Critical fluctuations of sums of weakly dependent random vectors (Q1326280)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Critical fluctuations of sums of weakly dependent random vectors
scientific article

    Statements

    Critical fluctuations of sums of weakly dependent random vectors (English)
    0 references
    0 references
    14 July 1994
    0 references
    Let \(S_ n\) be sums of i.i.d. random vectors taking values in a Banach space and \(F\) be a smooth function. We study the fluctuations of \(S_ n\) under the transformed measure \(P_ n\) given by \(dP_ n/dP=\exp (nF(S_ n/n))/Z_ n\). If degeneracy occurs, then the projection of \(S_ n\) onto the degenerate subspace, properly centered and scaled, converges to a non-Gaussian probability measure with the degenerate subspace as its support. The projection of \(S_ n\) onto the non-degenerate subspace, scaled with the usual order \(\sqrt n\), converges to a Gaussian probability measure with the non-degenerate subspace as its support. The two projective limits are in general dependent. We apply this theory to the critical mean field Heisenberg model and prove a central limit type theorem for the empirical measure of this model.
    0 references
    Gaussian probability measure
    0 references
    critical mean field Heisenberg model
    0 references
    central limit type theorem
    0 references
    empirical measure
    0 references

    Identifiers