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 of the random variables behaves as in the typical critical generalized Ising Curie-Weiss model. The fluctuations are of order , and the limiting law is where and 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)