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Self-Interacting Diffusions IV: Rate of Convergence

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Self-Interacting Diffusions IV: Rate of Convergence
2.	Creator	Author's name, affiliation, country	Michel Benaïm; Université de Neuchâtel; Switzerland
2.	Creator	Author's name, affiliation, country	Olivier Raimond; Université Paris Ouest; France
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Self-interacting random processes, reinforced processes
3.	Subject	Subject classification	60K35
4.	Description	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.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	Swiss National Science Foundation Grant 200021-103625/1
7.	Date	(YYYY-MM-DD)	2011-10-14
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/948
10.	Identifier	Digital Object Identifier	10.1214/EJP.v16-948
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 16
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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