ELECTRONIC COMMUNICATIONS IN PROBABILITY
|
2017年
/
22卷
关键词:
Cramer type moderate deviation;
Curie-Weiss model;
RANDOM-VARIABLES;
STEINS METHOD;
TESTS;
D O I:
10.1214/17-ECP96
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:
Limit theorems for the magnetization of Curie-Weiss model have been studied extensively by Ellis and Newman. To refine these results, Chen, Fang and Shao prove Cramer type moderate deviation theorems for non-critical cases by using Stein method. In this paper, we consider the same question for the remaining case-the critical Curie-Weiss model. By direct and simple arguments based on Laplace method, we provide an explicit formula of the error and deduce a Cramer type result.
机构:
Weizmann Inst Sci, Dept Math, IL-7610001 Rehovot, Israel
Queen Mary Univ London, Sch Math Sci, Mile End Rd, London E1 4NS, EnglandWeizmann Inst Sci, Dept Math, IL-7610001 Rehovot, Israel