Self-interacting diffusions IV: Rate of convergence - Mathematics > ProbabilityReport as inadecuate




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Abstract: Self-interacting diffusions are processes living on a compact Riemannianmanifold defined by a stochastic differential equation with a drift termdepending on the past empirical measure of the process. The asymptotics of thismeasure is governed by a deterministic dynamical system and under certainconditions it converges almost surely towards a deterministic measure seeBena\-im, Ledoux, Raimond 2002 and Bena\-im, Raimond 2005. We areinterested here in the rate of this convergence. A central limit theorem isproved. In particular, this shows that greater is the interaction repellingfaster is the convergence.



Author: Michel Benaim UNINE, Olivier Raimond MODAL'X

Source: https://arxiv.org/



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