Skip to main content
Log in

Multiple Critical Behavior of Probabilistic Limit Theorems in the Neighborhood of a Tricritical Point

  • Published:
Journal of Statistical Physics Aims and scope Submit manuscript

Abstracts

We derive probabilistic limit theorems that reveal the intricate structure of the phase transitions in a mean-field version of the Blume–Emery–Griffiths model [Phys. Rev. A 4 (1971) 1071–1077]. These probabilistic limit theorems consist of scaling limits for the total spin and moderate deviation principles (MDPs) for the total spin. The model under study is defined by a probability distribution that depends on the parameters n, β, and K, which represent, respectively, the number of spins, the inverse temperature, and the interaction strength. The intricate structure of the phase transitions is revealed by the existence of 18 scaling limits and 18 MDPs for the total spin. These limit results are obtained as (β,K) converges along appropriate sequences (βn, kn) to points belonging to various subsets of the phase diagram, which include a curve of second-order points and a tricritical point. The forms of the limiting densities in the scaling limits and of the rate functions in the MDPs reflect the influence of one or more sets that lie in neighborhoods of the critical points and the tricritical point. Of all the scaling limits, the structure of those near the tricritical point is by far the most complex, exhibiting new types of critical behavior when observed in a limit-theorem phase diagram in the space of the two parameters that parametrize the scaling limits.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. M. Antoni and S. Ruffo, Clustering and relaxation in Hamiltonian long-range dynamics. Phys. Rev. E 52:2361–2374 (1995).

    Google Scholar 

  2. M. N. Barber, Finite-size Scaling. Phase Transitions and Critical Phenomena, Vol. 8, pp. 145–266, (C. Domb and J. Lebowitz, eds.), Academic Press, London (1983).

  3. J. Barré, F. Bouchet, T. Dauxois and S. Ruffo, Large deviations techniques applied to systems with long-range interactions. J. Stat. Phys. 119:677–713 (2005).

    Google Scholar 

  4. K. Binder, Finite size scaling analysis of Ising model block distribution functions. Z. Phys. B 43:119–140 (1981).

    Google Scholar 

  5. M. Blume, Theory of the first-order magnetic phase change in UO2. Phys. Rev. 141:517–524 (1966).

    Google Scholar 

  6. M. Blume, V. J. Emery and R. B. Griffiths, Ising model for the λ transition and phase separation in He3–He4 mixtures. Phys. Rev. A 4:1071–1077 (1971).

    Google Scholar 

  7. E. Bolthausen, Laplace approximations for sums of independent random vectors. Prob. Th. Rel. Fields 72:305–318 (1986).

    Google Scholar 

  8. E. Bolthausen, Laplace approximations for sums of independent random vectors. II. Degenerate maxima and manifolds of maxima. Prob. Th. Rel. Fields 76:167–206 (1987).

    Google Scholar 

  9. A. Bovier and V. Gayrard, An almost sure central limit theorem for the Hopfield model. Markov Proc. Related Fields 3:151–173 (1997).

    Google Scholar 

  10. A. D. Bruce, Probability density functions for collective coordinates in Ising-like systems. J. Phys. C: Solid State Phys. 14:3667–3688 (1981).

    Google Scholar 

  11. H. W. Capel, On the possibility of first-order phase transitions in {I}sing systems of triplet ions with zero-field splitting. Physica 32:966–988 (1966).

    Google Scholar 

  12. H. W. Capel, On the possibility of first-order phase transitions in {I}sing systems of triplet ions with zero-field splitting {I}{I}. Physica 33:295–331 (1967).

    Google Scholar 

  13. H. W. Capel, On the possibility of first-order phase transitions in {I}sing systems of triplet ions with zero-field splitting {I}{I}{I}. Physica 37:423–441 (1967).

    Google Scholar 

  14. J. L. Cardy, editor, Finite-Size Scaling, North-Holland, Amsterdam (1988).

  15. J. L. Cardy, Scaling and Renormalization in Statistical Physics, Cambridge University Press, New York (1996).

  16. N. R. Chaganty and J. Sethuraman, Limit theorems in the area of large deviations for some dependent random variables. Ann. Prob. 15:628–645 (1987).

    Google Scholar 

  17. A. Dembo and O. Zeitouni, Large Deviations Techniques and Applications, 2nd edition, Springer, New York (1998).

  18. P. Dupuis and R. S. Ellis, A Weak Convergence Approach to the Theory of Large Deviations, Wiley, New York (1997).

  19. P. Eichelsbacher and M. Löwe, Moderate deviations for a class of mean-field models. Markov Proc. Related Fields 10:345–366 (2004).

    Google Scholar 

  20. P. Eichelsbacher and M. Löwe, Moderate deviations for the overlap parameter in the Hopfield model. Prob. Th. Related Fields 130:441–472 (2004).

    Google Scholar 

  21. R. S. Ellis, Large deviations for a general class of random vectors. Ann. Prob. 12:1–12 (1984).

    Google Scholar 

  22. R. S. Ellis, Entropy, Large Deviations and Statistical Mechanics, Springer, New York, 1985. Reprinted in 2006 in Classics in Mathematics.

  23. R. S. Ellis, K. Haven and B. Turkington, Large deviation principles and complete equivalence and nonequivalence results for pure and mixed ensembles. J. Stat. Phys. 101:999–1064 (2000).

    Google Scholar 

  24. R. S. Ellis and J. Machta, Multiple critical behavior of the Blume–Emery–Griffiths model near its tricritical point, in progress (2007).

  25. R. S. Ellis and C. M. Newman, Limit theorems for sums of dependent random variables occurring in statistical mechanics. Z. Wahrsch. verw. Geb. 44:117–139 (1979).

    Google Scholar 

  26. R. S. Ellis, C. M. Newman and J. S. Rosen, Limit theorems for sums of dependent random variables occurring in statistical mechanics, II. Z. Wahrsch. verw. Geb. 51:153–169 (1980).

    Google Scholar 

  27. R. S. Ellis, P. T. Otto and H. Touchette, Analysis of phase transitions in the mean-field Blume–Emery–Griffiths model. Ann. Appl. Prob. 15:2203–2254 (2005).

    Google Scholar 

  28. R. S. Ellis and J. S. Rosen, Asymptotic analysis of {G}aussian integrals, II: isolated minimum points. Comm. Math. Phys. 82:153–181 (1981).

    Google Scholar 

  29. R. S. Ellis and J. S. Rosen, Asymptotic analysis of {G}aussian integrals, I: isolated minimum points. Trans. Amer. Math. Soc. 273:447–481 (1982).

    Google Scholar 

  30. R. S. Ellis and K. Wang, Limit theorems for the empirical vector of the Curie–Weiss–Potts model. Stoch. Proc. Appl. 35:59–79 (1990).

    Google Scholar 

  31. B. Gentz, A central limit theorem for the overlap in the Hopfield model. Ann. Prob. 24:1809–1841 (1996).

    Google Scholar 

  32. B. Gentz, An almost sure central limit theorem for the overlap parameters in the Hopfield model. Stoch. Proc. Appl. 62:243–262 (1996).

    Google Scholar 

  33. B. Gentz and M. Löwe, Fluctuations in the Hopfield model at the critical temperature. Markov Proc. Related Fields 5:423–449 (1999).

    Google Scholar 

  34. J. F. Nagle and J. C. Bonner, Phase transitions—beyond the simple Ising model. Ann. Rev. Phys. Chem. 27:291–317 (1976).

    Google Scholar 

  35. F. Papangelou, Large deviations and the internal fluctuations of critical mean field systems. Stoch. Proc. Appl. 36:1–14 (1990).

    Google Scholar 

  36. L. A. Pastur and A. L. Figotin, Exactly soluble model of a spin glass. Soviet J. Low Temp. Phys. 3:378–383 (1977).

    Google Scholar 

  37. V. Privman (ed.), Finite Size Scaling and Numerical Simulations of Statistical Systems, World Scientific, Singapore (1990).

  38. V. Privman and M. E. Fisher, Universal critical amplitudes in finite-size scaling. Phys. Rev. B 30:322–327 (1984).

    Google Scholar 

  39. P. A. Rikvold, W. Kinzel, J. D. Gunton and K. Kaski, Finite-size-scaling study of a two-dimensional lattice-gas model with a tricritical point. Phys. Rev. B 28:2686–2692 (1983).

    Google Scholar 

  40. R. T. Rockefeller, Convex Analysis, Princeton University Press, Princeton (1970).

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Richard S. Ellis.

Additional information

American Mathematical Society 2000 Subject Classifications. Primary 60F10, 60F05, Secondary 82B20

Rights and permissions

Reprints and permissions

About this article

Cite this article

Costeniuc, M., Ellis, R.S. & Otto, P.TH. Multiple Critical Behavior of Probabilistic Limit Theorems in the Neighborhood of a Tricritical Point. J Stat Phys 127, 495–552 (2007). https://doi.org/10.1007/s10955-007-9290-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10955-007-9290-4

Keywords

Navigation