Convergence to the equilibria for self-stabilizing processes in double-well landscape
Abstract
We investigate the convergence of McKean-Vlasov diffusions in a nonconvex landscape. These processes are linked to nonlinear partial differential equations. According to our previous results, there are at least three stationary measures under simple assumptions. Hence, the convergence problem is not classical like in the convex case. By using the method in Benedetto et al. [J. Statist. Phys. 91 (1998) 1261-1271] about the monotonicity of the free-energy, and combining this with a complete description of the set of the stationary measures, we prove the global convergence of the self-stabilizing processes.
Cite
@article{arxiv.1305.5725,
title = {Convergence to the equilibria for self-stabilizing processes in double-well landscape},
author = {Julian Tugaut},
journal= {arXiv preprint arXiv:1305.5725},
year = {2013}
}
Comments
Published in at http://dx.doi.org/10.1214/12-AOP749 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)