The Cramér condition for the Curie-Weiss model of SOC

DOI10.1214/15-BJPS286zbMATH Open1366.60108arXiv1311.2806MaRDI QIDQ318969FDOQ318969

Authors: Matthias Gorny 

Publication date: 6 October 2016

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Abstract: We pursue the study of the Curie-Weiss model of self-organized criticality we designed in arXiv:1301.6911. We extend our results to more general interaction functions and we prove that, for a class of symmetric distributions satisfying a Cram'er condition $(C)$ and some integrability hypothesis, the sum $S_n$ of the random variables behaves as in the typical critical generalized Ising Curie-Weiss model. The fluctuations are of order $n^{3/4}$ and the limiting law is $kexp(-lambda{x}^4),dx$ where $k$ and $lambda$ are suitable positive constants. In arXiv:1301.6911 we obtained these results only for distributions having an even density.

Full work available at URL: https://arxiv.org/abs/1311.2806

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zbMATH Keywords

Laplace's methodself-organized criticalityIsing Curie-Weiss

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Critical phenomena in equilibrium statistical mechanics (82B27)

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Cited In (5)

• A Curie-Weiss model of self-organized criticality
• A dynamical Curie-Weiss model of SOC: the Gaussian case
• A Curie-Weiss model of self-organized criticality: the Gaussian case
• The Curie-Weiss Model of SOC in Higher Dimension
• Fluctuations of the self-normalized sum in the Curie-Weiss model of SOC

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