Hierarchical Random Energy Model of a Spin Glass

We introduce a random energy model on a hierarchical lattice where the interaction strength between variables is a decreasing function of their mutual hierarchical distance, making it a non-mean-field model. Through small coupling series expansion and a direct numerical solution of the model, we provide evidence for a spin-glass condensation transition similar to the one occurring in the usual mean-field random energy model. At variance with the mean field, the high temperature branch of the free-energy is nonanalytic at the transition point.