_{12},C_{23}).`$ (45)
Clearly, we could have chosen to work with $`t_1=g(C_{13},t_3)`$ and obtain

$`C(t_1,t_2,t_3)`$ $`=`$ $`f_2^{(3)}(C_{13},C_{23}).`$ (46)
The liberty to choose representation is clear in the equilibrium case where one can write

$`C(t_1,t_2,t_3)=f_{\mathrm{eq},1}^{(3)}(t_1t_2,t_2t_3)=f_{\mathrm{eq},2}^{(3)}(t_1t_3,t_2t_3)=f_{\mathrm{eq},3}^{(3)}(t_1t_3,t_1t_2).`$
With similar arguments one can write any multi-time correlation in terms of two-time correlations only admitting that the limits exist. In all cases we choose to take the limit of the shortest time to infinity to ensure that all two-time correlations are in their asymptotic regime.

As an example consider a case in which there are two correlation scales and that the three times are chosen in such a way that two of them, $`t_1`$ and $`t_2`$, are nearby so that the two-time correlation $`C(t_1,t_2)`$ falls above $`q_{\mathrm{ea}}`$ and the third one is far away from both in such a way that the two-time correlations $`C(t_1,t_3)`$ and $`C(t_2,t_3)`$ fall below $`q_{\mathrm{ea}}`$. Then we expect

$`C(t_1,t_2,t_3)=\stackrel{~}{f}(t_1t_2,{\displaystyle \frac{l(t_2)}{l(t_3)}}).`$
This relation (and similar ones) generalize time-translational invariance for multi-time correlations \[see Eq. (15)\] to the slowly evolving non-equilibrium case.

#### 2.3.2 Fluctuation – dissipation relations

Another important feature of glassy dynamics is the modification of the fluctuation – dissipation theorem. The corresponding out-of-equilibrum fluctuation–dissipation relation (ofdr) for two-point functions has been the object of intensive studies in the last years (see  for a review). In Section 2.1.4 we obtained fluctuation – dissipation relations for multi-time correlations and responses. Here, we discuss the possible form of the corresponding multi-time ofdr’s.

Guessing the correct generalization of the multi-time fd relations is quite difficult. Already in equilibrium, the form of these relations is far from obvious and a careful derivation was necessary. Here we shall adopt the following approach. We consider the multi-point correlation and response functions of a Gaussian model. In this case the two-time ofdr straightforwardly implies multi-time ofdr’s. We then rewrite these relations in a model-independent fashion. This can be done in a particular compact way by modifying the fluctuation principle of Sec. 2.2.

For the sake of simplicity, we shall consider the case of a scalar field $`\varphi (t)`$ with $`t0`$, linearly coupled to an external field $`h(t)`$. Being Gaussian, its behavior is completely specified by the following quantities:

$`M(t)=\varphi (t),C(t,t^{})=\varphi (t)\varphi (t^{}),R(t;t^{})={\displaystyle \frac{\delta \varphi (t)}{\delta h(t^{})}}.`$ (47)
As a warm-up exercise, let us consider three point functions. It is simple to show that, in the Gaussian case:

$`C(t_1,t_2,t_3)`$ $`=`$ $`M(t_1)M(t_2)M(t_3)+M(t_1)C(t_2,t_3)+M(t_2)C(t_1,t_3)+`$ (48)
$`+M(t_3)C(t_1,t_2),`$
$`R(t_2,t_3;t_1)`$ $`=`$ $`M(t_2)R(t_2;t_1)+M(t_2)R(t_3;t_1),`$ (49)
$`R(t_3;t_2,t_1)`$ $`=`$ $`0,`$ (50)
where we chose the ordering of times $`t_1<t_2<t_3`$, which we shall keep in this Section. We should now make some assumptions on the long time behavior of the functions in Eq. (47). To keep the presentation as simple as possible we shall consider a scenario with two correlation scales:

$`M(t)`$ $``$ $`M_{\mathrm{eq}},`$ (51)
$`C(t,t^{})`$ $``$ $`C_{\mathrm{eq}}(tt^{})+C_{\mathrm{ag}}(l(t)/l(t^{})),`$ (52)
$`R(t;t^{})`$ $``$ $`R_{\mathrm{eq}}(tt^{})+\stackrel{~}{l}(t^{})R_{\mathrm{ag}}(l(t)/l(t^{})).`$ (53)
with

$`\beta _\tau C_{\mathrm{eq}}(\tau )=R_{\mathrm{eq}}(\tau ),\beta _{\mathrm{eff}}_t^{}C_{\mathrm{ag}}(l(t)/l(t^{}))=\stackrel{~}{l}(t^{})R_{\mathrm{ag}}(l(t)/l(t^{})).`$ (54)
We defined $`\stackrel{~}{l}(t)=l^{}(t)/l(t)`$ that we assume to vanish when $`t\mathrm{}`$. All the times in our discussion below are such that the above asymptotic forms are well verified.

Let us consider the different cases for the response to a single kick (we leave the two-kick case as an exercise for the reader):

* The perturbation is done at time $`t_1`$, i.e. prior to the two observation times. We must distinguish several different possibilities according to the scaling of the time separations $`(t_2t_1)`$ and $`(t_3t_2)`$, as $`t_1,t_2,t_3\mathrm{}`$:

+ $`(t_2t_1)`$ and $`(t_3t_2)`$ of $`O(1)`$. We get

    $`_{t_1}C(t_1,t_2,t_3)`$ $``$ $`M_{\mathrm{eq}}C_{\mathrm{eq}}(t_3t_1)M_{\mathrm{eq}}C_{\mathrm{eq}}(t_2t_1),`$ (55)
    $`R(t_2,t_3;t_1)`$ $``$ $`M_{\mathrm{eq}}R_{\mathrm{eq}}(t_3t_1)+M_{\mathrm{eq}}R_{\mathrm{eq}}(t_2t_1),`$ (56)
    where we noted by $`C()`$ the derivative of $`C()`$ with respect to its argument. From Eqs. (55) and (56) we recover the fd relation for three time functions:

    $`\beta _{t_1}C(t_1,t_2,t_3)`$ $``$ $`R(t_2,t_3;t_1).`$ (57)
    + $`(t_2t_1)=O(1)`$, $`(t_3t_2)\mathrm{}`$. In this case we have

    $`_{t_1}C(t_1,t_2,t_3)`$ $``$ $`M_{\mathrm{eq}}{\displaystyle \frac{l(t_3)l^{}(t_1)}{l(t_1)^2}}C_{\mathrm{ag}}(l(t_3)/l(t_1))M_{\mathrm{eq}}C_{\mathrm{eq}}(t_2t_1),`$ (58)
    $`R(t_2,t_3;t_1)`$ $``$ $`M_{\mathrm{eq}}\stackrel{~}{l}(t_1)R_{\mathrm{ag}}(l(t_3)/l(t_1))+M_{\mathrm{eq}}R_{\mathrm{eq}}(t_2t_1).`$ (59)
    At first sight it may seem that Eqs. (58) and (59) are much more difficult to deal with than Eqs. (55) and (56). Notice however than the first terms in the above expressions are of order $`\stackrel{~}{l}(t_1)`$ with respect to the second ones, and can therefore be dropped in the aging limit. In this limit the fd relation (57) is once again saisfied.
    + $`(t_2t_1)\mathrm{}`$, $`(t_3t_2)=O(1)`$. We have

    $`_{t_1}C(t_1,t_2,t_3)`$ $``$ $`M_{\mathrm{eq}}_{t_1}C_{\mathrm{ag}}(l(t_3)/l(t_1))+M_{\mathrm{eq}}_{t_1}C_{\mathrm{ag}}(l(t_2)/l(t_1)),`$ (60)
    $`R(t_2,t_3;t_1)`$ $``$ $`M_{\mathrm{eq}}\stackrel{~}{l}(t_1)R_{\mathrm{ag}}(l(t_3)/l(t_1))+M_{\mathrm{eq}}\stackrel{~}{l}(t_1)R_{\mathrm{ag}}(l(t_2)/l(t_1)).`$ (61)
    Using Eq. (54), it is easy to show that these functions satisfy the natural out-of-equilibrium generalization of Eq. (57):

    $`\beta _{\mathrm{eff}}_{t_1}C(t_1,t_2,t_3)`$ $``$ $`R(t_2,t_3;t_1).`$ (62)
    + $`(t_2t_1)\mathrm{}`$, $`(t_3t_2)\mathrm{}`$. This case is similar to the previous one. The relation (62) is recovered.
* The perturbation time is $`t_2`$, i.e. in between the two observation times. This case is more interesting than the previous one. As before, we need to treat separately the different time-scalings:

+ $`(t_2t_1)`$, $`(t_3t_2)=O(1)`$. This case is quite simple:

    $`_{t_2}C(t_1,t_2,t_3)`$ $``$ $`M_{\mathrm{eq}}C_{\mathrm{eq}}(t_3t_2)+M_{\mathrm{eq}}C_{\mathrm{eq}}(t_2t_1),`$ (63)
    $`R(t_1,t_3;t_2)`$ $``$ $`M_{\mathrm{eq}}R_{\mathrm{eq}}(t_3t_2),`$ (64)
    $`R(t_1^R,t_3^R;t_2^R)`$ $``$ $`M_{\mathrm{eq}}R_{\mathrm{eq}}(t_2t_1),`$ (65)
    where we defined the time-reversal operation as follows

    $`tt^Rt^{}t`$ (66)
    for some (large) fixed time $`t^{}`$. Using Eq. (54) we re-obtain the equilibrium relation, cfr.. Eq. (31)

    $`\beta _{t_2}C(t_1,t_2,t_3)R(t_1,t_3;t_2)R(t_1^R,t_3^R;t_2^R).`$ (67)
    + $`(t_2t_1)=O(1)`$, $`(t_3t_2)\mathrm{}`$. We have

    $`_{t_2}C(t_1,t_2,t_3)`$ $``$ $`M_{\mathrm{eq}}{\displaystyle \frac{l(t_3)l^{}(t_2)}{l(t_2)^2}}C_{\mathrm{ag}}(l(t_3)/l(t_2))+M_{\mathrm{eq}}C_{\mathrm{eq}}(t_2t_1),`$ (68)
    $`R(t_1,t_3;t_2)`$ $``$ $`M_{\mathrm{eq}}\stackrel{~}{l}(t_2)R_{\mathrm{ag}}(l(t_3)/l(t_2)),`$ (69)
    $`R(t_1^R,t_3^R;t_2^R)`$ $``$ $`M_{\mathrm{eq}}R_{\mathrm{eq}}(t_2t_1).`$ (70)
    Notice that the first contribution to the correlation, cfr. Eq. (68), and the response (69) are of order $`\stackrel{~}{l}(t_2)`$ with respect to the other terms, and therefore vanish in the aging limit. One recovers therefore the equilibrium relation (67).
    + $`(t_2t_1)\mathrm{}`$, $`(t_3t_2)=O(1)`$. This case works exactly as the previous one: the equilibrium fd relation (67) holds up to terms of relative order $`\stackrel{~}{l}(t_1)`$.
    + $`(t_2t_1)`$, $`(t_3t_2)\mathrm{}`$. Here something interesting finally happens:

    $`_{t_2}C(t_1,t_2,t_3)`$ $``$ $`M_{\mathrm{eq}}_{t_2}C_{\mathrm{ag}}(l(t_3)/l(t_2))+M_{\mathrm{eq}}_{t_2}C_{\mathrm{ag}}(l(t_2)/l(t_1)),`$ (71)
    $`R(t_1,t_3;t_2)`$ $``$ $`M_{\mathrm{eq}}\stackrel{~}{l}(t_2)R_{\mathrm{ag}}(l(t_3)/l(t_2)),`$ (72)
    $`R(t_1^{Rl},t_3^{Rl};t_2^{Rl})`$ $``$ $`M_{\mathrm{eq}}\stackrel{~}{l}(t_1)R_{\mathrm{ag}}(l(t_2)/l(t_1)),`$ (73)
    where we defined the “aging” time-reversal transformation as follows:

    $`tt^{Rl}l^1\left({\displaystyle \frac{l(t^{})^2}{l(t)}}\right),`$ (74)
    for some (large) fixed time $`t^{}`$. Using this expression and the relations (54) one can easily show that

    $`\beta _{\mathrm{eff}}_{t_2}C(t_1,t_2,t_3)R(t_1,t_3;t_2)R(t_1^{Rl},t_3^{Rl};t_2^{Rl}).`$ (75)
    In other words, the out-of-equilibrium fd relation is obtained from the equilibrium one by replacing the thermodynamic temperature with an effective one, and by a redefinition of the time-reversal operation.

At this point it is easy to summarize the above results (and the similar ones which can be derived for higher correlations) along the lines of Sec 2.2. More precisely, let us split the field in its fast components plus the slowly varying part :

$`\varphi (t)=\varphi _{\mathrm{eq}}(t)+\varphi _{\mathrm{ag}}(t),h(t)=h_{\mathrm{eq}}(t)+h_{\mathrm{ag}}(t).`$ (76)
While $`\varphi _{\mathrm{eq}}(t)`$ obeys a fluctuation principle of the form (34), this has to be modified as follows for $`\varphi _{\mathrm{ag}}(t)`$:

$`{\displaystyle \frac{dP(\underset{¯}{\varphi }_{\mathrm{ag}}^{Rl}|\underset{¯}{h}_{\mathrm{ag}}^{Rl})}{dP(\underset{¯}{\varphi }_{\mathrm{ag}}|\underset{¯}{h}_{\mathrm{ag}})}}\mathrm{exp}\left\{\beta _{\mathrm{eff}}{\displaystyle 𝑑th_{\mathrm{ag}}(t)\dot{\varphi }_{\mathrm{ag}}(t)}\right\}.`$ (77)
Here $`\underset{¯}{h}^{Rl}`$ and $`\underset{¯}{\varphi }^{Rl}`$ are defined analogously to $`\underset{¯}{h}^R`$ and $`\underset{¯}{\varphi }^R`$ (cfr. Eq. (34)) but using the time-reversal operation (74) instead of the usual one. The reader can easily check Eq. (77) on a Gaussian process. It is natural to conjecture it to hold even for non-Gaussian ones. It would be of great interest to check this conjecture in a numerical simulation.

Let us by the way notice that Eq. (77) implies a whole class of out-of-equilibrium Onsager relations. A simple example is

$`C_{\mathrm{ag}}(t_1,t_2,t_3)=C_{\mathrm{ag}}(t_1,t_2^{},t_3)\text{if}l(t_2)l(t_2^{})=l(t_1)l(t_3).`$ (78)
## 3 Dilute disordered spin systems

Dilute disorder spin models are typical cases where a description in terms of two-point functions only is not complete. Multi-point correlations do not factorize and carry non-trivial information about the dynamics of these systems.

In this Section we introduce a method to solve the disorder averaged dynamics of these models with a succession of approximate steps. The approach follows closely the one used by Biroli and Monasson  for the analysis of the spectrum of random matrices. In short, we first define the models of interest, we next explain the functional method used and we finally give a hint on how the equations derived can be solved in some simple cases.

### 3.1 The models

A family of disordered spin models is defined by the Hamiltonian

$$H_J=\underset{i_1<\mathrm{}<i_p}{}J_{i_1\mathrm{}i_p}s_{i_1}s_{i_2}\mathrm{}s_{i_p}.$$
(79)
The spins $`s_i`$, $`i=1,\mathrm{},N`$, can be Ising variables, $`s_i=\pm 1`$, $`i`$ (Ising model), or they can be real variables. In the latter case one can either constrain them such that $`_{i=1}^Ns_i^2=N`$ (spherical model), or add a “soft-spin” term to the Hamiltonian which favors the values of $`s_i`$ around $`\pm 1`$. The parameter $`p`$ is a fixed integer, $`p2`$, which controls the number of spins involved in each interaction term.

The couplings between the spins are given by the quenched random variables $`J_{i_1\mathrm{}i_p}`$. In the fully-connected case, all the $`\left(\genfrac{}{}{0pt}{}{N}{p}\right)`$ entries in these “tensors” are non-zero and, equivalently, the model is defined on the complete (hyper) graph. Generally, one uses a Gaussian (or bimodal) probability distribution with zero mean and variance $`[J_{i_1\mathrm{}i_p}^2]_J=p!J_0^2/(2N^{p1})`$ in order to ensure a good thermodynamic limit. (Henceforth, the square brackets denote an average over quenched disorder.)

In the dilute case, there is only an extensive (proportional to $`N`$) number of non-zero interaction terms in the sum (79). The interactions are drawn from

$$P(J_{i_1\mathrm{}i_p})=\left(1\frac{\alpha p!}{N^{p1}}\right)\delta (J_{i_1\mathrm{}i_p})+\frac{\alpha p!}{N^{p1}}\mathrm{\Pi }(J_{i_1\mathrm{}i_p}),$$
(80)
in which $`\mathrm{\Pi }(J)`$ does not contain a Dirac distribution at $`J=0`$. The (finite) parameter $`\alpha `$ is the average ratio of the number of interacting $`p`$-uplet of spins per variable. When $`p=2`$ this is the Viana-Bray model . Its geometrical structure is the one of the celebrated Erdös-Renyi random graph : the model consists of spins occupying the vertices of a graph drawn from this ensemble, with interactions on the edges. For $`p3`$ the model is defined on a random hypergraph, the edges are replaced by plaquettes linking $`p`$ vertices. For any $`p`$, the probability distribution of the degree of a given spin, i.e. the number of interactions it belongs to, is a Poisson law with mean $`\alpha p`$.

As there is an extensive number of non-zero terms in (79) in the dilute case, each of them must be of order $`1`$ to obtain a sensible thermodynamic limit. The distribution $`\mathrm{\Pi }`$ of the non-vanishing couplings must thus have finite mean and variance. For concreteness we choose

$$\mathrm{\Pi }(J_{i_1\mathrm{}i_p})=\frac{1}{2}\left[\delta (J_{i_1\mathrm{}i_p}\stackrel{~}{J})+\delta (J_{i_1\mathrm{}i_p}+\stackrel{~}{J})\right],$$
(81)
with $`\stackrel{~}{J}`$ finite. Note that the fully-connected limit is recovered from the dilute case by taking $`\alpha =N^{p1}/p!`$ and $`\stackrel{~}{J}^2=p!J_0^2/(2N^{p1})`$, or more generally $`\alpha \mathrm{}`$, $`\stackrel{~}{J}0`$ with $`J_0^2=2\alpha \stackrel{~}{J}^2`$ finite.

The soft-spin Ising (a) or spherical (b) constraint are imposed via an additional term in the Hamiltonian:

$$V_I=\underset{j=1}{\overset{N}{}}\kappa (s_j^21)^2(a),V_S=\mu (t)\underset{j=1}{\overset{N}{}}(s_j^21)(b),$$
(82)
The (time-independent) parameter $`\kappa `$ should be taken to infinity to recover the Ising limit and the (time-dependent) Lagrange multiplier $`\mu (t)`$ is to be determined self-consistently by imposing that the equal-time correlator be normalised to one. In what follows we call $`H`$ the full Hamiltonian, given by the sum of $`H_J`$ and the appropriate constraint, $`V=V_I`$ or $`V=V_S`$,

$$H=H_J+V,V\underset{j}{}v(s_j).$$
(83)
Our aim is to study the Langevin dynamics of such a model, defined by equations (6) and (7), which mimics the physical situation of a system in contact with a thermostat at fixed temperature.

### 3.2 Summary of results

Several special cases of model (79)-(6) have been studied in the past. A vast majority of these studies has been confined to the (technically simpler) case of fully-connected models. For a summary of results see .

There has been however a recent growing interest in dilute systems , for at least two reasons. On the one hand, even if they are still mean-field, with no notion of geometry, their finite connectivity is an ingredient for the description of real physical systems that was absent from the fully-connected models. Moreover, the fluctuation of their local connectivity leads to Griffiths phases  which are experimentally observed in some physical systems. On the other hand, a large number of optimization problems, satisfiability for instance, can be mapped onto dilute models of Ising spins . This observation triggered a large effort towards the understanding of the static properties of such models, which lead to very interesting recent results . At the moment the understanding of their dynamic behavior is much poorer. One could however hope that it would be very useful for the study and the improvement of local search algorithms that solve these optimization problems .

Previous studies of physical dynamics of dilute $`p`$ spin models include:

$`(i)`$ Montecarlo dynamic simulations were performed for Ising spins and two-body  or three-body  interactions. These numerical studies pointed out the heterogeneous character of the non-equilibrium dynamics for fixed quenched disorder. Moreover Refs.  demonstrated the validity of out-of-equilibrium fluctuation-dissipation relations for single-spin two-time functions. The single-spin ofdr’s turned out to agree with the results of a static calculation. (See  for local fd relations between coarse-grained two-time quantities in finite dimensional glassy systems.)

$`(ii)`$ An analytic solution to the disordered averaged dynamics of the spherical $`p=2`$ dilute model can be achieved by solving the Langevin equation in the rotated basis in which the interaction matrix is diagonal . This study showed the existence of two non-equilibrium dynamic asymptotic regimes. The first one is very similar to the one of the fully-connected counterpart model . The second one is dominated by the tails in the spectrum of the random interaction matrix and corresponds to progressive condensation on the eigenvectors that are localized on these sites.

Let us state as a side remark here that the spherical dilute model with $`p3`$ is pathological. Indeed the spherical constraint $`_js_j^2=N`$ can be satisfied in at least two opposite ways. Either all the spins are of order $`1`$, that is the situation one would like to obtain, or a finite number of them are of order $`\sqrt{N}`$, a strongly localized situation. Imagine that the $`p`$ spins interacting through a given plaquette are all localized. As the coupling on a plaquette is of order $`1`$ in the dilute case, this would contribute with a term of order $`N^{p/2}`$ to the energy, this situation would thus dominate the thermodynamic limit of such models when $`p3`$. Note however that such a pathology can be cured by adding infinitesimal terms of the soft-spin type, $`ϵ_j(s_j^21)^n`$, with $`n`$ sufficiently high, to the Hamiltonian.

### 3.3 Functional formalism

In this Section we introduce a generic formalism to derive macroscopic dynamic equations for the evolution of global correlation and response functions.

Standard techniques allow us to derive a dynamic generating functional, $`𝒵`$, for a generic Langevin process with white noise, as a path integral :

$`𝒵[\eta ,\widehat{\eta }]`$ $`=`$ $`{\displaystyle 𝒟s_i𝒟i\widehat{s}_i𝒟\overline{\psi }_i𝒟\psi _i\mathrm{exp}(S_{\mathrm{eff}}+_0^t𝑑t^{}\left[\eta _i(t^{})s_i(t^{})\widehat{\eta }_i(t^{})i\widehat{s}_i(t^{})\right])}`$
$`S_{\mathrm{eff}}`$ $`=`$ $`{\displaystyle _0^t}𝑑t^{}\left[T(i\widehat{s}_i(t^{}))^2+i\widehat{s}_i(t^{})\left(_ts_i(t^{})+{\displaystyle \frac{\delta H}{\delta s_i(t^{})}}\right)\right]`$ (84)
$`+{\displaystyle _0^t}𝑑t^{}{\displaystyle _0^t}𝑑t^{\prime \prime }\overline{\psi }_i(t^{})\left(\delta (t^{}t^{\prime \prime })\delta _{ij}_{t^{\prime \prime }}+{\displaystyle \frac{\delta ^2H}{\delta s_i(t^{})s_j(t^{\prime \prime })}}\right)\psi _j(t^{\prime \prime })`$
where we have introduced two time-dependent sources $`\eta _i(t)`$ and $`\widehat{\eta }_i(t)`$. Einstein’s summation convention is assumed. The fields $`s_i`$ and $`\widehat{s}_i`$ are real, $`\widehat{s}_i`$ being a response field conjugated to $`s_i`$, whereas $`\overline{\psi }_i`$ and $`\psi _i`$ are Grassman fermionic fields. The correlation and response functions of the stochastic process solution of the Langevin equation (6), averaged over the different realizations of the noise (7), are given by derivatives of $`𝒵`$:

$`C(i_1,t_1,\mathrm{},i_k,t_k)={\displaystyle \frac{\delta ^k𝒵}{\delta \eta _{i_1}(t_1)\mathrm{}\delta \eta _{i_k}(t_k)}},`$ (85)
$`R(i_1,t_1,\mathrm{},i_{k1},t_{k1};i_k,t_k)={\displaystyle \frac{\delta ^k𝒵}{\delta \eta _{i_1}(t_1)\mathrm{}\delta \eta _{i_{k1}}(t_{k1})\delta \widehat{\eta }_{i_k}(t_k)}},`$ (86)
$`R(i_1,t_1,\mathrm{},i_{k2},t_{k2};i_{k1},t_{k1},i_k,t_k)=`$
$`{\displaystyle \frac{\delta ^k𝒵}{\delta \eta _{i_1}(t_1)\mathrm{}\delta \eta _{i_{k2}}(t_{k2})\delta \widehat{\eta }_{i_{k1}}(t_{k1})\delta \widehat{\eta }_{i_k}(t_k)}},`$ (87)
the sources being set to zero after calculating the derivatives. In other words, the correlation and response functions are averages taken with the normalized weight $`\mathrm{exp}(S_{\mathrm{eff}})`$. The response fields $`i\widehat{s}_i(t)`$ are inserted at the times where a magnetic field $`h_i`$ has perturbed the system.

$`𝒵`$ can be written in a very compact form if one introduces the super-field formulation of stochastic processes as explained in . In this approach one first enlarges (space)-time to include two Grassmann coordinates $`\theta `$ and $`\overline{\theta }`$, i.e. $`ta=(t,\theta ,\overline{\theta })`$. The dynamic variables $`s_i(t)`$ and the auxiliary variable $`i\widehat{s}_i(t)`$ together with the fermionic ones $`\psi _i(t)`$ and $`\overline{\psi }_i(t)`$ are encoded in a super-field,

$$\mathrm{\Phi }_i(a)=s_i(t)+\overline{\theta }\psi _i(t)+\overline{\psi }_i(t)\theta +i\widehat{s}_i(t)\theta \overline{\theta }.$$
(88)
With these definitions,

$`𝒵[\zeta ]={\displaystyle 𝒟\stackrel{}{\mathrm{\Phi }}\mathrm{exp}\left(\frac{1}{2}𝑑a\mathrm{\Phi }_i(a)D_a^{(2)}\mathrm{\Phi }_i(a)𝑑aH[\stackrel{}{\mathrm{\Phi }}(a)]+𝑑a\mathrm{\Phi }_i(a)\zeta _i(a)\right)}`$
(89)
with $`dadtd\theta d\overline{\theta }`$, $`\stackrel{}{\mathrm{\Phi }}(\mathrm{\Phi }_1,\mathrm{},\mathrm{\Phi }_N)`$, $`\zeta _i(a)\eta _i(t)\overline{\theta }\theta +\widehat{\eta }_i(t)`$, and the dynamic operator $`D_a^{(2)}`$ is defined as

$$D_a^{(2)}=2T\frac{^2}{\theta \overline{\theta }}+2\theta \frac{^2}{\theta t}\frac{}{t}.$$
(90)
If the model is spherically constrained, one can absorb the constraint in the quadratic part of the action by redefining

$$D_a^{(2)}D_a^{(2)}+\mu _s(a)$$
(91)
with $`\mu _s(a)`$ a super Lagrange multiplier, with the form (88). If one deals, instead, with the soft spin model, the non-quadratic term $`V_I[\mathrm{\Phi }]`$ appears in $`H`$.

The super-symmetric notation allows one to encode in the single super correlator

$$Q_{ij}(a,b)\mathrm{\Phi }_i(a)\mathrm{\Phi }_j(b)$$
(92)
the two-time correlators and responses, $`C_{ij}(t,t^{})`$ and $`R_{ij}(t,t^{})`$. Indeed, the super-correlator $`Q_{ij}(a,b)`$ has 16 “components”. However, many of these vanish or are related to each other due to the symmetries that should hold in a physical situation  as ghost number conservation and causality. Imposing these properties one is left with a simpler expression for $`Q_{ij}`$ that encodes the physical self-correlation and the linear response:

$$Q_{ij}(a,b)=C_{ij}(t_a,t_b)+(\overline{\theta }_b\overline{\theta }_a)\left(\theta _bR_{ij}(t_a,t_b)\theta _aR_{ji}(t_b,t_a)\right).$$
(93)
Note the terms in which two fermions appear equal the response functions. The equilibrium properties can also be expressed as super-symmetries and constrain further the two-point super-correlator imposing tti and fdt.

Similarly, all the three point functions defined in Section 2 are contained in $`Q_{ijk}(a,b,c)\mathrm{\Phi }_i(a)\mathrm{\Phi }_j(b)\mathrm{\Phi }_k(c)`$.

We are interested in correlations and responses averaged over the disorder. The fact that $`𝒵`$ is equal to $`1`$ in the absence of sources, independently of the realization of the disorder , implies that these averaged functions are generated by $`[𝒵]_J`$. Since the generating functional itself (and not its logarithm) has to be averaged, one can avoid the use of replicas. The only term that depends on disorder in the action in $`𝒵`$ is $`H_J`$. The average over the probability distribution of the couplings (80) and (81) reads

$`\left[e^{{\scriptscriptstyle 𝑑aH_J[\stackrel{}{\mathrm{\Phi }}(a)]}}\right]_Je^{NH_{\mathrm{eff}}}`$
$`={\displaystyle \underset{i_1<\mathrm{}<i_p}{}}\left[1+{\displaystyle \frac{\alpha p!}{N^{p1}}}\left(\mathrm{cosh}\left(\stackrel{~}{J}{\displaystyle 𝑑a\mathrm{\Phi }_{i_1}(a)\mathrm{}\mathrm{\Phi }_{i_p}(a)}\right)1\right)\right]`$
$`=\mathrm{exp}\left[N\alpha {\displaystyle \frac{1}{N^p}}{\displaystyle \underset{i_1\mathrm{}i_p}{}}\left(\mathrm{cosh}\left(\stackrel{~}{J}{\displaystyle 𝑑a\mathrm{\Phi }_{i_1}(a)\mathrm{}\mathrm{\Phi }_{i_p}(a)}\right)1\right)\right]`$ (94)
at leading order in $`N`$.

The next step to take is to disentangle this effective Hamiltonian and to reduce the full problem to a single-spin one, that will be evaluated using saddle-point methods. An advantage of the susy notation is that it parallels the static replica calculations . The manipulation of the dynamic effective Hamiltonian is done following the same steps as in the replica static calculation. For this one takes advantage of the empiric correspondence between super-coordinates and replica indices.

For fully-connected models, the reduction to a single spin problem can be done by introducing a global two point function $`Q(a,b)`$, or the global Parisi matrix $`Q_{ab}`$ in replica terms. For dilute models the procedure is much more difficult. One possibility is to introduce the whole set of multi-point super-correlators $`Q(a,b)`$, $`Q(a,b,c)`$, etc. This route was followed in the original treatment of the statics of the Viana-Bray model . We follow here a different strategy that was introduced by Monasson  (see also ) in the replica static context. It is based upon the introduction of a functional order parameter.

Let us define $`c(\mathrm{\Psi })`$ as the fraction of sites with super-field $`\mathrm{\Phi }_i`$ identical to a chosen value $`\mathrm{\Psi }`$

$$c(\mathrm{\Psi })\frac{1}{N}\underset{i=1}{\overset{N}{}}\delta \left[\mathrm{\Psi }\mathrm{\Phi }_i\right],$$
(95)
where the functional $`\delta `$ enforces that $`\mathrm{\Psi }(a)=\mathrm{\Phi }_i(a)`$ for all values of the super-coordinate $`a`$. Note that $`c`$ is normalised, $`𝒟\mathrm{\Psi }c(\mathrm{\Psi })=1`$.

As emphasized in , the mean-field character of the models implies that their effective Hamiltonian, after performing the average over disorder, can be expressed in terms of such a global functional order parameter. For the dilute $`p`$ spin models under consideration here, one obtains

$$H_{\mathrm{eff}}[c]=\alpha 𝒟\mathrm{\Psi }_1\mathrm{}𝒟\mathrm{\Psi }_pc(\mathrm{\Psi }_1)\mathrm{}c(\mathrm{\Psi }_p)\left[\mathrm{cosh}\left(\stackrel{~}{J}𝑑a\mathrm{\Psi }_1(a)\mathrm{}\mathrm{\Phi }_p(a)\right)1\right].$$

We enforce the definition of $`c(\mathrm{\Psi })`$ in the generating functional by introducing an identity in its path integral representation:

$`1`$ $`=`$ $`{\displaystyle 𝒟c𝒟i\widehat{c}\mathrm{exp}\left[𝒟\mathrm{\Psi }i\widehat{c}(\mathrm{\Psi })(Nc(\mathrm{\Psi })\underset{i=1}{\overset{N}{}}\delta \left[\mathrm{\Psi }\mathrm{\Phi }_i\right])\right]}`$ (96)
$`=`$ $`{\displaystyle 𝒟c𝒟i\widehat{c}\mathrm{exp}\left[𝒟\mathrm{\Psi }Ni\widehat{c}(\mathrm{\Psi })c(\mathrm{\Psi })\underset{i=1}{\overset{N}{}}i\widehat{c}(\mathrm{\Phi }_i)\right]}.`$
After doing so we achieved our goal of disentangling the $`N`$ degrees of freedom

$$[𝒵]_J=𝒟c𝒟i\widehat{c}\mathrm{exp}\left[NG\right]$$
(97)
with

$$G=𝒟\mathrm{\Psi }i\widehat{c}(\mathrm{\Psi })c(\mathrm{\Psi })+H_{\mathrm{eff}}\mathrm{ln}\left[𝒟\mathrm{\Psi }e^{\frac{1}{2}{\scriptscriptstyle 𝑑a\mathrm{\Psi }(a)D_a^{\left(2\right)}\mathrm{\Psi }(a)}{\scriptscriptstyle 𝑑av(\mathrm{\Psi }(a))}i\widehat{c}(\mathrm{\Psi })}\right].$$
(98)
We can now evaluate $`𝒵`$ with the saddle-point method. Enforcing that $`G`$ is stationary with respect to $`c`$ and $`\widehat{c}`$ yields:

$`c^{\mathrm{sp}}(\mathrm{\Psi })`$ $`=`$ $`\lambda \mathrm{exp}\left[{\displaystyle \frac{1}{2}}{\displaystyle 𝑑a\mathrm{\Psi }(a)D_a^{(2)}\mathrm{\Psi }(a)}{\displaystyle 𝑑av(\mathrm{\Psi }(a))}i\widehat{c}^{\mathrm{sp}}(\mathrm{\Psi })\right],`$ (99)
$`\widehat{c}^{\mathrm{sp}}(\mathrm{\Psi })`$ $`=`$ $`{\displaystyle \frac{\delta H_{\mathrm{eff}}[c]}{\delta c(\mathrm{\Psi })}}|_{c^{\mathrm{sp}}},`$ (100)
with $`\lambda `$ a normalization constant.

Let us give the interpretation of such equations. The correlation functions computed with the normalized weight $`c^{\mathrm{sp}}(\mathrm{\Psi })`$ are the averages of the original single-site functions:

$$𝒟\mathrm{\Psi }c^{\mathrm{sp}}(\mathrm{\Psi })\mathrm{\Psi }(a_1)\mathrm{}\mathrm{\Psi }(a_k)=\frac{1}{N}\underset{i}{}\left[\mathrm{\Phi }_i(a_1)\mathrm{}\mathrm{\Phi }_i(a_k)\right]_J.$$
(101)
To enlighten the physical meaning of Eqs. (99) and (100), let us consider the fully connected limit, with $`\alpha \mathrm{}`$, $`\stackrel{~}{J}0`$ and $`J_0^2=2\alpha \stackrel{~}{J}^2`$ finite. Expanding the hyperbolic cosine in (3.3), only the first term of the series survives:

$$H_{\mathrm{eff}}\frac{J_0^2}{4}𝒟\mathrm{\Psi }_1\mathrm{}𝒟\mathrm{\Psi }_pc(\mathrm{\Psi }_1)\mathrm{}c(\mathrm{\Psi }_p)𝑑a𝑑b\mathrm{\Psi }_1(a)\mathrm{\Psi }_1(b)\mathrm{}\mathrm{\Psi }_p(a)\mathrm{\Psi }_p(b)$$
(102)
The relation between $`\widehat{c}^{\mathrm{sp}}`$ and $`c^{\mathrm{sp}}`$ thus becomes:

$$\widehat{c}^{\mathrm{sp}}(\mathrm{\Psi })=\frac{pJ_0^2}{4}𝑑a𝑑bQ^{\mathrm{sp}}(a,b)^{(p1)}\mathrm{\Psi }(a)\mathrm{\Psi }(b),Q^{\mathrm{sp}}(a,b)𝒟\mathrm{\Psi }c^{\mathrm{sp}}(\mathrm{\Psi })\mathrm{\Psi }(a)\mathrm{\Psi }(b)$$
(103)
and $``$ represents the direct or Hadamard product (see the Appendix A). We thus obtain the susy form of the well-known single spin equation for fully connected models: averages of $`\mathrm{\Psi }`$ are taken with a Gaussian weight (apart from the soft-spin $`v`$ term), to be determined self-consistently through $`Q^{\mathrm{sp}}`$. It is the equation of a single degree of freedom evolving through a Langevin equation with a retarded interaction and a colored noise, which are to be expressed self-consistently in terms of the correlation and the response of the process .

In the dilute case, one can also follow this idea, but the self consistency equations cannot be written solely in terms of the two point function. The whole hierarchy of many-coordinate correlations appears:

$`c^{\mathrm{sp}}(\mathrm{\Psi })=\lambda \mathrm{exp}[{\displaystyle \frac{1}{2}}{\displaystyle }da\mathrm{\Psi }(a)D_a^{(2)}\mathrm{\Psi }(a){\displaystyle }dav(\mathrm{\Psi }(a))`$
$`\alpha p{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\stackrel{~}{J}^{2n}}{(2n)!}}{\displaystyle }da_1\mathrm{}da_{2n}\mathrm{\Psi }(a_1)\mathrm{}\mathrm{\Psi }(a_{2n})Q_{2n}(a_1,\mathrm{},a_{2n})^{(p1)}],`$ (104)
$`Q_{2n}(a_1,\mathrm{},a_{2n}){\displaystyle 𝒟\mathrm{\Psi }c^{\mathrm{sp}}(\mathrm{\Psi })\mathrm{\Psi }(a_1)\mathrm{}\mathrm{\Psi }(a_{2n})}`$ (105)
This equation cannot be solved exactly. A set of approximation schemes can be envisaged. In the following we critically discuss some of the approximations one can use.

### 3.4 Approximation scheme

In this Subsection we discuss some approximations to the saddle-point equations (104) and (105) that is exact in the thermodynamic limit and determines the behavior of all global correlators.

#### 3.4.1 Cutting the series

The simplest approximation one can envisage is to simply cut the series appearing in the right-hand-side of (104) after the first term in such a way that only $`Q(a,b)`$ enters the approximated equation. This is equivalent to proposing that $`\widehat{c}`$ is quadratic. It is easy to see that with this approximation we recover the fully-connected counterpart model, with $`J_0=\stackrel{~}{J}\sqrt{2\alpha }`$. The solution does not go beyond the results already known for this case .

Presumably, better approximations are obtained by progressively keeping some higher order correlations. More precisely, one could cut the series after the second term and then derive (exactly in the spherical case or with a further approximation to treat the effect of the soft-spin term $`v`$) a set of dynamic equations coupling $`Q(a,b)`$ and $`Q(a,b,c,d)`$ only. One could also cut the series after the third term and then derive a set of dynamic equations coupling $`Q(a,b)`$, $`Q(a,b,c,d)`$ and $`Q(a,b,c,d,e,f)`$ and so on and so forth.

This is the kind of approach used when deriving and cutting bbgky hierarchies in field-theoretical models or condensed-matter problems. It is also similar to the procedure used by Viana and Bray  in their study of the statics of the dilute $`\pm `$ spin-glass model with two-body interactions close to its transition temperature where the $`Q`$’s (in replica space) can be assumed to be small.

#### 3.4.2 An iterative procedure

A different procedure consists in evaluating $`c(\mathrm{\Psi })`$ (and the super correlators) iteratively. The idea is:

(i) In the first step one uses the simplest Ansatz for $`c(\mathrm{\Psi })`$ and evaluates $`H_{\mathrm{eff}}`$. (We discuss two ways of implementing this initial step).

(ii) Next, one uses Eq. (99) \[after replacing $`\widehat{c}`$ with (100)\] to obtain an improved expression for $`c^{\mathrm{sp}}(\mathrm{\Psi })`$.

(iii) With this form one calculates $`H_{\mathrm{eff}}`$ again and goes to (ii).

This procedure follows very closely the proposal of Biroli and Monasson to compute the density of states of sparse random matrices . The susy formulation of the dynamic generating functional makes the treatment of the dynamic problem very similar to the static calculation that uses the replica trick (see  for a recent discussion of the relation between susy and replica analysis).

An additional feature to be considered in this iteration is how we update the constraint on the normalization of the correlation, i.e. the fact that $`Q(a,a)=1`$. For the spherical model we shall demand this constraint to be valid at each step of the iteration. This means that we shall modify the Lagrange multiplier in such a way to impose the constraint.

Importantly enough, after the first iteration one accesses the functional order parameter $`c(\mathrm{\Psi })`$ and hence all many-point correlations simultaneously though approximately. One can expect that even after using only one step of the iteration this method will yield better information than simply cutting the series keeping only a finite number of terms. This is indeed the case when studying the spectral properties of random matrices.

#### 3.4.3 First step: the effective medium approximation

In the first step we use the simplest approximation that captures the same behavior as the “effective medium approximation” . In this approximation, one treats the environment of each point on the random graph in a uniform manner. In the calculation of the spectral density of sparse random matrices this approximation yields a symmetric distribution with a finite support that qualitatively resembles a semi-circle. Thus, the result is a simple modification with respect to the usual Gaussian case. This approximation fails to capture the effect of highly connected sites that clearly deviate from the effective medium assumption. These imply the appearance of tails in the density of states that are not obtained at this level of the calculation.

The dynamic effective medium approximation can be done in at least two ways:

Cutting the series

Going back to what we discussed above, one can use as the starting $`c(\mathrm{\Psi })`$ the result of cutting the series in (104) after the first term, deriving and solving a self-consistent equation for $`Q(a,b)`$ and using this as an input to compute $`c(\mathrm{\Psi })`$.

Gaussian approximation

A slightly different (but qualitatively equivalent) starting point is given by proposing a Gaussian Ansatz for $`c(\mathrm{\Psi })`$:

$`c_{\mathrm{ema}}(\mathrm{\Psi })`$ $`=`$ $`(detQ)^{1/2}\mathrm{exp}\left({\displaystyle \frac{1}{2}}{\displaystyle 𝑑a𝑑b\mathrm{\Psi }(a)Q^1(a,b)\mathrm{\Psi }(b)}\right).`$ (106)
One can easily check that the denominator ensures the normalization of $`c(\mathrm{\Psi })`$ and that $`Q(a,b)`$ is correctly given by

$`Q(a,b)={\displaystyle \frac{1}{\sqrt{detQ}}}{\displaystyle 𝒟\mathrm{\Psi }\mathrm{\Psi }(a)\mathrm{\Psi }(b)\mathrm{exp}\left(\frac{1}{2}𝑑a^{}𝑑b^{}\mathrm{\Psi }(a^{})Q^1(a^{},b^{})\mathrm{\Psi }(b^{})\right)}.`$
This form is closer to the approximation used in .

To advance further it is convenient to express the $`c`$-dependent effective action in terms of $`Q(a,b)`$. This can be done exactly for the spherical problem. When we deal with the soft spin case, instead, the non-quadratic term $`V_I(\mathrm{\Psi })`$ has to be treated within an additional approximation. We shall discuss this point later. For the moment we focus on the spherical models. After rather simple manipulations one finds

$`[𝒵]_J`$ $`=`$ $`{\displaystyle 𝒟Qe^{S_{\mathrm{eff}}(Q)}},\text{with}`$
$`2S_{\mathrm{eff}}^{\mathrm{sph}}(Q)`$ $`=`$ $`\text{Tr}\mathrm{ln}Q+{\displaystyle 𝑑a𝑑b\delta (ab)(D_a^{(2)}+\mu _s(a))Q(a,b)}2H_{\mathrm{eff}}^J(Q).`$
The superscript $`J`$ in $`H_{\mathrm{eff}}`$ indicates that the effective Hamiltonian depends only on the disorder dependent term $`H_J`$. Its variation with respect to $`Q`$ yields:

$$\frac{\delta S_{\mathrm{eff}}^{\mathrm{sph}}(Q)}{\delta Q}=0=\frac{1}{2}Q^1(a,b)+\frac{1}{2}(D_a^{(2)}+\mu _s(a))\delta (a,b)\frac{\delta H_{\mathrm{eff}}^J(Q)}{\delta Q(a,b)}.$$
(107)
Multiplying this equation operationally by $`Q(b,a^{})`$ (see Appendix A) the dynamic equation takes the more familiar Schwinger-Dyson form

$$(D_a^{(2)}+\mu _s(a))Q(a,b)+\delta (ab)+𝑑a^{}\mathrm{\Sigma }(a,a^{})Q(a^{},b)=0,$$
(108)
with

$$\mathrm{\Sigma }(a,a^{})=2\frac{\delta H_{\mathrm{eff}}(Q)}{\delta Q(a,a^{})}.$$
(109)
As mentioned above, we require that $`Q`$ satisfy the spherical constraint. Thus, we fix the evolution of $`\mu _s(a)`$ to ensure the validity of this constraint.

It is now instructive to see how one recovers the well-known equations for the fully-connected model. We have seen in Eq. (102) how the effective Hamiltonian simplifies in this limit. Plugging in the Gaussian Ansatz (106), $`H_{\mathrm{eff}}^J`$ becomes a simple function of $`Q(a,b)`$,

$$H_{\mathrm{eff}}^J(Q)=\frac{J_0^2}{4}𝑑a𝑑bQ^p(a,b),$$
(110)
and the self-energy $`\mathrm{\Sigma }(a,b)`$ is easily deduced from this expression. A way to prove that the Gaussian Ansatz (106) is exact for the fully-connected case is to check that the exact equation for $`c(\mathrm{\Psi })`$ coincides with the one obtained from the Gaussian Ansatz and the saddle-point evaluation.

In the dilute case, one has to distinguish between the cases $`p=2`$ and $`p3`$. Indeed, consider the expression (3.3), where one uses the Gaussian Ansatz (106). The integrals over $`\mathrm{\Psi }`$ can be formally performed with an expansion of the hyperbolic cosine and the use of Wick’s theorem. When $`p=2`$, all the terms can be written explicitly and the asymptotic behavior of the two-point correlator can be worked out. We do not reproduce the calculations here as they do not give more insight into the physics of the problem: as expected, at this level of approximation one finds back a behavior typical of the fully-connected counterpart model, as was shown in a more direct way in . For $`p3`$, $`H_{\mathrm{eff}}^J`$ can only be expresssed as a series expansion involving the supercorrelators. The properties of the Hadamard and operational products explained in the Appendix should allow us to prove that the solution to this equation has the same properties as the one for the fully-connected $`p=3`$ model.

Even if the ema equations found with the Gaussian Ansatz are much more complicated than the one obtained by cutting the series, one can check that it contains the same qualitative information, which is the one of the fully connected counterpart model.

Soft spin models

The term $`v_I(\mathrm{\Psi })=a(\mathrm{\Psi }^21)^2`$ in $`H`$ is not quadratic and one has to resort to an additional approximation to treat it. One possibility is to identify the simplest non-trivial term that it generates in a series expansion around the critical temperature at which one expects the order parameter to vanish, i.e. a second order phase transition. This is the proposal in , later used in the study of the dynamics of the Sherrington-Kirkpatrick model in . Another possibility, used in , is to treat this term in the mode-coupling approximation. The terms obtained with the first and the second procedure are slightly different. Even if they modify the details of the dynamic solution in the fully-connected case, they do not modify the qualitative features of it. We expect these same generic features also in the dilute case.

#### 3.4.4 Second step: the single defect approximation

In the study of the density of states of sparse random matrices one can go beyond the Gaussian approximation . The same kind of approach can be used in the analysis of the dynamics of dilute disorder models. The idea is to use Eqs. (99) and (100) iteratively. In the first step one replaces $`c_{\mathrm{ema}}(\mathrm{\Psi })`$ on the right-hand-side of (100) and computes its improved functional form. In the case of matrices this gives access to the tails in the eigenvalue distribution. We expect that this improved approximation will also modify the result for the dynamic behavior considerably since it will capture, at least partially, the effect of heterogeneities in the connectivity of the sites in the random (hyper) graph.

In order to clarify the way in which the iteration is implemented, let us neglect the soft-spin term (this, of course, is not correct if we are treating an Ising spin problem in which case, as already said, we have to treat $`v`$ with a further approximation). Thus, $`H_{\mathrm{eff}}=H_{\mathrm{eff}}^J`$ and in order to compute the first iteration we insert

$$\frac{\delta H_{\mathrm{eff}}^J}{\delta c(\mathrm{\Psi }_1)}=\alpha p+\alpha p𝒟\mathrm{\Psi }_2\mathrm{}𝒟\mathrm{\Psi }_pc(\mathrm{\Psi }_2)\mathrm{}c(\mathrm{\Psi }_p)\mathrm{cosh}\left(\stackrel{~}{J}𝑑a\mathrm{\Psi }_1(a)\mathrm{}\mathrm{\Psi }_p(a)\right)$$
(111)
in the right-hand-side of Eq. (99) and expand the last term as

$`c_{\mathrm{sda}}(\mathrm{\Psi }_1)=\lambda ^{}e^{\frac{1}{2}{\scriptscriptstyle 𝑑a\mathrm{\Psi }_1(a)[D_a^{\left(2\right)}+\mu _s(a)]\mathrm{\Psi }_1(a)}}{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{e^{\alpha p}(\alpha p)^k}{k!}}`$
$`\times \left[{\displaystyle 𝒟\mathrm{\Psi }_2\mathrm{}𝒟\mathrm{\Psi }_pc_{\mathrm{ema}}(\mathrm{\Psi }_2)\mathrm{}c_{\mathrm{ema}}(\mathrm{\Psi }_p)\mathrm{cosh}\left(\stackrel{~}{J}𝑑a\mathrm{\Psi }_1(a)\mathrm{}\mathrm{\Psi }_p(a)\right)}\right]^k.`$
For the sake of clarity we concentrate on the $`p=2`$ case. Using now the Gaussian expression for $`c_{\mathrm{ema}}(\mathrm{\Psi })`$ with variance $`Q_{\mathrm{ema}}`$, we find

$`c_{\mathrm{sda}}(\mathrm{\Psi })`$ $`=`$ $`\lambda ^{}{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{e^{2\alpha }(2\alpha )^k}{k!}}\mathrm{exp}\left[{\displaystyle \frac{1}{2}}{\displaystyle 𝑑a𝑑b\mathrm{\Psi }(a)A_k(a,b)\mathrm{\Psi }(b)}\right]`$ (113)
with

$$A_k(a,b)\delta (ab)[D_a^{(2)}+\mu _s(a)]k\stackrel{~}{J}^2Q_{\mathrm{ema}}(a,b)$$
(114)
Rewriting this equation in the form

$$\delta (a,b)[D_a^{(2)}+\mu _s(a)]A_k^1(a,b)k\stackrel{~}{J}^2𝑑b^{}Q_{\mathrm{ema}}(a,b^{})A_k^1(b^{},b)$$
(115)
we realize that this is a Schwinger-Dyson equation for a “system” (the unknown $`A_k^1`$) in the presence of a complex external bath: a white bath giving rise to the dynamic operator $`D_a^{(2)}`$ and a “colored bath” function of the susy self-energy $`Q_{\mathrm{ema}}`$ . The latter has a slow relaxation, of glassy type, since in the ema the dilute model behaves in a very similar manner to its fully-connected relative. This means that the susy correlator $`Q_{\mathrm{ema}}`$ encodes a correlation and a response with two two-time regimes, a stationary and an aging one, the former controlled by the temperature of the external bath and the latter characterized by an effective temperature that differs from the one of the environment. If we assume — a hypothesis that has to checked! — that the effect of this colored bath on the system is as discussed in , the latter will follow the dynamics dictated by the complex bath with two time-scales and two values of the effective temperature.

The spirit of the iteration is to use the previously determined value of $`Q(a,b)`$ as an input. For the spherical model $`\mu _s(t)`$ is also a function that is self-consistently determined to impose the spherical constraint at equal times. We believe that a convenient way to deal with the constraint is to impose it on each step of the approximation. Thus, we let the value of $`\mu _s(t)`$ appearing in the sda level of the calculation free and we fix it by imposing that the correlations at equal times be normalized to one. To this end, it is convenient to impose the spherical condition on $`A_k^1`$ since this ensures, automatically, the normalization of $`Q_{\mathrm{sda}}`$ at equal times with $`\lambda ^{}=1`$.

Now, using $`Q_{\mathrm{sda}}(a,b)𝒟\mathrm{\Psi }\mathrm{\Psi }(a)\mathrm{\Psi }(b)c_{\mathrm{sda}}(\mathrm{\Psi })`$, we have

$$Q_{\mathrm{sda}}(a,b)=\lambda ^{}\underset{k=0}{\overset{\mathrm{}}{}}\frac{e^{2\alpha }(2\alpha )^k}{k!}\frac{A_k^1(a,b)}{\sqrt{detA_k}}.$$
(116)
One recognizes in (116) a series with the same structure as Eq. (29) in . As explained in this reference, this series captures the effect of the heterogeneities in the connectivity of sites in the random graph. Each term represents the contribution of sites connected to $`k`$ neighbors. The sda super correlator is then a very different entity from the ema one. It is given by the “superposition” of independent aging systems (labeled by $`k`$) each weighted with the Poissonian distribution.

The complete solution of the problem, at this step, needs more work. We should be able to estimate the behavior of this two-time dependent series but this is not an easy task. It would be very interesting to check how the results in  are recovered with this approach. In particular, a property of this solution that is not easily seen from the calculations above is the fact that the asymptotic value of the Lagrange multiplier actually diverges when $`p=2`$.

## 4 Conclusions

In this paper we discussed several aspects of the dynamics of disordered spin models.

The first part is general and deals with the generic properties of many-point functions in equilibrium and the modifications expected out of equilibrium for models with slow dynamics. In particular we formulate an explicit conjecture, cfr. Eq. (77), for the out-of-equilibrium fd relations relating the multi-time correlation and response functions. This conjecture proves to be correct for gaussian aging processes, and should be amenable for a numerical check.

In the second part of the paper we presented an approach to the disordered averaged dynamics of dilute random spin models. Since with this approach we study the dynamic generating functional averaged over disorder we only have access to typical properties and we cannot follow the single spin dynamics in the particular background of a quench disorder realization. This should be contrasted with the recent advances in static calculations which allows a detailed sample-by-sample analysis of similar models .

When making contact between the generic method we discussed here and the explicit solution to the spherical dilute spin-glass model with two-body interactions  we see that with each level of the approximation we access different time-scales. Indeed, with the first ema we only see the dynamics in a first long-times scale that resembles strongly the fully-connected partner of the model. With this calculation the fluctuations in the connectivities are averaged out and the result is consistent with it. One step beyond one sees the fluctuations in the number of first neighbors of the sites and the disordered-average dynamics feels the existence of the special sites with larger connectivity than the average one, in a longer (still aging) time-scale. It would be interesting to understand how the existence and number of these time-scales and/or the behavior of the system in them is modified when including more levels in the iteration.

## Appendix A Properties of super correlators

Two products between susy correlators can be defined. These are the convolution and the Hadamard product:

$`Q^{(1)}(a,b)Q^{(2)}(b,c)`$ $``$ $`{\displaystyle 𝑑bQ^{(1)}(a,b)Q^{(2)}(b,c)},`$
$`Q^{(1)}(a,b)Q^{(2)}(a,b)`$ $``$ $`Q^{(1)}(a,b)Q^{(2)}(a,b).`$ (117)
These products are associative and commutative.

If one multiplies two susy correlators of the form (93) with either of these products one obtains another susy correlator of the same form. Its new “components” are given by functionals of the components of the original susy correlators. Indeed,

$`Q(a,b)=(Q^{(1)}Q^{(2)})(a,b)=C(t_a,t_b)+(\overline{\theta }_b\overline{\theta }_a)\left(\theta _bR(t_a,t_b)\theta _aR(t_2,t_1)\right)`$ (118)
with

$`C(t_a,t_b)`$ $`=`$ $`{\displaystyle 𝑑t_c[R^{(1)}(t_a,t_c)C^{(2)}(t_c,t_b)+C^{(1)}(t_a,t_c)R^{(2)}(t_b,t_c)]},`$
$`R(t_a,t_b)`$ $`=`$ $`{\displaystyle 𝑑t_cR^{(1)}(t_a,t_c)R^{(2)}(t_c,t_b)},`$ (119)
and

$`Q(a,b)=(Q^{(1)}Q^{(2)})(a,b)=C(t_a,t_b)+(\overline{\theta }_b\overline{\theta }_a)\left(\theta _bR(t_a,t_b)\theta _aR(t_2,t_1)\right)`$ (120)
with

$`C(t_a,t_b)`$ $`=`$ $`C^{(1)}(t_a,t_b)C^{(2)}(t_a,t_b),`$
$`R(t_a,t_b)`$ $`=`$ $`R^{(1)}(t_a,t_b)C^{(2)}(t_a,t_b)+C^{(1)}(t_a,t_b)R^{(2)}(t_a,t_b).`$ (121)
It is very simple to check that time-translation invariance and the fluctuation-dissipation relation are conserved by these products. More precisely, if one multiplies two super correlators satisfying these properties, the results will also verify them. Moreover, multiplying two super-correlators evaluated in times that are sufficiently far away such that they evolve in their slow (aging) scale, the result will also be slow. This property is apparent for the Hadamard product. To prove it for the convolution one needs to separate the integration time in several intervals and approximate the integrals as usually done when solving the dynamics of fully-connected models (see e.g. ). By induction one can then prove that any $`k`$-th power in the Hadamard or convolution sense of a susy correlator in the fast, stationary regime yields a result within this regime. Similarly, any Hadamard or convolution power of susy correlators in the slow, aging regime stays in the same regime. This property is very useful for solving the ema equations.

Acknowledgments L. F. C. is research associate at ICTP Trieste and a Fellow of the Guggenheim Foundation. We acknowledge financial support from the ACI Jeunes Chercheurs “Algorithmes d’optimisation et systèmes désordonnés quantiques”. This research was supported in part by the National Science Foundation under Grant No. PHY99-07949.


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# Comment on “Two-phase behavior of financial markets”

In a recent article , the authors report evidence for an intriguing two-phase behavior of financial markets when studying the distribution of volume imbalance ($`\mathrm{\Omega }`$) conditional to the local intensity of its fluctuations ($`\mathrm{\Sigma }`$). We show here that this apparent phase transition is a generic consequence of the conditioning and exists even in the absence of any non trivial collective phenomenon.

More precisely, to each trade $`i`$ one can associate the volume of the trade $`q_i`$ and the ‘sign’ of the trade $`a_i`$, with $`a_i=+1`$ for buyer initiated trades, and $`a_i=1`$ for seller initiated trades. Then, the volume imbalance is defined as:

$$\mathrm{\Omega }_t=\underset{i=1}{\overset{N_t}{}}a_iq_iN_ta_iq_i,$$

where $`N_t`$ is the number of trades taking place in a small time interval $`\mathrm{\Delta }t`$ around $`t`$. The intensity of fluctuations, on the other hand, is defined as:

$$\mathrm{\Sigma }_t=|a_iq_ia_iq_i|.$$

The finding reported in  is that conditioned a small value of $`\mathrm{\Sigma }<\mathrm{\Sigma }_c`$, the probability distribution of $`\mathrm{\Omega }`$ is unimodal, and maximum at zero, whereas for $`\mathrm{\Sigma }>\mathrm{\Sigma }_c`$, the distribution becomes bimodal.

Our main point is the following: take a symmetric random variable $`X`$, and an estimate $`A`$ of its magnitude $`|X|`$. If we know that $`A`$ is small, then $`X`$ is probably around zero, whereas when $`A`$ is known to be large there are two most probable values for $`X`$, namely large and positive or large and negative. This generic behavior is more precisely illustrated on a simple example. If $`\mathrm{\Omega }`$ is an a priori Gaussian variable of zero mean and unit variance and $`\mathrm{\Sigma }=\beta \mathrm{\Omega }^2+\eta `$ a noisy estimate of its magnitude ($`\eta `$ is a Gaussian noise, independent from $`\mathrm{\Omega }`$, of variance $`\sigma ^2`$, and $`\beta >0`$) then:

$$P(\mathrm{\Omega }|\mathrm{\Sigma })=\frac{1}{Z(\mathrm{\Sigma })}\mathrm{exp}\left(\frac{\mathrm{\Omega }^2}{2}\frac{(\beta \mathrm{\Omega }^2\mathrm{\Sigma })^2}{2\sigma ^2}\right),$$

in which we recognize the standard ‘Mexican hat’ potential with a single maximum at zero if $`\mathrm{\Sigma }<\mathrm{\Sigma }_c=\sigma ^2/2\beta `$ and two symmetric maxima $`\pm \mathrm{\Omega }^{}`$ otherwise, with $`\mathrm{\Omega }^{}(\mathrm{\Sigma }\mathrm{\Sigma }_c)^{1/2}`$. Note that $`\mathrm{\Sigma }_c`$ is finite as soon as $`\beta `$ is non zero, i.e. if there are non zero correlations between $`\mathrm{\Omega }^2`$ and $`\mathrm{\Sigma }`$. This effect is more general and does not require the above normality assumptions.

Now the local noise intensity $`\mathrm{\Sigma }`$, as defined in Eq. Comment on “Two-phase behavior of financial markets” , is in fact highly correlated with the magnitude of the volume imbalance $`\mathrm{\Omega }`$ and therefore the observed ‘phase transition’ is most plausibly due to the above mechanism. We have indeed computed the covariance between $`\mathrm{\Sigma }`$ and $`\mathrm{\Omega }^2`$ assuming that each trade is independently buyer or seller initiated with probability one half. We also neglect the fluctuations of $`N_t=N`$. To make the computation more tractable without changing the conclusion, we define $`\mathrm{\Sigma }^{}`$ as $`(q_ia_iq_ia_i)^2`$, rather than with an absolute value. We find

$$\mathrm{\Sigma }^{}\mathrm{\Omega }^2_c=(N1)(q^43q^2^2)+\left(1\frac{3}{N}\right)\underset{ij=1}{\overset{N}{}}q_i^2q_j^2_c,$$

where $`._c`$ means connected averages. As soon as traded volumes have fat tails ($`q^4>3q^2^2`$) and/or are positively correlated ($`q_i^2q_j^2_c>0`$) (see e.g. ), the last equation shows that $`\mathrm{\Sigma }^{}`$ and $`\mathrm{\Omega }^2`$ are indeed positively correlated (i.e. $`\beta >0`$). Moreover, if volume correlations are long ranged, the correlation coefficient does not vanish even for $`N`$ large.

The above mechanism generically leads to $`\mathrm{\Omega }^{}\sqrt{\mathrm{\Sigma }\mathrm{\Sigma }_c}`$ when $`\mathrm{log}(P(\mathrm{\Omega }))`$ is smooth at the origin. However choosing $`\mathrm{log}(P(\mathrm{\Omega }))|\mathrm{\Omega }|`$, a realistic choice for order imbalance, leads to $`\mathrm{\Omega }^{}\mathrm{\Sigma }\mathrm{\Sigma }_c`$ as observed in . We therefore suggest that the ‘two phase’ behaviour of $`P(\mathrm{\Omega }|\mathrm{\Sigma })`$ is a direct consequence of known statistical properties of traded volumes.

This comment was submitted to Nature and rejected without refereeing. It was deemed too specialized to be of interest for its readership (!). We thank P. Gopikrishnan, V. Plerou, and H. E. Stanley for a useful correspondence.

Science & Finance, CFM, 109-111 rue Victor Hugo 92532 Levallois, France

Commissariat à l’Energie Atomique, Orme des Merisiers 91191 Gif-sur-Yvette, France


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# Unitary realizations of the ideal phase measurement

## Acknowledgments

This work has been sponsored by INFM through the project PRA-2002-CLON, and by EEC through the ATESIT project IST-2000-29681.