English

A Curie-Weiss model of self-organized criticality

Probability 2016-02-10 v3 Mathematical Physics math.MP

Abstract

We try to design a simple model exhibiting self-organized criticality, which is amenable to a rigorous mathematical analysis. To this end, we modify the generalized Ising Curie-Weiss model by implementing an automatic control of the inverse temperature. For a class of symmetric distributions whose density satisfies some integrability conditions, we prove that the sum SnS_n of the random variables behaves as in the typical critical generalized Ising Curie-Weiss model. The fluctuations are of order n3/4n^{3/4}, and the limiting law is Cexp(λx4)dxC\exp(-\lambda x^4)\,dx where CC and λ\lambda are suitable positive constants.

Keywords

Cite

@article{arxiv.1301.6911,
  title  = {A Curie-Weiss model of self-organized criticality},
  author = {Raphaël Cerf and Matthias Gorny},
  journal= {arXiv preprint arXiv:1301.6911},
  year   = {2016}
}

Comments

Published at http://dx.doi.org/10.1214/14-AOP978 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)