@article{EJP948,
author = {Michel Benaïm and Olivier Raimond},
title = {Self-Interacting Diffusions IV: Rate of Convergence},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {16},
year = {2011},
keywords = {Self-interacting random processes, reinforced processes},
abstract = {Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is governed by a deterministic dynamical system and under certain conditions it converges almost surely towards a deterministic measure. (see Benaïm, Ledoux, Raimond (2002) and Benaïm, Raimond (2005)). We are interested here in the rate of this convergence. A central limit theorem is proved. In particular, this shows that greater is the interaction repelling faster is the convergence.},
pages = {no. 66, 1815-1843},
issn = {1083-6489},
doi = {10.1214/EJP.v16-948},
url = {http://ejp.ejpecp.org/article/view/948}}