Two Groups in a Curie–Weiss Model with Heterogeneous Coupling
Werner Kirsch () and
Gabor Toth ()
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Werner Kirsch: FernUniversität Hagen
Gabor Toth: FernUniversität Hagen
Journal of Theoretical Probability, 2020, vol. 33, issue 4, 2001-2026
Abstract:
Abstract We discuss a Curie–Weiss model with two groups with different coupling constants within and between groups. For the total magnetisations in each group, we show bivariate laws of large numbers and a central limit theorem which is valid in the high-temperature regime. In the critical regime, the total magnetisation normalised by $$N^{3/4}$$ N 3 / 4 converges to a non-trivial distribution which is not Gaussian, just as in the single-group Curie–Weiss model. Finally, we prove a kind of a ‘law of large numbers’ in the low-temperature regime, more precisely we prove that the empirical magnetisation converges in distribution to a mixture of two Dirac measures.
Keywords: Curie–Weiss; Central limit theorems; Multi-population models; 60F05; 82B20 (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:33:y:2020:i:4:d:10.1007_s10959-019-00933-w
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DOI: 10.1007/s10959-019-00933-w
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