Detecting phase transition for Gibbs measures

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Abstract

We propose a new empirical procedure for detecting phase transition from a single sample of a Gibbs-Markov random field. The method is based on frequencies for large deviations when the whole sample is divided in smaller blocks and estimates for the rate function. We relate our approach to an almost sure large deviation principle.

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APA

Comets, F. (1997). Detecting phase transition for Gibbs measures. Annals of Applied Probability, 7(2), 545–563. https://doi.org/10.1214/aoap/1034625344

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