English

Moderate Deviation and Berry-Esseen Bounds in the $p$-Spin Curie-Weiss Model

Probability 2024-03-22 v1 Statistics Theory Statistics Theory

Abstract

Limit theorems for the magnetization in the pp-spin Curie-Weiss model, for p3p \geq 3, has been derived recently by Mukherjee et al. (2021). In this paper, we strengthen these results by proving Cram\'er-type moderate deviation theorems and Berry-Esseen bounds for the magnetization (suitably centered and scaled). In particular, we show that the rate of convergence is O(N12)O(N^{-\frac{1}{2}}) when the magnetization has asymptotically Gaussian fluctuations, and it is O(N14)O(N^{-\frac{1}{4}}) when the fluctuations are non-Gaussian. As an application, we derive a Berry-Esseen bound for the maximum pseudolikelihood estimate of the inverse temperature in pp-spin Curie-Weiss model with no external field, for all points in the parameter space where consistent estimation is possible.

Keywords

Cite

@article{arxiv.2403.14122,
  title  = {Moderate Deviation and Berry-Esseen Bounds in the $p$-Spin Curie-Weiss Model},
  author = {Somabha Mukherjee and Tianyu Liu and Bhaswar B. Bhattacharya},
  journal= {arXiv preprint arXiv:2403.14122},
  year   = {2024}
}

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22 pages