2013
DOI: 10.1214/ecp.v18-2377
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On the accuracy of the normal approximation for the free energy in the Random Energy Model

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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“…in the range where the contour C 1 crosses the real axis). If not one can deform the contour to pass through the saddle point but one should not forget the contribution of the poles at the integer values of r. This is what happens in particular in the high temperature phase [24,42].…”
Section: Some Remarks On the Replica Calculationmentioning
confidence: 99%
“…in the range where the contour C 1 crosses the real axis). If not one can deform the contour to pass through the saddle point but one should not forget the contribution of the poles at the integer values of r. This is what happens in particular in the high temperature phase [24,42].…”
Section: Some Remarks On the Replica Calculationmentioning
confidence: 99%