The dynamics of critical fluctuations in asymmetric Curie–Weiss models

Paolo Dai Pra and Daniele Tovazzi

Stochastic Processes and their Applications, 2019, vol. 129, issue 3, 1060-1095

Abstract: We study the dynamics of fluctuations at the critical point for two time-asymmetric version of the Curie–Weiss model for spin systems that, in the macroscopic limit, undergo a Hopf bifurcation. The fluctuations around the macroscopic limit reflect the type of bifurcation, as they exhibit observables whose fluctuations evolve at different time scales. The limiting dynamics of fluctuations of slow observable is obtained via an averaging principle.

Keywords: Interacting particle systems; Mean-field interaction; Averaging principle (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spa.2018.04.005

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