中文

紧黎曼流形上适度自相互作用扩散对均匀分布的收敛

概率论 2026-04-21 v4

摘要

我们考虑光滑紧黎曼流形M\mathbb M上的自相互作用扩散XX,由随机微分方程dXt=2dWt(Xt)β(t)Vt(Xt)dt dX_t = \sqrt{2} dW_t(X_t)- \beta(t) \nabla V_t(X_t)dt 描述,其中β\beta有适当的下界且至多对数增长,Vt(x)=1t0tV(x,Xs)dsV_t(x)=\frac{1}{t}\int_0^t V(x,X_s)dsV ⁣:M2RV\colon \mathbb M^2\to\mathbb R为适当的光滑函数,使项Vt(Xt)-\nabla V_t(X_t)具有自排斥性。我们证明几乎必然地XX的归一化占据测度μt\mu_t弱收敛于均匀分布U\mathcal U,并给出对光滑测试函数的多项式收敛速率。该结果的关键在于证明若f ⁣:MRf\colon\mathbb M\to\mathbb R光滑,则μet(f)\mu_{e^t}(f)跟踪由常微分方程x˙t=xt+U(f) \dot x_t=-x_t+\mathcal U(f) 生成的流。

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引用

@article{arxiv.2307.01538,
  title  = {Convergence to the uniform distribution of moderately self-interacting diffusions on compact Riemannian manifolds},
  author = {Simon Holbach and Olivier Raimond},
  journal= {arXiv preprint arXiv:2307.01538},
  year   = {2026}
}