Ergodicity of self-attracting motion

DOI10.1214/EJP.V17-2121zbMATH Open1261.60093arXiv1005.5632OpenAlexW2131969581MaRDI QIDQ456192FDOQ456192

Authors: Victor Kleptsyn, Aline Kurtzmann 

Publication date: 23 October 2012

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

Abstract: The aim of this paper is to study the asymptotic behaviour of a class of self- attracting motions on R^d . Using stochastic approximation methods, these processes have already been studied by Bena"im, Ledoux and Raimond (2002) in a compact setting. We also relate the asymptotic behaviour of the self-attracting Brownian motion to the McKean-Vlasov process that was studied, via the decrease of the free energy, by Carrillo, McCann and Villani (2003). Mixing these methods, we manage to obtain sufficient conditions for the (limit-quotient) ergodicity of the self-attracting diffusion, together with a speed of convergence.

Full work available at URL: https://arxiv.org/abs/1005.5632

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zbMATH Keywords

dynamical systemfree energyself-attracting diffusion

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (10)

• Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications
• Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion
• Self-repelling diffusions on a Riemannian manifold
• Self-interacting diffusions: long-time behaviour and exit-problem in the uniformly convex case
• Rate of convergence of some self-attracting diffusions
• Deviation properties for linear self-attracting diffusion process and applications
• Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction
• Current fluctuations of a self-interacting diffusion on a ring
• New particle representations for ergodic McKean-Vlasov SDEs
• Embedding laws in diffusions by functions of time

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