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Ergodicity of self-attracting motion


 
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1. Title Title of document Ergodicity of self-attracting motion
 
2. Creator Author's name, affiliation, country Victor Kleptsyn; Université de Rennes 1; France
 
2. Creator Author's name, affiliation, country Aline Kurtzmann; Université de Lorraine; France
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) self-attracting diffusion ; dynamical system ; free energy
 
3. Subject Subject classification 60K35 ; 37C50
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) SNSF PBNE2-119027
 
7. Date (YYYY-MM-DD) 2012-06-29
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/2121
 
10. Identifier Digital Object Identifier 10.1214/EJP.v17-2121
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 17
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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