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On the accuracy of the normal approximation for the free energy in the Random Energy Model


 
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1. Title Title of document On the accuracy of the normal approximation for the free energy in the Random Energy Model
 
2. Creator Author's name, affiliation, country Raphael Meiners; Universität Münster; Germany
 
2. Creator Author's name, affiliation, country Anselm Reichenbachs; Ruhr-Universität Bochum; Germany
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Random Energy Model; free energy; moderate deviations; large deviations
 
3. Subject Subject classification 60F10; 82B44
 
4. Description Abstract In the present paper we consider the fluctuations of the free energy in the random energy model (REM) on a moderate deviation scale. We find that for high temperatures the normal approximation holds only in a narrow range of scalings away from the CLT. For scalings of higher order, probabilities of moderate deviations decay faster than exponentially.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2013-02-12
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/2377
 
10. Identifier Digital Object Identifier 10.1214/ECP.v18-2377
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 18
 
12. Language English=en en
 
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