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Dynamical mean-field limit and replica-symmetric free energy for the orthogonally-invariant SK model
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 orthogonal group, we derive a dynamical mean-field limit for the empirical law of sample paths, extending the classical Somp
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