Limit theorems for maximum likelihood estimators in the Curie-Weiss-Potts model
نویسندگان
چکیده
منابع مشابه
Limit Theorems and Coexistence Probabilities for the Curie-Weiss Potts Model with an external field
The Curie-Weiss Potts model is a mean field version of the well-known Potts model. In this model, the critical line β = βc(h) is explicitly known and corresponds to a first order transition when q > 2. In the present paper we describe the fluctuations of the density vector in the whole domain β > 0 and h > 0, including the conditional fluctuations on the critical line and the non-Gaussian fluct...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1992
ISSN: 0304-4149
DOI: 10.1016/0304-4149(92)90014-h