Spin glass analysis of the invariant distribution of a Lotka-Volterra SDE with a large random interaction matrix

Abstract: The generalized Lotka-Volterra stochastic differential equation with a symmetric food interaction matrix is frequently used to model the dynamics of the abundances of the species living within an ecosystem when these interactions are mutualistic or competitive. In the relevant cases of interest, the Markov process described by this equation has an unique invariant distribution which has a Hamiltonian structure. Following an important trend in theoretical ecology, the interaction matrix is considered in this paper as a large random matrix. In this situation, the (conditional) invariant distribution takes the form of a random Gibbs measure that can be studied rigorously with the help of spin glass techniques issued from the field of physics of disordered systems. Considering that the interaction matrix is an additively deformed GOE matrix, which is a well-known model for this matrix in theoretical ecology, the free energy of the model is derived in the limit of the large number $n$ of species, making rigorous some recent results from the literature. The free energy analysis made in this paper could be adapted to other situations where the Gibbs measure is non compactly supported.