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Path-space moderate deviations for a Curie-Weiss model of self-organized criticality

Authors :
Collet, Francesca
Gorny, Matthias
Kraaij, Richard Clemens
Source :
Ann. Inst. H. Poincar\'e Probab. Statist. Volume 56, Number 2 (2020), 765-781
Publication Year :
2018

Abstract

The dynamical Curie-Weiss model of self-organized criticality (SOC) was introduced in \cite{Gor17} and it is derived from the classical generalized Curie-Weiss by imposing a microscopic Markovian evolution having the distribution of the Curie-Weiss model of SOC [Cerf, Gorny 2016] as unique invariant measure. In the case of Gaussian single-spin distribution, we analyze the dynamics of moderate fluctuations for the magnetization. We obtain a path-space moderate deviation principle via a general analytic approach based on convergence of non-linear generators and uniqueness of viscosity solutions for associated Hamilton-Jacobi equations. Our result shows that, under a peculiar moderate space-time scaling and without tuning external parameters, the typical behavior of the magnetization is critical.<br />Comment: arXiv admin note: text overlap with arXiv:1705.00988

Details

Database :
arXiv
Journal :
Ann. Inst. H. Poincar\'e Probab. Statist. Volume 56, Number 2 (2020), 765-781
Publication Type :
Report
Accession number :
edsarx.1801.08840
Document Type :
Working Paper
Full Text :
https://doi.org/10.1214/19-AIHP981