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.

引用

页数：12

共 30 条

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