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Asymptotics of mean-field $O(N)$ models

We study mean-field classical $N$-vector models, for integers $N\ge 2$. We use the theory of large deviations and Stein's method to study the total spin and its typical behavior, specifically obtaining non-normal limit theorems at the critical temperatures and central limit theorems away from criticality. Important special cases of these models are the XY ($N=2$) model of superconductors, the Heisenberg ($N=3$) model (previously studied in \cite{KM} but with a correction to the critical distribution here), and the Toy ($N=4$) model of the Higgs sector in particle physics.