English

Self-Interacting Diffusions : Symmetric Interactions

Probability 2007-05-23 v1

Abstract

Let MM be a compact Riemannian manifold. A {\em self-interacting diffusion} on MM is a stochastic process solution to dXt=dWt(Xt)1t(0tVXs(Xt)ds)dtdX_t = dW_t(X_t) - \frac{1}{t}(\int_0^t \nabla V_{X_s}(X_t)ds)dt where {Wt}\{W_t\} is a Brownian vector field on MM and Vx(y)=V(x,y)V_x(y) = V(x,y) a smooth function. Let μt=1t0tδXsds\mu_t = \frac{1}{t} \int_0^t \delta_{X_s} ds denote the normalized occupation measure of XtX_t. We prove that, when VV is symmetric, μt\mu_t converges almost surely to the critical set of a certain nonlinear free energy functional JJ. Furthermore, JJ has generically finitely many critical points and μt\mu_t converges almost surely toward a local minimum of J.J. Each local minimum having a positive probability to be selected.

Keywords

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}
}