Skip to main content
Log in

Conditional Gaussian Fluctuations and Refined Asymptotics of the Spin in the Phase-Coexistence Region

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

Abstract

We present four results on the fluctuations of the spin per site around the thermodynamic magnetization in the mean-field Blume-Capel model. Our first two results refine the main theorem in a previous paper (Ellis et al. in Ann. Appl. Probab. 20:2118–2161, 2010), in which the first rigorous confirmation of the statistical mechanical theory of finite-size scaling for a mean-field model is given. Our first main result studies the asymptotics of the centered, finite-size magnetization, giving its precise rate of convergence to 0 along parameter sequences lying in the phase-coexistence region and converging sufficiently slowly to either a second-order point or the tricritical point of the model. A simple inequality yields our second main result, which generalizes the main theorem in Ellis et al. (Ann. Appl. Probab. 20:2118–2161, 2010) by giving an upper bound on the rate of convergence to 0 of the absolute value of the difference between the finite-size magnetization and the thermodynamic magnetization. These first two results have direct relevance to the theory of finite-size scaling. They are consequences of our third main result. This is a new conditional limit theorem for the spin per site, where the conditioning allows us to focus on a neighborhood of the pure states having positive thermodynamic magnetization. Our fourth main result is a conditional central limit theorem showing that the fluctuations of the spin per site are Gaussian in a neighborhood of the pure states having positive thermodynamic magnetization.

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.

Fig. 1
Fig. 2

Similar content being viewed by others

References

  1. Barber, M.N.: Finite-size scaling. In: Domb, C., Lebowitz, J. (eds.) Phase Transitions and Critical Phenomena, vol. 8, pp. 145–266. Academic Press, London (1983)

    Google Scholar 

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

    Article  ADS  Google Scholar 

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

    Article  ADS  Google Scholar 

  4. Capel, H.W.: On the possibility of first-order phase transitions in Ising systems of triplet ions with zero-field splitting II. Physica 33, 295–331 (1967)

    Article  ADS  Google Scholar 

  5. Capel, H.W.: On the possibility of first-order phase transitions in Ising systems of triplet ions with zero-field splitting III. Physica 37, 423–441 (1967)

    Article  ADS  Google Scholar 

  6. Costeniuc, M., Ellis, R.S., Otto, P.T.-H.: Multiple critical behavior of probabilistic limit theorems in the neighborhood of a tricritical point. J. Stat. Phys. 127, 495–552 (2007)

    Article  MathSciNet  ADS  MATH  Google Scholar 

  7. Ellis, R.S., Li, J.: Refined asymptotics of the finite-size magnetization via a new conditional limit theorem for the spin. http://arxiv.org/abs/1205.0970 (2012), 78 pages

  8. Ellis, R.S., Machta, J., Otto, P.T.: Asymptotic behavior of the magnetization near critical and tricritical points via Ginzburg-Landau polynomials. J. Stat. Phys. 133, 101–129 (2008)

    Article  MathSciNet  ADS  MATH  Google Scholar 

  9. Ellis, R.S., Machta, J., Otto, P.T.: Ginzburg-Landau polynomials and the asymptotic behavior of the magnetization near critical and tricritical points. http://arxiv.org/abs/0803.0178 (2008), 75 pages

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

    Article  MathSciNet  Google Scholar 

  11. Ellis, R.S., Machta, J., Otto, P.T.: Asymptotic behavior of the finite-size magnetization as a function of the speed of approach to criticality. Ann. Appl. Probab. 20, 2118–2161 (2010)

    Article  MathSciNet  MATH  Google Scholar 

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

    Article  MathSciNet  MATH  Google Scholar 

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

    Article  MathSciNet  MATH  Google Scholar 

  14. Shiryaev, A.N.: Probability, 2nd edn. Springer, New York (1995). translated by R.P. Boas

    MATH  Google Scholar 

Download references

Acknowledgements

The research of both authors was supported in part by a grant from the National Science Foundation (NSF-DMS-0604071). We are grateful to Jonathan Machta for several useful discussions about finite-size scaling. We also thank Peter T. Otto for permission to use Figs. 1 and 2.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Richard S. Ellis.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Ellis, R.S., Li, J. Conditional Gaussian Fluctuations and Refined Asymptotics of the Spin in the Phase-Coexistence Region. J Stat Phys 149, 803–830 (2012). https://doi.org/10.1007/s10955-012-0620-9

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10955-012-0620-9

Keywords

Navigation