Self-interacting diffusions: long-time behaviour and exit-problem in the convex case

Autor:	Aleksian, Ashot, del Moral, Pierre, Kurtzmann, Aline, Tugaut, Julian
Rok vydání:	2023
Předmět:	Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficient. Finally, we establish a so-called Kramers' type law for the first exit-time of the process from domain of attractions when the landscapes are uniformly convex. Comment: arXiv admin note: substantial text overlap with arXiv:2201.10428
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2303.14997 Zobrazit plný text záznamu View this record from Arxiv