Self-Interacting Diffusions IV: Rate of Convergence
نویسندگان
چکیده
منابع مشابه
1 Ju l 2 00 9 Self - interacting diffusions IV : Rate of convergence ∗
Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure μt of the process. The asymptotics of μt is governed by a deterministic dynamical system and under certain conditions (μt) converges almost surely towards a deterministic measure μ ∗ (see Benäım, Ledoux, Raimond...
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This paper deals with some self-interacting diffusions (Xt, t ≥ 0) living on R. These diffusions are solutions to stochastic differential equations: dXt = dBt − g(t)∇V (Xt − μt)dt, where μt is the mean of the empirical measure of the process X , V is an asymptotically strictly convex potential and g is a given function. We study the ergodic behavior of X and prove that it is strongly related to...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2011
ISSN: 1083-6489
DOI: 10.1214/ejp.v16-948