Detecting phase transition for Gibbs measures

DOI10.1214/AOAP/1034625344MaRDI QIDQ1364404zbMATH OpenOpenAlexFDO

Authors Francis Comets

Publication date 2 March 1998

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1034625344

zbMATH Keywords

empirical procedure for detecting phase transitionsGibbs-Markov random fieldlarge deviation principle

Mathematics Subject Classification ID

Large deviations (60F10) Random fields (60G60) Inference from spatial processes (62M30) Phase transitions (general) in equilibrium statistical mechanics (82B26)

Review text

The author proposes some empirical procedure for detecting phase transitions from a sample of Gibbs-Markov random field. The method is based on large deviation principle.

Cites work

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Cited in

(4)

• Uniqueness condition for an auto-logistic model
• Phase transition for finite-speed detection among moving particles
• How Gibbs distributions may naturally arise from synaptic adaptation mechanisms. A model-based argumentation
• On correlation function methods for detecting the stochastic transition

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