Self-interacting diffusions. IV: Rate of convergence

DOI10.1214/EJP.V16-948zbMATH Open1245.60089arXiv0907.5468OpenAlexW2063381329MaRDI QIDQ428553FDOQ428553

Michel Benaïm, Olivier Raimond

Publication date: 22 June 2012

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

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.

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)

Cited In (8)

• Boundedness and convergence of some self-attracting diffusions
• Title not available (Why is that?)
• Self-interacting diffusions. II: Convergence in law.
• Rate of convergence of some self-attracting diffusions
• A mean-field approach to self-interacting networks, convergence and regularity
• Self-interacting diffusions. III: Symmetric interactions
• Current fluctuations of a self-interacting diffusion on a ring
• Analysis of an adaptive biasing force method based on self-interacting dynamics

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