162 research outputs found

    Stein's method for dependent random variables occurring in Statistical Mechanics

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    We obtain rates of convergence in limit theorems of partial sums SnS_n for certain sequences of dependent, identically distributed random variables, which arise naturally in statistical mechanics, in particular, in the context of the Curie-Weiss models. Under appropriate assumptions there exists a real number α\alpha, a positive real number μ\mu, and a positive integer kk such that (Snnα)/n11/2k(S_n- n \alpha)/n^{1 - 1/2k} converges weakly to a random variable with density proportional to exp(μx2k/(2k)!)\exp(-\mu |x|^{2k} /(2k)!). We develop Stein's method for exchangeable pairs for a rich class of distributional approximations including the Gaussian distributions as well as the non-Gaussian limit distributions with density proportional to exp(μx2k/(2k)!)\exp(-\mu |x|^{2k} /(2k)!). Our results include the optimal Berry-Esseen rate in the Central Limit Theorem for the total magnetization in the classical Curie-Weiss model, for high temperatures as well as at the critical temperature βc=1\beta_c=1, where the Central Limit Theorem fails. Moreover, we analyze Berry-Esseen bounds as the temperature 1/βn1/ \beta_n converges to one and obtain a threshold for the speed of this convergence. Single spin distributions satisfying the Griffiths-Hurst-Sherman (GHS) inequality like models of liquid helium or continuous Curie-Weiss models are considered
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