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