Moderate Deviations for a Curie-Weiss model with dynamical external field

2011/07/04 by Anselm Reichenbachs, Reichenbachs, Anselm
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Stochastic processes and statistical mechanics #math.PR

paper · pdf · doi:10.48550/arxiv.1107.0671

arxiv created 2011/07/04 · openalex publication_date 2011/07/04 · arxiv updated 2011/07/05 · openalex created_date 2022/09/24 · openalex updated_date 2026/07/28

Abstract

In the present paper we prove moderate deviations for a Curie-Weiss model with external magnetic field generated by a dynamical system, as introduced by Dombry and Guillotin-Plantard. The results extend those already obtained in the case of a constant external field by Eichelsbacher and Löwe. The Curie-Weiss model with dynamic external field is related to the so called dynamic Z-random walks. We also prove a moderate deviation result for the dynamic Z-random walk, completing the list of limit theorems for this object.

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