English

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 σBt\sigma B_t for a constant σ\sigma. 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 VV and a convex interaction potential can be bounded uniformly with respect to σ\sigma. Then, we prove an Arrhenius-type law for the first exit-time from a domain (satisfying classical hypotheses of Freidlin-Wentzell theory).

Keywords

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}
}

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20 pages