A surrogate by exchangeability approach to the Curie-Weiss model

被引:1
|
作者
Barhoumi-Andreani, Yacine [1 ]
Butzek, Marius [2 ]
Eichelsbacher, Peter [2 ]
机构
[1] Bulgarian Acad Sci, Inst Math & Informat, Dept Algebra & Log, Acad Georgi Bonchev Str,Block 8, Sofia 1113, Bulgaria
[2] Ruhr Univ Bochum, Fak Math, Univ Str 150, D-44780 Bochum, Germany
来源
ELECTRONIC JOURNAL OF PROBABILITY | 2024年 / 29卷
关键词
probabilistic surrogate; exchangeability; Curie-Weiss model; marginally relevant disorder; STEINS METHOD; LIMIT-THEOREMS; CONVERGENCE; BOUNDS; SUMS;
D O I
10.1214/24-EJP1190
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We introduce a new general concept of surrogate random variable, the "surrogate by exchangeability" that allows to study the class of random variables that can be decomposed by means of an independent randomisation. As an example, we treat the case of the Curie-Weiss model using the explicit construction of its De Finetti measure of exchangeability. Writing the magnetisation as a sum of i.i.d.'s randomised by the underlying De Finetti random variable, the surrogate study shows that the appearance of a phase transition can be understood as a competition between these two sources of randomness, the Gaussian regime corresponding to a marginally relevant disordered system.
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页数:52
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