LIMIT-THEOREMS FOR THE EMPIRICAL VECTOR OF THE CURIE-WEISS-POTTS MODEL

Authors

RS Ellis, University of Massachusetts - AmherstFollow
KM WANG

Publication Date

1990

Journal or Book Title

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Abstract

The law of large numbers and its breakdown, the central limit theorem, a central limit theorem with conditioning, and a central limit theorem with random centering are proved for the empirical vector of the Curie-Weiss-Potts model, which is a model in statistical mechanics. The nature of the limits reflects the phase transition in the model.

Comments

The published version is located at http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V1B-45FKRHN-6&_user=1516330&_coverDate=06%2F30%2F1990&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1699820979&_rerunOrigin=google&_acct=C000053443&_version=1&_urlVersion=0&_userid=1516330&md5=d69920831ba906100b6e9f87e816b736&searchtype=a

Pages

59-79

Volume

35

Issue

1

Recommended Citation

Ellis, RS and WANG, KM, "LIMIT-THEOREMS FOR THE EMPIRICAL VECTOR OF THE CURIE-WEISS-POTTS MODEL" (1990). STOCHASTIC PROCESSES AND THEIR APPLICATIONS. 349.
Retrieved from https://scholarworks.umass.edu/math_faculty_pubs/349