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A Puzzle on Fluctuations of Weights in Spin Glasses
Th. Nieuwenhuizen
To cite this version:
Th. Nieuwenhuizen. A Puzzle on Fluctuations of Weights in Spin Glasses. Journal de Physique I,
EDP Sciences, 1996, 6 (1), pp.109-117. �10.1051/jp1:1996132�. �jpa-00247171�
A Puzzle
onFluctuations of Weights in Spin Glasses
Th. l/I.
Nieuwenhuizen(*)
Van der Waals-Zeeman Institute, Universiteit van
Amsterdam,
Valckenierstraat614/5,
1018 XE
Amsterdam,
The Netherlands(Received
20April
1995, revised 27July
1995,accepted
6 october1995)
Abstract. In certain
mean field mortels for spin
glasses
there occurs a one stepreplica
symmetrybreaking
pattern. As anexample
ofgeneral 1/N-corrections
in such systems, the fluctuations in the internai energy are calculated. For thisquantity
the outcome is known from thespecific
heat. It is shown that the correct result can be derivedby
assuming that the both theheight
and the location of thebreakpoint
fluctuate. This eRectenlarges
thecommonly
considered space of allowed fluctuations of the order parameter inloop
calculations for short rangespin glasses
of this type. Thephenomenon
does not occur in spinglasses
with infinite orderreplica
symmetrybreaking.
PACS. 75.10Nr
Spin-glass
and other random mortels.PACS. 75.40Cx- Static
properties (order
parameter, staticsusceptibility,
heatcapacities,
critical exponents,
etc.).
PACS. 75.50Lk
Spin glasses
and other random magnets.1. Introduction
The theoretical
understanding
of the spinglass phase
relies on the Parisirephca symmetry breaking
scheme [1]. Parisi considered a variationalproblem
with kbreaking
ofreplica
sym-metry.
Theabjects
that show up are the values ofpossible overlaps
q~(0
< <k)
and their cumulativeweights
x~il
< <k).
The free energy was maximized in these variables. In theSherrington-Kirkpatrick
model thephysical
result arises in the hmit k- oo.
Eliminating
trie i's a continuous order
parameter
functionq(x)
arises.Loop
corrections to this mean fieldtheory
have been studied ingreat
detail in a serres of papersby
deDominicis,
Kondor andTemesùari
[2]. Inparticular,
the fluctuation matrix has been inverted in fuitglory
[3].Many
aspects of this and relatedrephca analyses
are ill defined and often Ill understood.Nevertheless
replica
results for the SK-model have been rederivedby TAP-analysis
andcavity
methods [4]. For the random energy model("simplest spin glass"
thereplica
results are in fuitagreement
with the direct evaluation of thepartition
sum [5].It is our belief that a
replica analysis
canproduce
thephysically
correct answer m aquick
way, but its
interpretation
shouldalways
be understood from a moreprofound analysis.
If theanswer is
unsatisfactory,
then one shouldsimply
abandon it or improve the denvation(the
celeber case
being
Pansi's improvement of theSherrington-Kirkpatrick saddlepoint.)
Such a situation occurs inparticular
insystems
which exhibit onestep
ofrephca symmetry breaking
(* e-mail:
[email protected]
©
LesÉditions
dePhysique
1996110 JOURNAL DE
PHYSIQUE
I Nol(IRSB).
Here there occur two transitiontemperatures, Tg
for the statics andTc
>Tg
for thedynamics.
Ilirkpatrick
and~iolynes
[6] considered the Pottsglass,
which exhibits a IRSB when the number ofcomponents
exceeds four. In theiranalysis
of the metastable states(TAP states) they
observed that there occurs a critical temperatureTc
>Tg
whereunexpected
behaviorsets in. On a static level the
system
condenses for T~ < T <Tc
in a multitude of states with extensivecomplexity,
ail of which have non-zeroself-overlap
butvanishing
mutualoverlap.
The free energy is therefore stillequal
to theparamagnetic
free energy. As a result. this transition is not noticed in a directrephca analysis
of thepartition
sum when one uses Parisi'sprescriptions.
Nevertheless. it can be described
by replica's
if one modifies the rule forfixing
thebreakpoint.
The value of the
selfoverlap
can be obtainedby solving
theequation ôF/ôqi
=
o,
with theadditional rule that the limit xi ~ l is taken afterwards. In this
temperature interval, namely,
it
gives
the maximal free energy in thephysical
range 0 < xi < 1.Loosely speaking,
that limit equates the i~alue of theselfoverlap
to the mutualoverlaps
in alimiting
small cluster ofstates. This
procedure
alsoautomatically implies
that the free energy of thisphase
isequal
to theparamagnetic
one. For T <Tg
the extremum can nolonger
be located at xi = 1 and theadditional restriction has to be relaxed.
A related
mystery
of thereplica
calculus occurs in thedynamical approach
to the systems with IRSB. The prototype is thespherical p-spin
interaction spinglass,
seeequation il)
beloi~:.The
long-time
limit ofdyiiamics
has avanishing
fluctuationeigeI1value,
aI1d is therefore called"marginal" iii
[8] [9]. TheloI1g-time dyI1amical
values for qi aI1d xi caI1 be derived from thereplica
free eI1ergyby
assumiI1gmargiI1ality
withiI1 thereplica.
calculatioI1 [7] [8][10).
The mystery remaiI1swhy
areplica
calculatioI1 canexplain
theloI1g-time dyI1amics.
Afterail,
the Gibbsweight
isthought
to be related toexponentially large
times where thesystem
has timeeI1ough
to visit ail states.lIargiI1ality
isthought
to be related toalgebraically large
times. It therefore seemsparadoxical
that Gibbsweight
atmargiI1ality
does describe the results oflong
time
dynamics.
It has beeI1suggested
that an esseI1tial rote isplayed
hereby
thecomplexity.
It is solarge
that thereplica
free eI1ergy is the lowest of the available states, an oldthermodyI1amic
law,
but Ilew inglassy systems il1].
In this note i~~e ivish to draw attention to aI1other
aspect
of the location of the break points of IRSB solutions. This time we coI1sider trie more standardstatioI1ary
case, where the Parisidescription applies, Ilamely
theoptimal
value of the break points followsby maximiziI1g
the free eI1ergy. ~VheI1calculatiI1g 1IN
contributions to aphysical quaI1tity,
we fiI1d that careshould be takeI1of fluctuations in the location of the
plateaus.
In Ilext section we
preseI1t
in detail the calculatioI1 of the fluctuations of the internai eI1ergyin a
p-spin
interaction mean field spmglass
mortel with IRSB.SubsequeI1tly
thisaI1alysis
isgeI1eraIized
to models with OORSB. The paper closes i~~ith a discussion.2.
Analysis
of a Model with IRSBFor a system with N
spiI1s
in zero field we consider the HamiltoI1iaI1~~
~ ~0t2"'tp~b~t2 ~~
~~~q<~2<"'<~p
with
indepeI1dent
Gaussian randomcoupliI1gs,that
have average zero aI1d variaI1ceJ~p!/2NP~~.
The
spiI1s
arespherical
aI1dsubject
to the condition£~S)
= N. A
rephca
calculation wasperformed by
Crisanti and Sommers(CS) [12].
Thereplicated
free energy readsFn
=~~ ~ £ q[~ ~tra log
q(2)
ad
~
At zero field the order
parameter
fuI1ction has theone-step
formq(x)
=
q10(x -xi),
and the free energy reads=
-~(
+~( fia( ) iogli fi qi)
+
))~ iogli qi) 13)
where
fi
= 1 Xi The internai eI1ergy reads
U "
~~~ Il Îiql) (4)
FollowiI1g
Crisanti aI1d Sommers m theirTAP-approach [14],
we deI1oteby
z the value 0 < z <2/p(p 1)
where thecomplexity
1=
)
~ ~log
~~ +~
~
z~ £ là)
P
~
p z
is
non-extensive,
viz.I/N
= 0. The
equatioI1s ôF/ôqi
=
ôF/ôxi
= 0 theI1 caI1 be cast in the form
Pli q)ql/~~~
~" Z( Xl "
~~
(~
~~16)
PZ q1
From these results oI1e can calculate the
specific
heat C=
dU/dT usiI1g
ÎÎ Î~ Î~- Î~
~~~
One obtains
C =
~~ ~~~ (l fi qi 2q(
~~~~~~~/
~~(8)
Pqi P +
Let us Ilow coI1sider the fluctuations in the internai eI1ergy,
~U~
*l~i~l l~il~
"
j fl / Ds~ilsal~ilsdl
eXP~fl fl~ils~) 19)
,Î=i Îi
where the last relation iI1volves
replicas,
aI1d the hmit n ~ 0 isimplied.
Theleading
termsin N are of order
N~n,
so
they
do Ilot survive for11 ~ 0.II1deed,
U isexpected
to have fluctuations of relative order1/@.
The first
tJ(N)
contribution toAU~
comes wheI1all sites in thepre-expoI1entials overlap pairwise.
Ityields
j2fil j2
filAU~I~~
=
< Lqip
=
iii liai) no)
ad
Before
calculating
the other terms one has to average over thecouplings.
Itimplies
the shiftj ~ j ~
~~~P~ ~ s~ s~ (ii)
~i ~p ~i' ~p ~p~p-1 ~i ~P
~
112 JOURNAL DE
PHYSIQUE
I NolOne
gets
the contribution~~2
j2) fl~J~N2 pipi
j
j
"°~~
~i
2<...<~p~[
l<.-<~j
where the replicated reads
e~~~n
=
exp£ ~fl~J~q[~
+~papqnp £pnpsfsfl(13)
ad
~ ~ ~
~
and
dpdq/27ri
is a short haI1d for theintegratioI1measure fl [dpapdqap/27ri] fl[dpaa/27ri]
xn<p a
il
+O(n)),
while further p and q aresymmetric [12].
It is iI1deed seen that theleadiI1g
terms m N are of orderN~n,
sothey
do Ilot contribute when 11= 0.
We can now express the
prefactor
asq's
aI1d carry out thespiI1 iI1tegrals,
to obtaiI1~~~
~~~~~ ~~~ ~~ ~ô
~~~~~~~~~ ~~~
Î~
~~ ~~~~~
~~~~~~~~
~~~~~l
(14) ExpaI1ding
arouI1d thesaddlepoiI1t
oI1e sets qnp =qnp +ôqnp,
pop=
fInp +ôpap,
withôqnn
= 0.
where q aI1d fl =
q~~ momeI1tarily
denote the saddlepoint
values. Due caI1 theI1iI1tegrate
out theôp's,
so thatoI1ly
the fluctuations in theq's
remaiI1~~~~~~ 4nÎ~ÎÎ~~/~ ~~Îô~~~~~~
~~~
ô~~~~~~~~~~~~~~
~~~~where
Mnp~~ô
=ô~flfn/ôqapôq~ô
is the fluctuation matrix. Its matrix elemeI1ts aI1deigeI1val-
ues are discussed
by
CrisaI1ti aI1d Sommers[12].
Now oI1e caI1 go to
eigeI1modes
of M[12].
The traI1sversa1 ones can beiI1tegrated
out, whichbrings
the square root of a aI1other determinaI1t asprefactor.
At fixed breakpoint
xi
only
thelongitudinal eigenvector ôqap
r- qap will contribute due to the contraction in thepreexponential. However,
alsoq's
with a small shift in thebreakpoint
will be seen tocontribute
[13].
We therefore consider fluctuations descnbedby
order parameter functionsqnP ~
qlx)
=
Il
+iJ)q101x
xià) l16)
where qi and xi are the
saddlepoint values,
and where ~gives
fluctuations in theheight
of theplateau
and à in the location of thebreakpoint.
The
shape (16)
ofq(x)
leads to n-times the free energy(3)
with qi ~qi(1+ ~)
and xi -+ xi + à. The value at à= ~ = 0 is of order n and has been omitted
already
fromequation (15).
The linear terms vanish due to thesaddlepoint condition,
and were also omit- tedalready.
Thequadratic
terms thereforeyield immediately
L ôqnpmnp.~ôôq~ô
~ ~l~~qlflfqq
+21JôqiflFq~
+ô2flF~~) Ii?i
np~ô
We now assume that for11 ~ 0 the summation over diflerent
breakpoints
can bereplaced by
an
integral
over their location xi + à viz.f
WI(xi
+à)d(xi
+à),
where wi is an unknown butsmooth
weight.
Since à is of order1/@,
it then follows that itsweight
WI(xi
+à)
mw(zi
is uniform m à. The totalweight
w consists of wi and of square roots of determmants that arise afterperforming
theôp integrals
and the transversalôq
modes. Next we assume that w is such that theremaining
Gaussianintegral
over à and ~/ is normalized tounity.
One then liasAU~I~)
=
~~~~ (18)
~ ~
J d~dôji ii ql
+ôql pli ~qll~
expÎ l~~
QIflF~~
+2~ôqiflFq~
+ô~flf~~
~
f d~dô
exp)" (~2q)flfqq
+2~/ôqiflfq~
+ô2flF~)
Let us recall that the appearance of the
integral
in trie denominator is due to our assumed value of w, now seen to be of order Nn. As the Gaussian fluctuationsbring
a factor1/Nn, they
indeed
yield
terms that survive in the limit n -+ 0. There are several fluctuation contributions.We should
only
take into account the cross terms[ôq( p(i~qi]~.
Thisyields
AU~
i~~=
~~~~ ~~~
~lp2ilRqq 2piiqiRq~
+qlR~x) i19)
where R is the inverse fluctuation
matrix,
viz.R[~
=flfq,
with= q, x;
j
= q, x.
Inserting
the field
equations ôF/ôqi
=
ôF/ôxi
= 0 one has
~'~
~~~~~~)Î-Î~~Î/~ÎÎÎÎ~
~~~~~
~~~~
~~~
2
Il
IÎÎÎ~~
fi
qi)~ ~~~~flfxx
-
illl~~~i~llll~jll~l~ 122)
The inverse matrix reads
~~~ 12 p +
pÎÎÎlp
~~ÎÎÎI ÎÎÎÎ
p +
1~~~
~~~~~~Q "
ii
~~~~~~ ~~~~~ ~ ~ ~~ ~~~~
Sqx
= pxiIl
qi(25)
Sx~
=~(~ llp i)qi
p + 2 +fi
qiIF
i pqi )1126)
qi
Now one
only
has to insert these results in(19).
One obtainsAU~
l~)=
~~~~~~~
~~~~)
~ ~ ~ ~~~(27)
Pqi P
Note that several
unpleasant
denominators havecanceled, ailirming
that ourprocedure
iscorrect.
Putting things together
we find~~2 ~u2
(ij ~~u2
j2)J~~
(i j~
qP2qP Îl
(P~~ P ~ ~~(28)
2 ~ Pqi P + 2
Comparing
withequation (8)
one sees that indeedAU~
=
T~dU/dT,
asrequired by
a standardthermodynamic
relation. If variations in xi had not been taken into account,AU~
would have beenproportional
to1/Fqq,
which iscertainly incorrect,
since thecomphcated
factor in thenumerator of
Fqq
will not be canceled.114 JOURNAL DE
PHYSIQUE
I N°13. Infinite Order
Replica Symmetry Breaking
Recently
the authorproposed
aspherical
model with infinite orderreplica symmetry breaking.
It is the model
given by equation (1),
but summed over p[15].
Inparticular,
random pair(p
=2)
and randomquartet
interactions(p
=4)
occur, while randomtriplets
should be absent. Then the model has near the spinglass
transition the same critical behavior as theSherrington-Kirkpatrick
model. Its benefit is that it can be solvedexplicitly
in the whole low Tphase;
this arises due to thespherical
nature of the spins and the mean field character of the model. For ourpresent
purpose this allows anexplicit
check at anytemperature
in a model with infinite RSB.Assuming
that the variance of the p-spincouplings equals J)(p 1)1/NP~~,
the free energy for ak-step
RSBpattern
can be derivedusing
results of anappendix
of CS~
=
-(fl~fli)
+(fl~4 ) iogli qk) iog ~f~ 129)
z=i z z
where
m
j2
flq)
=
£
~qP 130)
~~~ P
and
k k
4 "
£(X~+1
X~)/jq~),
A~ # i qk +~j
X31~3Q3-1) 131)
1=0 3"~+l
As usual we defined zo
= 0 and xk+i = 1. The variables
(q~, x~)
will be denotedby
a 2k +1component
vector ~~,ii
=
0, ,2k).
From U=
-(flN/2)( fil) -16)
one obtainsby
diflerentiation with respect to T thespecific
heatp2
p~p4
p~ 2kC =
-(f(l)
16) +~j lb~R~lbj (32)
~ ~
~,J=o
where
R[~
=ô~flf/ô~~ô~j
and lb~ =ôlb/ô~~.
We again consider the fluctuations in the internai energy. The
analog
ofequation (10) immediately explains
the first two terms ofT~C.
Theanalog
ofequation (19)
isAU~l~l
=
~/ £
lb~Rqlbj (33)
,Î~o
l/Iultiplied by fl~
this indeedequals
the last term inequation (32).
Dur
approach
thusreproduces
the correct result for the fluctuations of the internai energy at any fixed kand,
inparticular,
in thephysical
hmit k-+ oo. In this continuum limit the meaning of the
breakpoints
x~ becomes ill-defined. It wasconjectured by
Parisi[16]
that the discussed eflect thendisappears.
In otherwords,
the final resultmight
be due to fluctuationsin the
plateaus
jonly.
In order toinvestigate
thisquestion
i~~e go to the Parisi free energy functional for trie SK mortel [1]k
~~ ~~~~~
~~~~Î~~ Î~~
~Î ~~
~~~~
where the
paramagnetic background
has beensubtracted,
r=
(fl~J~ 1)/2,
andTi
%12x~+1
x~iql
+ q~~ixj+i
xj)qj
+(izj+i xj)qi 135)
j-,+ j-
For this model
equation (32)
stillapplies
withf(q)
=
J~q~,
while the terminvolving fil)
=
J~
comes from the
paramagnetic background.
The nice
thing
of the Parisi model is that the solution for q~, x~ is knoi~~nexactly
at any k.It holds that
~~
ÎÎÎÎ~~
~'~WÎÎÎ1)
~~~~where qk satisfies
~~~~
2
(2k
+)21
~°~~ ~ ~ ~ ~~~~
This is an
immediate,
exactgeneralization
of trie Parisi solution of trie model(34)
to theregion
where ryi
/w~
is not very small.From Parisi's results it follows that now
~
~~~ ~~~~~ ~~~~~ ~~~ ~~ ÎÎÎÎ~ÎÎ~~Î
~~~~Differentiating
withrespect
to T one finds thatAb~~
l~) should beequal
top2 j4 filq~
W§iqk(3 j2kÎi)2
~~~
~~~(39)
W W vi
~k(3 ~ù~
Since this
expression
converges as1/(2k +1)~,
agood approximation
isalready
obtained for k = 1. The fuit result for triespecific
heat converges also as1/(2k +1)~ [l].
We have also calculated
AU~I~) by taking
into accountonly
trie fluctuations in the q~.Numerically
we have inverted the matrixô~flf/ôq~ôqj
up tolarge
sizes(k
=
150)
and find atw = vi =
1,
r = o-1 that~ ôlb
jô~flfj~~
ôlb~~~~ ôlb
jô~flfj
~~ ôlb 0.446 0.446
~~ ôqz ôqôq
~~
ôqj (
ô~~
ô~ô~~~
ô~j
~(2k
+1)3
~'~~~~~~~~ ~(2k
+1)3
~ 3" ~ 3"
(4Q)
where the sum in the middle involves fluctuations in both q and z, viz.
(~~)
=(~0>~l>~2>'
ÎXI>X2,''1'
From this
example
it is seen that Parisi'sconjecture
isprobably
true ingeneral:
the effect of fluctuations of thebreakpoints disappears
for continuous orderparameter
functions.4. Conclusion
We have
put
the basis forone-loop
calculations in a mean field spinglass
model with IRSB.We calculated the energy fluctuations because their
strength
is knownalready; they
are pro-portional
to thespecific
heat. In order toreproduce
the correct ansiver, we had to take intoaccount fluctuations in both the
height
and the location of thebreakpoint
of the IRSB solu-tion.
(It
should be admitted that the normalizatioii of the fluctuationintegral
deserves a sohd derivation Dur assumed form is the natural one, and leads to the correctresults.) [13].
116 JOURNAL DE
PHYSIQUE
I N°1It is the neiv
point
of this paper that inintegrating
over ail qnp one must notonly integrate
over the fluctuations around the
saddlepoint
atgiven parameterization (given breakpoint
xi),
but also over ailpossible parameterizations (locations
of thebreakpoint).
Inhindsight,
this is not so unnatural. In mean field both the location of thebreakpoint
and theplateau
value aredetermined
by
a saddlepoint. equation. Generally
saddle points appear when one has toperform sharply peaked integrals.
The very notion of a saddlepoint
canonly
occur due to smallness of fluctuations around it. Saddlepoints
without fluctuations do not exist. Fluctuations mustalways
beconsidered; oI1ly
in some casesthey
areIleghgible.
The new
question
i~~hich arises is: whathappens beyoI1d
mean field in finite rangesystems?
Physically,
the i~~eight of the IRSB solution is theprobability
for occurrence of non-zerooverlap.
At before
hand,
there is no reasonwhy
it should be constant. One would thus expect that it fluctuates. This isexactly
i~*hat we showed in anexplicit
mean field calculation.Beyond
mean field one expects that it fluctuates in space. In the reI1ormalization groupapproach
of Cwilich~nd
I(irkpatrick il?]
such fluctuations are not taken into account.An
important question
is whetherthey
arecompatible
withultrametricity.
The answer is affirmative.Indeed, gii~en
Parisi's division of thereplica
number n=
(n/xi)(xi /x2) (xk Il),
one can
impose
at each lattice sites the allowed -ultrametric states" xi,., xk. In mean field
only
one'~state",
say T, will beoccupied;
thishappens umformly
in space. Fordescribing
fluctuations of the
breakpoint
at site r, the state withbreakpoint x(r)
= Î +
ôx(r)
i~~ill beoccupied
at the cost of theoccupation
of the state with f. This willmodify
thelongitudinal
sector of the fluctuations. As this sector is massive at the transition and
below,
it isexpected
to
bring only quantitative effects,
and not tochange
the renormahzation floiv[17].
In mortels with infiI1ite order
replica symmetry breaking
the order parameter fuI1ctioI1 has inzero field a contiI1uous
part
up to x = xi and is constantbeyoI1d.
Here the effect of fluctuationsin the location of the
breakpoiI1ts
was seeI1 todisappear.
For short rangesystems
thisimphes
that the
breakpoiI1ts
do Ilot fluctuate in space. The fluctuations of theprobability
of the self-overlap,
I.e. l xi, areprobably already
takeI1 iI1to accouI1tby
the fluctuations in theheight
of the
plateau.
Acknowledgments
The author beI1efited fi.om
participation
in the coI1ference " Lowtemperature dyI1amics
andphase-space
structure ofcomplex systems",
held atNordita, KopeI1hageI1,
Nlarch 1995. He MsoackI1owledges
discussion with J-M- Luck andhospitahty
at the CEASaclay,
where partof the work i~~as doue. He thaI1ks
Giorgio
Parisi for urgiI1g him topublish
this material. Thisivork was made
possible by
theRoyal
DutchAcademy
of Arts aI1d Sciences(KNAW).
References
[1] Parisi
G.,
J.Phys.
A13(1980) Llls;
ibid. l101.[2] de DomiI1icis C. aI1d
1(oI1dor1., Phys.
Reu. B 27(1983) 606;
de DomiI1icisC.,
KoI1dor1.aI1d Temesvari
T.,
Int. J. Mort.Phys.
B 7(1993)
986.[3j de DomiI1icis
C.,
Kondor I. and TemesvariT.,
J.Phys.
I France 4(1994)
1287.[4] Mézard
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341.[13] As a certain hnear combination
of'replicon'
or'ergodon'
fluctuations also represents a shift in thebreakpoint,
this may look likeovercounting
the fluctuations.However, equation (là) only
describes thesmall,
Gaussian fluctuationsôp
r-ôq
r-
tJ(N~l/~).
Aftercompletion
ofthe
manuscript,
it was reahzed thatequation (14)
should also have fluctuationsôp
r-