Self-interacting diffusions: long-time behaviour and exit-problem in the convex case
Probability
2023-03-28 v1
Abstract
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.
Cite
@article{arxiv.2303.14997,
title = {Self-interacting diffusions: long-time behaviour and exit-problem in the convex case},
author = {Ashot Aleksian and Pierre del Moral and Aline Kurtzmann and Julian Tugaut},
journal= {arXiv preprint arXiv:2303.14997},
year = {2023}
}
Comments
arXiv admin note: substantial text overlap with arXiv:2201.10428