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

From MaRDI portal





scientific article; zbMATH DE number 569016
Language Label Description Also known as
English
Critical fluctuations of sums of weakly dependent random vectors
scientific article; zbMATH DE number 569016

    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