Self-interacting diffusions: long-time behaviour and exit-problem in the uniformly convex case

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Esaim-Probability and Statistics Pub Date : 2023-11-15 DOI:10.1051/ps/2023020

Ashot Aleksian, Pierre Del Moral, Aline Kurtzmann, Julian Tugaut

引用次数: 0

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.

查看原文本刊更多论文

自相互作用扩散:均匀凸情况下的长时间行为和退出问题

研究了一类时间非齐次扩散:自相互作用扩散。我们给出了一个收敛速度不依赖于扩散系数的收敛结果。最后，在景观为均匀凸的情况下，我们建立了从吸引域开始的过程的第一退出时间的Kramers型定律。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Esaim-Probability and Statistics STATISTICS & PROBABILITY-

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： The journal publishes original research and survey papers in the area of Probability and Statistics. It covers theoretical and practical aspects, in any field of these domains. Of particular interest are methodological developments with application in other scientific areas, for example Biology and Genetics, Information Theory, Finance, Bioinformatics, Random structures and Random graphs, Econometrics, Physics. Long papers are very welcome. Indeed, we intend to develop the journal in the direction of applications and to open it to various fields where random mathematical modelling is important. In particular we will call (survey) papers in these areas, in order to make the random community aware of important problems of both theoretical and practical interest. We all know that many recent fascinating developments in Probability and Statistics are coming from "the outside" and we think that ESAIM: P&S should be a good entry point for such exchanges. Of course this does not mean that the journal will be only devoted to practical aspects.