Self-interacting diffusions: long-time behaviour and exit-problem in the convex case
| hal.structure.identifier | Probabilités, statistique, physique mathématique [PSPM] | |
| dc.contributor.author | ALEKSIAN, Ashot | |
| hal.structure.identifier | Méthodes avancées d’apprentissage statistique et de contrôle [ASTRAL] | |
| dc.contributor.author | DEL MORAL, Pierre | |
| hal.structure.identifier | Institut Élie Cartan de Lorraine [IECL] | |
| dc.contributor.author | KURTZMANN, Aline | |
| hal.structure.identifier | Probabilités, statistique, physique mathématique [PSPM] | |
| dc.contributor.author | TUGAUT, Julian | |
| dc.date.accessioned | 2024-04-04T02:34:48Z | |
| dc.date.available | 2024-04-04T02:34:48Z | |
| dc.date.created | 2023-03-24 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/190577 | |
| dc.description.abstractEn | We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficient. Finally, we establish a so-called Kramers' type law for the first exit-time of the process from domain of attractions when the landscapes are uniformly convex. | |
| dc.description.sponsorship | Métastabilité pour des processus non-linéaires - ANR-19-CE40-0009 | |
| dc.language.iso | en | |
| dc.subject.en | Kramers' law | |
| dc.subject.en | Deterministic flow | |
| dc.subject.en | Exit-time | |
| dc.subject.en | Self-interacting diffusion | |
| dc.subject.en | long time behaviour | |
| dc.title.en | Self-interacting diffusions: long-time behaviour and exit-problem in the convex case | |
| dc.type | Document de travail - Pré-publication | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 2303.14997 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| hal.identifier | hal-01901145 | |
| hal.version | 1 | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-01901145v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=ALEKSIAN,%20Ashot&DEL%20MORAL,%20Pierre&KURTZMANN,%20Aline&TUGAUT,%20Julian&rft.genre=preprint |
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