Statistical mechanics of a single particle in a multiscale random potential: Parisi landscapes in finite-dimensional Euclidean spaces

We construct an N -dimensional Gaussian landscape with multiscale, translation invariant, logarithmic correlations and investigate the statistical mechanics of a single particle in this environment. In the limit of high dimension N → ∞ the free energy of the system and overlap function are calculated exactly using the replica trick and Parisi's hierarchical ansatz. In the thermodynamic limit, we recover the most general version of the Derrida's generalized random energy model (GREM). The low-temperature behaviour depends essentially on the spectrum of length scales involved in the construction of the landscape. If the latter consists of K discrete values, the system is characterized by a K -step replica symmetry breaking solution. We argue that our construction is in fact valid in any finite spatial dimensions N ⩾ 1. We discuss the implications of our results for the singularity spectrum describing multifractality of the associated Boltzmann–Gibbs measure. Finally we discuss several generalizations and open problems, such as the dynamics in such a landscape and the construction of a generalized multifractal random walk.