Strongly self-interacting processes on the circle

DOI10.1080/17442508.2019.1594810MaRDI QIDQ5087051zbMATH OpenOpenAlexWikidataFDO

Authors C. Gauthier, Pierre Monmarché

Publication date 8 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1606.02989

zbMATH Keywords

almost-sure convergencediffusionsergodicityPDMPself-interacting Markov processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Jump processes on general state spaces (60J76) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: The purpose of this paper is to investigate the long time behaviour for a self-interacting diffusion and a self-interacting velocity jump process. While the diffusion case has already been studied for some particular potential function, the second one, which belongs to the family of piecewise deterministic processes, is new. Depending on the underlying potential function's shape, we prove either the almost sure convergence or the recurrence for a natural extended process given by a change a variable.

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