Large deviations and the internal fluctuations of critical mean field systems

F. Papangelou

Stochastic Processes and their Applications, 1990, vol. 36, issue 1, 1-14

Abstract: It is well known that the fluctuations of critical mean field systems are non-Gaussian. However, as shown in Papangelou (1989), the internal or second order fluctuations of critical Curie-Weiss models, i.e. fluctuations between subsystems, are Gaussian. In the present article we prove the same result by a large deviations approach which applies to more general mean field systems.

Keywords: critical; mean; field; fluctuations; large; deviations; entropy; Laplace's; method; Brownian; bridge (search for similar items in EconPapers)
Date: 1990
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