Limit theorems for maximum likelihood estimators in the Curie-Weiss-Potts model |
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Authors: | Richard S. Ellis Kongming Wang |
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Affiliation: | Department of Mathematics and Statistics, University of Massachusetts, Amherst, MA 01003, USA |
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Abstract: | The Curie-Weiss-Potts model, a model in statistical mechanics, is parametrized by the inverse temperature β and the external magnetic field h. This paper studies the asymptotic behavior of the maximum likelihood estimator of the parameter β when h = 0 and the asymptotic behavior of the maximum likelihood estimator of the parameter h when β is known and the true value of h is 0. The limits of these maximum likelihood estimators reflect the phase transition in the model; i.e., different limits depending on whether β < βc, β = βc or β > βc, where βc ε (0, ∞) is the critical inverse temperature of the model. |
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Keywords: | maximum likelihood estimator Curie-Weiss-Potts model empirical vector |
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