Self-interacting diffusions. III. Symmetric interactions
Benaïm, Michel ; Raimond, Olivier
Ann. Probab., Tome 33 (2005) no. 1, p. 1716-1759 / Harvested from Project Euclid
Let M be a compact Riemannian manifold. A self-interacting diffusion on M is a stochastic process solution to ¶ \[dX_{t}=dW_{t}(X_{t})-\frac{1}{t}\biggl(\int_{0}^{t}\nabla V_{X_{s}}(X_{t})\,ds\biggr)\,dt,\] ¶ where {Wt} is a Brownian vector field on M and Vx(y)=V(x,y) a smooth function. Let $\mu_{t}=\frac{1}{t}\int_{0}^{t}\delta_{X_{s}}\,ds$ denote the normalized occupation measure of Xt. We prove that, when V is symmetric, μt converges almost surely to the critical set of a certain nonlinear free energy functional J. Furthermore, J has generically finitely many critical points and μt converges almost surely toward a local minimum of J. Each local minimum has a positive probability to be selected.
Publié le : 2005-09-14
Classification:  Self-interacting random processes,  reinforced processes,  60K35,  37C50,  60H10,  62L20,  37B25
@article{1127395871,
     author = {Bena\"\i m, Michel and Raimond, Olivier},
     title = {Self-interacting diffusions. III. Symmetric interactions},
     journal = {Ann. Probab.},
     volume = {33},
     number = {1},
     year = {2005},
     pages = { 1716-1759},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1127395871}
}
Benaïm, Michel; Raimond, Olivier. Self-interacting diffusions. III. Symmetric interactions. Ann. Probab., Tome 33 (2005) no. 1, pp.  1716-1759. http://gdmltest.u-ga.fr/item/1127395871/