Convergence to the equilibria for self-stabilizing processes in double-well landscape (Q373580)

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Convergence to the equilibria for self-stabilizing processes in double-well landscape
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    Convergence to the equilibria for self-stabilizing processes in double-well landscape (English)
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    17 October 2013
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    The author considers the weak convergence of the scalar McKean-Vlasov diffusion \[ X_t = X_0+\sqrt{\epsilon} B_t + \int_0^t V'(X_s) ds -\int_0^t F'\ast u_s^\epsilon(X_s) ds, \] where \(B\) is a real Brownian motion and where in the self-stabilizing term the convolution is given by \[ F'\ast u_s^\epsilon(X_s(\omega_0)) = \int_\Omega F'(X_s(\omega_0)-X_s(\omega)) d\operatorname{P}(\omega) \] with \(\operatorname{P}\) being the underlying probability measure. Regarding the coefficients, it is assumed that \(V\) is a double-well potential and the interaction term \(F\) is a convex, polynomial with even degree \(\geq 2\) and convex second derivative. Furthermore, specific assumptions for the (marginal) law of the equation's initial condition are imposed. The author then presents sufficient conditions in order to prove the main result of the paper: The weak convergence of the one dimensional marginal, i.e., the laws of \(X_t\), to a stationary measure for \(t\to\infty\), where the difficulty lies in the fact that the assumptions imply that there does not exist a unique but at least three stationary measures. An extensive discussion of the assumptions imposed and the methods of proof and its difficulties is incorporated.
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    McKean-Vlasov diffusion
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    stationary measure
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    double-well potential
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    self-stabilizing process
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    weak convergence
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