pith. sign in

arxiv: math/0309356 · v1 · submitted 2003-09-22 · 🧮 math.PR

Self-Interacting Diffusions : Symmetric Interactions

classification 🧮 math.PR
keywords almostconvergescriticalfraclocalminimumself-interactingsurely
0
0 comments X
read the original abstract

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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.