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2013 On the accuracy of the normal approximation for the free energy in the Random Energy Model
Raphael Meiners, Anselm Reichenbachs
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Electron. Commun. Probab. 18: 1-11 (2013). DOI: 10.1214/ECP.v18-2377

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.

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Raphael Meiners. Anselm Reichenbachs. "On the accuracy of the normal approximation for the free energy in the Random Energy Model." Electron. Commun. Probab. 18 1 - 11, 2013. https://doi.org/10.1214/ECP.v18-2377

Information

Accepted: 12 February 2013; Published: 2013
First available in Project Euclid: 7 June 2016

zbMATH: 1308.60030
MathSciNet: MR3033595
Digital Object Identifier: 10.1214/ECP.v18-2377

Subjects:
Primary: 60F10
Secondary: 82B44

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