Self-Interacting Diffusions : Symmetric Interactions

Details Self-Interacting Diffusions : Symmetric Interactions Self-Interacting Diffusions : Symmetric Interactions

2003-09-22

arxiv.org/abs/math/0309356v1

Mathematics

Probability

Scientific paper

Let $M$ be a compact Riemannian manifold. A {\em self-interacting diffusion} on $M$ is a stochastic process solution to $$dX_t = dW_t(X_t) - \frac{1}{t}(\int_0^t \nabla V_{X_s}(X_t)ds)dt$$ where $\{W_t\}$ is a Brownian vector field on $M$ and $V_x(y) = V(x,y)$ a smooth function. Let $\mu_t = \frac{1}{t} \int_0^t \delta_{X_s} ds$ denote the normalized occupation measure of $X_t$. We prove that, when $V$ is symmetric, $\mu_t$ converges almost surely to the critical set of a certain nonlinear free energy functional $J$. Furthermore, $J$ has generically finitely many critical points and $\mu_t$ converges almost surely toward a local minimum of $J.$ Each local minimum having a positive probability to be selected.

Affiliated with

Also associated with

No associations

Rating

Self-Interacting Diffusions : Symmetric Interactions does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Self-Interacting Diffusions : Symmetric Interactions, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Self-Interacting Diffusions : Symmetric Interactions will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-161326