Ergodicity of self-attracting motion
@article{EJP2121, author = {Victor Kleptsyn and Aline Kurtzmann}, title = {Ergodicity of self-attracting motion}, journal = {Electron. J. Probab.}, fjournal = {Electronic Journal of Probability}, volume = {17}, year = {2012}, keywords = {self-attracting diffusion ; dynamical system ; free energy}, abstract = {We study the asymptotic behaviour of a class of self-attracting motions on $\mathbb{R}^d$. We prove the decrease of the free energy related to the system and mix it together with stochastic approximation methods. We finally obtain the (limit-quotient) ergodicity of the self-attracting diffusion with a speed of convergence.
}, pages = {no. 50, 1-37}, issn = {1083-6489}, doi = {10.1214/EJP.v17-2121}, url = {http://ejp.ejpecp.org/article/view/2121}}