Limit theorems for the alloy-type random energy model

DOI10.1080/17442508.2018.1545841MaRDI QIDQ5087024zbMATH OpenOpenAlexFDO

Authors Vladimir Panov, S. Molchanov

Publication date 8 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.05071

zbMATH Keywords

central limit theoremlaw of large numbersnormal mixturesphase transitionrandom energy modelstable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Abstract: In this paper, we consider limit laws for the model, which is a generalisation of the random energy model (REM) to the case when the energy levels have the mixture distribution. More precisely, the distribution of the energy levels is assumed to be a mixture of two normal distributions, one of which is standard normal, while the second has the mean (sqrt{n}a) with some (ain R,) and the variance (sigma e 1). The phase space ((a,sigma) subset R imes R_+) is divided onto several domains, where after appropriate normalisation, the partition function converges in law to the stable distribution. These domains are separated by the critical surfaces, corresponding to transitions from the normal distribution to (alpha-)stable with (alpha in (1,2)), after to 1-stable, and finally to (alpha-)stable with (alpha in (0,1).) The corresponding phase diagram is the central result of this paper.

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Cited in

(4)

• Lifschitz tail for alloy-type models driven by the fractional Laplacian
• The alloy model: phase transitions and diagrams for a random energy model with mixtures
• The Dickman–Goncharov distribution
• Asymptotic behavior of point processes of exceeding the high levels of Gaussian stationary sequence

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