Self-interacting diffusions. III: Symmetric interactions (Q2571693): Difference between revisions

This is part three of a series of papers by the present authors, for part I (also with \textit{M. Ledoux}) see [Probab. Theory Relat. Fields 122, No. 1, 1--41 (2002; Zbl 1042.60060)] and for part II [Ann. Inst. Henri Poincaré, Probab. Stat. 39, No. 6, 1043--1055 (2003; Zbl 1064.60191)]. The authors consider on a smooth \(d\)-dimensional compact connected Riemannian manifold \(M\) without boundary a self-interacting diffusion process. These diffusions were introduced by the authors in part I; by definition, they are continuous-time stochastic processes on \(M\) which are given as solutions to the SDE \[ dX_t = \sum_{j=1}^N F_j(X_t)\circ dB_t^j - \tfrac 12\nabla(V\mu_t)(X_t)\,dt, \quad X_0 = x\in M, \] where \((B^1, \ldots, B^N)\) is \(N\)-dimensional Brownian motion, \(\{F_j\}\) are smooth vector fields on \(M\) such that \(\sum_{j=1}^N F_j(F_j f) = \Delta f\), i.e.\ the Laplacian on \(M\), and \(\mu_t\) is the empirical occupation measure of \(X_t\); \(V\) is a smooth real-valued function on \(M^2\) -- called potential -- which induces in a natural way an operator acting on Borel measures. The authors are mainly interested in the long-term behaviour of \(\mu_t\) and in its classification (depending on the choice of potentials \(V\)). It is the latter point which is central in this paper. The main result of the paper is that symmetric potentials (`interactions') force \(\{\mu_t\}\) to converge almost surely towards the critical set of a certain nonlinear free-energy functional (which can be explicitly written down in terms of the potential). This result covers most of the examples studied in the two previous instalments of the study.