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Asymptotic inference for an Ising lattice III. Non-zero field and ferromagnetic states

Published online by Cambridge University Press:  14 July 2016

David K. Pickard
David K. Pickard*
Affiliation:
Harvard University
*
∗ Postal address: Department of Statistics, Harvard University, Science Center, One Oxford Street, Cambridge, MA 02138, U.S.A.
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Abstract

In previous papers (1976), (1977) limit theorems were obtained for the classical Ising model in the absence of an external magnetic field, thereby providing a basis for asymptotic inference. The present paper extends these results to arbitrary external magnetic fields. Statistical inference for this model is important because its nearest-neighbour interactions provide a natural first approximation to spatial interaction among binary variables located on square lattices.

The most interesting behaviour occurs in zero field and at or beyond the critical point. In this case, the central limit result for nearest-neighbour interactions requires an unusual norming, the limiting variances may depend on the nature of the boundary conditions, and there cannot be any central limit result for external magnetic field. The implications of these phenomena for statistical inference are also discussed. In particular, the maximum likelihood estimator of magnetic field is not consistent. Rather it appears to have a non-trivial asymptotic distribution.

Keywords

ISING MODELGIBBS ENSEMBLESAUTO-LOGISTIC MODELNEAREST-NEIGHBOUR MODELSCENTRAL LIMIT THEOREMASYMPTOTIC INFERENCEMAXIMUM LIKELIHOOD

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 16 , Issue 1 , March 1979 , pp. 12 - 24
Copyright
Copyright © Applied Probability Trust 1979 

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