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}}