Self-interacting diffusions. IV: Rate of convergence

DOI10.1214/EJP.V16-948MaRDI QIDQ428553zbMATHOpenAlexFDO

Authors Michel Benaïm, Olivier Raimond

Publication date 22 June 2012

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0907.5468

zbMATH Keywords

reinforced processesself-interacting random processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic approximation (62L20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: 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 of the process. The asymptotics of this measure is governed by a deterministic dynamical system and under certain conditions it converges almost surely towards a deterministic measure (see Bena"im, Ledoux, Raimond (2002) and Bena"im, Raimond (2005)). We are interested here in the rate of this convergence. A central limit theorem is proved. In particular, this shows that greater is the interaction repelling faster is the convergence.

Recommendations

• Self-interacting diffusions.
• Self-interacting diffusions. II: Convergence in law.
• On self attracting/repelling diffusions
• Convergence in distribution of some self-interacting diffusions
• Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence

Cited in

(18)

• A mean-field approach to self-interacting networks, convergence and regularity
• Self-repelling diffusions on a Riemannian manifold
• Strongly self-interacting processes on the circle
• Self-interacting diffusions: long-time behaviour and exit-problem in the uniformly convex case
• Rate of convergence of some self-attracting diffusions
• scientific article; zbMATH DE number 5295965 (Why is no real title available?)
• The ODE method for some self-interacting diffusions on \(\mathbb R^d\)
• Self-interacting diffusions. III: Symmetric interactions
• Self-Interacting Markov Chains: Some Asymptotics
• Self-interacting diffusions.
• Boundedness and convergence of some self-attracting diffusions
• Convergence in distribution of some self-interacting diffusions
• Self-interacting diffusions. II: Convergence in law.
• Current fluctuations of a self-interacting diffusion on a ring
• Ergodicity of self-attracting motion
• Central limit theorem for one and two dimensional self-repelling diffusions
• Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence
• Analysis of an adaptive biasing force method based on self-interacting dynamics

This page was built for publication: Self-interacting diffusions. IV: Rate of convergence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q428553)