English

Convergence to the uniform distribution of moderately self-interacting diffusions on compact Riemannian manifolds

Probability 2026-04-21 v4

Abstract

We consider a self-interacting diffusion XX on a smooth compact Riemannian manifold M\mathbb M, described by the stochastic differential equation dXt=2dWt(Xt)β(t)Vt(Xt)dt, dX_t = \sqrt{2} dW_t(X_t)- \beta(t) \nabla V_t(X_t)dt, where β\beta is suitably lower-bounded and grows at most logarithmically, and Vt(x)=1t0tV(x,Xs)dsV_t(x)=\frac{1}{t}\int_0^t V(x,X_s)ds for a suitable smooth function V ⁣:M2RV\colon \mathbb M^2\to\mathbb R that makes the term Vt(Xt)-\nabla V_t(X_t) self-repelling. We prove that almost surely the normalized occupation measure μt\mu_t of XX converges weakly to the uniform distribution U\mathcal U, and we provide a polynomial rate of convergence for smooth test functions. The key to this result is showing that if f ⁣:MRf\colon\mathbb M\to\mathbb R is smooth, then μet(f)\mu_{e^t}(f) shadows the flow generated by the ordinary differential equation x˙t=xt+U(f). \dot x_t=-x_t+\mathcal U(f).

Keywords

Cite

@article{arxiv.2307.01538,
  title  = {Convergence to the uniform distribution of moderately self-interacting diffusions on compact Riemannian manifolds},
  author = {Simon Holbach and Olivier Raimond},
  journal= {arXiv preprint arXiv:2307.01538},
  year   = {2026}
}