Self-Interacting Diffusions : Symmetric Interactions
Probability
2007-05-23 v1
Abstract
Let be a compact Riemannian manifold. A {\em self-interacting diffusion} on is a stochastic process solution to where is a Brownian vector field on and a smooth function. Let denote the normalized occupation measure of . We prove that, when is symmetric, converges almost surely to the critical set of a certain nonlinear free energy functional . Furthermore, has generically finitely many critical points and converges almost surely toward a local minimum of Each local minimum having a positive probability to be selected.
Cite
@article{arxiv.math/0309356,
title = {Self-Interacting Diffusions : Symmetric Interactions},
author = {Michel Benaim and Olivier Raimond},
journal= {arXiv preprint arXiv:math/0309356},
year = {2007}
}