d-dimensional spherical ferromagnets in random fields: Metastates, continuous symmetry breaking, and spin-glass features

We study the large-volume behavior of the spherical model for $d$-dimensional local spins, in the presence of $d$-dimensional random fields, for $d\geq 2$. We compare two models, one with volume-scaled random fields, and another one with non-scaled random fields, on the level of Aizenman-Wehr metastates, Newman-Stein metastates, as well as overlap distributions. We show that in $d\geq 2$ the metastates are fully supported on a continuity of random product states, with weights which we describe, for both models. For the non-scaled random fields, the set of a.s. cluster points of Gibbs measures contains these product states, but behaves differently in the 'recurrent' spin dimension $d=2$ where it also contains non-trivial mixtures of tilted measures. For the scaled model, moreover the overlap distribution displays spin-glass characteristics, as it is non-self averaging, and shows replica symmetry breaking, although it is ultrametric if and only if $d=1$. For $d\geq 2$ it oscillates chaotically on a set of continuous distributions for large volumes, while the limiting set contains only discrete distributions in $d=1$. Our results are based on concentration estimates, analysis of Gibbs measures in finite but large volumes, and the asymptotics of $d$-dimensional random walks and their spherical projections.