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Critical fluctuations of sums of weakly dependent random vectors - MaRDI portal

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

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scientific article; zbMATH DE number 569016
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Critical fluctuations of sums of weakly dependent random vectors
scientific article; zbMATH DE number 569016

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    Critical fluctuations of sums of weakly dependent random vectors (English)
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    14 July 1994
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    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.
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    Gaussian probability measure
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    critical mean field Heisenberg model
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    central limit type theorem
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    empirical measure
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