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

Zhou Fan, Theodor Misiakiewicz, Leda Wang +1

We study a class of diffusion processes on ${\mathbb{R}}^n$ interacting through a symmetric matrix $X\in {\mathbb{R}}^{n\times n}$. When eigenvectors of $X$ are Haar-uniform on the orth…