On the exit-problem for self-interacting diffusions
Probability
2022-01-26 v1
Abstract
We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by for a constant . The first part of this work consists in showing that the rate of convergence (of the occupation measure of the self-interacting process toward some explicit Gibbs measure) previously obtained in \cite{kk-ejp} for a convex confinment potential and a convex interaction potential can be bounded uniformly with respect to . Then, we prove an Arrhenius-type law for the first exit-time from a domain (satisfying classical hypotheses of Freidlin-Wentzell theory).
Cite
@article{arxiv.2201.10428,
title = {On the exit-problem for self-interacting diffusions},
author = {Ashot Aleksian and Pierre Del Moral and Aline Kurtzmann and Julian Tugaut},
journal= {arXiv preprint arXiv:2201.10428},
year = {2022}
}
Comments
20 pages