Scaling limit
Encyclopedia
In physics
Physics
Physics is a natural science that involves the study of matter and its motion through spacetime, along with related concepts such as energy and force. More broadly, it is the general analysis of nature, conducted in order to understand how the universe behaves.Physics is one of the oldest academic...

 or mathematics
Mathematics
Mathematics is the study of quantity, space, structure, and change. Mathematicians seek out patterns and formulate new conjectures. Mathematicians resolve the truth or falsity of conjectures by mathematical proofs, which are arguments sufficient to convince other mathematicians of their validity...

, the scaling limit is a term applied to the behaviour of a lattice model
Lattice model (physics)
In physics, a lattice model is a physical model that is defined on a lattice, as opposed to the continuum of space or spacetime. Lattice models originally occurred in the context of condensed matter physics, where the atoms of a crystal automatically form a lattice. Currently, lattice models are...

 in the limit of the lattice spacing going to zero. A lattice model which approximates a continuum
Continuum (theory)
Continuum theories or models explain variation as involving a gradual quantitative transition without abrupt changes or discontinuities. It can be contrasted with 'categorical' models which propose qualitatively different states.-In physics:...

 quantum field theory
Quantum field theory
Quantum field theory provides a theoretical framework for constructing quantum mechanical models of systems classically parametrized by an infinite number of dynamical degrees of freedom, that is, fields and many-body systems. It is the natural and quantitative language of particle physics and...

 in the limit as the lattice spacing goes to zero corresponds to finding a second order phase transition of the model. This is the scaling limit of the model. It is often useful to use lattice models to approximate real-world processes, such as Brownian motion
Brownian motion
Brownian motion or pedesis is the presumably random drifting of particles suspended in a fluid or the mathematical model used to describe such random movements, which is often called a particle theory.The mathematical model of Brownian motion has several real-world applications...

. Indeed, according to Donsker's theorem
Donsker's theorem
In probability theory, Donsker's theorem, named after M. D. Donsker, identifies a certain stochastic process as a limit of empirical processes. It is sometimes called the functional central limit theorem....

, the discrete random walk
Random walk
A random walk, sometimes denoted RW, is a mathematical formalisation of a trajectory that consists of taking successive random steps. For example, the path traced by a molecule as it travels in a liquid or a gas, the search path of a foraging animal, the price of a fluctuating stock and the...

 would, in the scaling limit, approach the true Brownian motion
Brownian motion
Brownian motion or pedesis is the presumably random drifting of particles suspended in a fluid or the mathematical model used to describe such random movements, which is often called a particle theory.The mathematical model of Brownian motion has several real-world applications...

.
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