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Market Physics (시장 물리학)

Why Glass Never Relaxes: Parisi, RSB, and Effective Temperature

by 소음 소믈리에 2026. 1. 13.
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'Replica Symmetry Breaking & Effective Temperature' Why does a glass never truly relax? Discover the deep connection between Giorgio Parisi's Replica Symmetry Breaking (RSB), the hierarchical structure of complex landscapes, and the Cugliandolo-Kurchan concept of Effective Temperature. This is the alpha you need to understand complexity.

Let’s be honest. Most people think "disorder" just means a messy desk or bad code. But for us—the quants, the physicists, the ones searching for the signal in the noise—disorder is a structure. It’s a landscape. And if you don't understand the geometry of this landscape, you are just walking blind in a minefield of local minima.

I’ve spent years modeling complex systems, from financial volatility surfaces to neural networks. And there is one concept that separates the tourists from the masters: Replica Symmetry Breaking (RSB). Giorgio Parisi didn't just solve a spin glass problem; he discovered the universal language of complex optimization.

Today, we are going deep. We aren't just skimming the surface of the Sherrington-Kirkpatrick model. We are going to connect the static hierarchy of RSB to the dynamic reality of Aging and Effective Temperature, derived from the Cugliandolo-Kurchan equations. If you’ve ever wondered why your optimization algorithm gets stuck or why deep learning loss landscapes look the way they do, this is the physics you need. Buckle up. It’s going to be a rigorous ride. 

 

1. The Landscape of Complexity: Beyond the Gibbs Rule 

To understand Replica Symmetry Breaking, we must first abandon our comfortable intuition about simple phases of matter. In standard thermodynamics, we rely on the Gibbs phase rule. It tells us that to have the coexistence of n + 1 phases, we generally need to tune n parameters (like temperature, pressure, or magnetic field). For example, water, ice, and vapor coexist only at the "triple point"—a specific, singular condition.

But complex systems—specifically Spin Glasses—don't play by these rules. In the low-temperature phase (the "glassy" phase), we observe something extraordinary: the coexistence of an infinite number of equilibrium states (phases) without tuning any parameters. This is not just a curiosity; it is a fundamental violation of standard statistical mechanics as we knew it.

Insight: The Rough Landscape
Imagine a golf course. A simple system is like a smooth green; the ball (the system's state) rolls easily to the single lowest point (the ground state). A complex system, like a Spin Glass, is the Alps. There are thousands of valleys (local minima), separated by massive mountains (energy barriers). The system can get trapped in any of these valleys, and each valley represents a different "state."

In the Sherrington-Kirkpatrick (SK) model, which is the "harmonic oscillator" of complex systems, we have N spins interacting with random couplings Jij. The Hamiltonian (Energy function) looks like this:

H = - Σi<j Jij σi σj

Here, Jij takes values randomly (e.g., +1 or -1). This introduces frustration. You cannot satisfy all bonds simultaneously. If spin A wants to be up, and spin B wants to be down, but spin C wants to be aligned with both, you have a conflict. Multiply this by N spins, and you generate a rugged free-energy landscape with exponentially many metastable states.

Parisi's genius was to realize that we can't just average over the disorder using standard methods. We need the Replica Trick. We create n identical copies (replicas) of the system. If the system is simple, all replicas behave the same way—this is Replica Symmetry (RS). But in a spin glass, the replicas can settle into different valleys. They are no longer symmetric. The symmetry must be broken. This is Replica Symmetry Breaking (RSB).

 

2. Ultrametricity: The Genealogy of States 

This is where it gets mathematically beautiful. When Replica Symmetry breaks, it doesn't just shatter randomly. It breaks into a very specific, hierarchical structure. Parisi proposed that the order parameter is not a single number (like magnetization in a ferromagnet) but a function, or more precisely, a matrix of overlaps between replicas, denoted as Qab.

The "overlap" qab measures how similar the state of replica a is to the state of replica b. If they are in the same valley, q is large (near qEA). If they are in distant valleys, q is small.

Key Concept: Ultrametricity
Parisi discovered that these states are organized like a family tree. If you pick three states α, β, and γ, the distances between them satisfy a strong inequality called Ultrametricity:

d(α, β) ≤ max{ d(α, γ), d(β, γ) }

This means there are no "triangles" in state space, only isosceles triangles with the distinct side smaller than the equal sides. Geometrically, this implies a hierarchical tree structure.

Think of biological taxonomy: Species → Genus → Family. Two lions are closer to each other than to a wolf. A lion and a wolf are closer to each other (both Carnivora) than to a cow. You cannot have a lion that is close to a wolf, a wolf close to a cow, but the lion far from the cow in a circular way. The distance is defined by the nearest common ancestor in the tree.

In the Parisi solution, this hierarchy is continuous. The order parameter becomes a probability distribution function, P(q).

  • In a Replica Symmetric (RS) phase (like a ferromagnet), P(q) is a simple delta function. All replicas are equally related.
  • In Full Replica Symmetry Breaking (fRSB) (the Spin Glass phase), P(q) has a continuous support. There is a continuum of distances between states.

This P(q) is the fingerprint of complexity. It tells us that the energy landscape has "valleys within valleys within valleys." It is a fractal landscape.

 

3. Dynamics: Cugliandolo-Kurchan & Effective Temperature 

Now, let’s pivot from the static picture (equilibrium) to the dynamic picture (what actually happens in time). This is crucial because, strictly speaking, a spin glass never reaches equilibrium on experimental time scales. It is always "aging."

If you quench a system from high temperature to a temperature T deep in the glassy phase, it starts to relax. But the relaxation gets slower and slower. The system explores the hierarchy of valleys we just discussed.

Leticia Cugliandolo and Jorge Kurchan (1993) revolutionized our understanding of this process. They derived dynamic equations for the correlation function C(t, tw) and the response function R(t, tw), where t is the observation time and tw is the "waiting time" since the quench.

In a normal system, the Fluctuation-Dissipation Theorem (FDT) holds:

R(t, tw) = (1 / T) × ∂C(t, tw) / ∂tw

This relates the spontaneous fluctuations (Correlation) to the response to an external kick (Response). The constant of proportionality is the inverse temperature, 1/T.

But in the glassy phase, FDT is violated.

The Effective Temperature Concept
Cugliandolo and Kurchan showed that for large time separations (the aging regime), the FDT is modified. We can define a generalized fluctuation-dissipation relation:

R(t, tw) = (X(C) / T) × ∂C(t, tw) / ∂tw

Here, X(C) is the Fluctuation-Dissipation Ratio (FDR). This allows us to define an Effective Temperature:

Teff = T / X(C)

This result is mind-blowing. It implies that the slow degrees of freedom (the ones responsible for aging) are not thermalized at the bath temperature T. Instead, they effectively live at a higher temperature, Teff.

  • Fast Modes: Small vibrations inside a valley. These equilibrate fast. X = 1, so Teff = T.
  • Slow Modes: Transitions between valleys. These are stuck out of equilibrium. X < 1, so Teff > T.

The most beautiful connection is that this dynamic quantity X(C) is directly related to the static Parisi parameter x(q) from the RSB solution.
Specifically, the effective temperature of the slow modes corresponds to the inverse slope of the Parisi function x(q). The dynamic "aging" process is essentially the system slowly sliding down the hierarchical tree of states defined by the static RSB theory.

 

4. Marginal Stability: Living on the Edge 

Why is this landscape so special? Why isn't it just a simple rugged surface? The answer lies in Marginal Stability.

In the Parisi solution, the spectrum of the Hessian matrix (the matrix of second derivatives of the energy) at the equilibrium states extends all the way to zero. There is no "gap."
In a normal stable solid (like a crystal), the eigenvalues are positive and separated from zero. It costs finite energy to deform it.
In a Spin Glass with Full RSB, there are "soft modes" with near-zero energy cost. This means the system is marginally stable.

The Butterfly Effect in Phase Space 

Because of marginal stability, even a microscopic change in the external parameters (like temperature or magnetic field) causes a macroscopic reorganization of the states. This is known as static chaos. The valleys you are in shift and reshape dramatically with tiny perturbations.

This marginal stability is what makes these systems so hard to simulate and solve. But it is also what gives them their computational power. A system that is marginally stable is incredibly sensitive to inputs—a feature that biological neural networks likely exploit for learning and adaptation.

The condition of marginal stability is actually what selects the Parisi solution out of all possible solutions. It is the only solution that is physically stable (or at least, on the boundary of stability).

 

Cheat Sheet: RSB & Dynamics
Statics (Parisi): Ultrametric Hierarchy
The states are organized in a fractal tree. Distance is defined by overlaps q.
Dynamics (Cugliandolo-Kurchan): Aging & Effective Temp
Teff = T / X(C)
Slow modes are "hotter" than fast modes.
Stability: Marginal
Flat valleys, gapless spectrum, infinite sensitivity (Chaos).

Key Takeaways 

To wrap up this dense tour of complexity:

  1. Complexity has Geometry: The space of states in a spin glass is not random; it is Ultrametric. It looks like a taxonomic tree.
  2. Symmetry Breaks Hierarchically: RSB is not a binary switch. In the Parisi solution, it happens continuously, creating an infinite nesting of states.
  3. Time relates to Structure: The dynamic Effective Temperature Teff of the aging process measures how deep the system is in the hierarchy of traps.
  4. Stability is Marginal: These systems live on the edge of chaos, making them incredibly rich and sensitive.

FAQ: Asking the Real Questions ❓

Q: Is this relevant to Machine Learning?
A: Absolutely. The loss landscape of deep neural networks exhibits properties very similar to spin glasses (ruggedness, many local minima). Concepts like RSB and aging are being used to understand why SGD (Stochastic Gradient Descent) works so well—it essentially navigates this complex landscape, possibly exploiting the "flat" marginally stable valleys.
Q: What is the physical meaning of x in Parisi's function?
A: Static interpretation: x is the probability of finding two replicas with overlap less than q(x). Dynamic interpretation (CK): x is related to the effective temperature ratio T/Teff. It tells you how much the FDT is violated at that timescale.

Understanding RSB is like taking the red pill of statistical physics. Once you see the world as a hierarchical landscape of metastable states, you can't unsee it. Whether you are modeling markets, folding proteins, or training AI, the ghost of Parisi is always there, lurking in the non-convexity.

If you enjoyed this deep dive, share it with your fellow geeks. Let’s keep the signal high and the noise low. See you in the next valley. 

Title: The Physical Meaning of Replica Symmetry Breaking Author: Giorgio Parisi (Department of Physics, University of Rome "La Sapienza", INFN) Journal/Source: arXiv:cond-mat/0205387 (Also published in Pramana - Journal of Physics, Vol. 64, 2005)
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