On the exit-problem for self-interacting diffusions

arXiv2201.10428MaRDI QIDQ6389151FDOQ6389151

Authors: Ashot Aleksian, Pierre Del Moral, Aline Kurtzmann, Julian Tugaut 

Publication date: 25 January 2022

Abstract: We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by $sigma{B}_t$ for a constant $sigma$. The first part of this work consists in showing that the rate of convergence (of the occupation measure of the self-interacting process toward some explicit Gibbs measure) previously obtained in cite{kk-ejp} for a convex confinment potential $V$ and a convex interaction potential can be bounded uniformly with respect to $sigma$. Then, we prove an Arrhenius-type law for the first exit-time from a domain (satisfying classical hypotheses of Freidlin-Wentzell theory).

Mathematics Subject Classification ID

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

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