A Cramer type moderate deviation theorem for the critical Curie-Weiss model

被引:2
|
作者
Van Hao Can [1 ]
Viet-Hung Pham [1 ]
机构
[1] Vietnam Acad Sci & Technol, Inst Math, 18 Hoang Quoc Viet St, Hanoi 10307, Vietnam
来源
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.
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收藏
页数:12
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