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Article
LIMIT-THEOREMS FOR THE EMPIRICAL VECTOR OF THE CURIE-WEISS-POTTS MODEL
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
  • RS Ellis, University of Massachusetts - Amherst
  • KM WANG
Publication Date
1990
Abstract
The law of large numbers and its breakdown, the central limit theorem, a central limit theorem with conditioning, and a central limit theorem with random centering are proved for the empirical vector of the Curie-Weiss-Potts model, which is a model in statistical mechanics. The nature of the limits reflects the phase transition in the model.
Pages
59-79
Citation Information
RS Ellis and KM WANG. "LIMIT-THEOREMS FOR THE EMPIRICAL VECTOR OF THE CURIE-WEISS-POTTS MODEL" STOCHASTIC PROCESSES AND THEIR APPLICATIONS Vol. 35 Iss. 1 (1990)
Available at: http://works.bepress.com/richard_ellis/25/