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On the exit-problem for self-interacting diffusions V2
| hal.structure.identifier | Université Jean Monnet - Saint-Étienne [UJM] | |
| 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 | Université Jean Monnet - Saint-Étienne [UJM] | |
| dc.contributor.author | TUGAUT, Julian | |
| dc.date.accessioned | 2024-04-04T02:39:19Z | |
| dc.date.available | 2024-04-04T02:39:19Z | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/190961 | |
| dc.description.abstractEn | We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by $\sigma B_t$ for a constant $\sigma$. The first part of this work consists in showing that the rate of convergence (of the occupation measure of the self-interacting process toward some explicit Gibbs measure) previously obtained in \cite{kk-ejp} for a convex confinment potential $V$ and a convex interaction potential can be bounded uniformly with respect to $\sigma$. Then, we prove an Arrhenius-type law for the first exit-time from a domain (satisfying classical hypotheses of Freidlin-Wentzell theory). | |
| dc.language.iso | en | |
| dc.subject.en | Self-interacting diffusion | |
| dc.subject.en | exit-time | |
| dc.subject.en | Kramers’ law | |
| dc.subject.en | deterministic flow | |
| dc.title.en | On the exit-problem for self-interacting diffusions V2 | |
| dc.type | Document de travail - Pré-publication | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 2201.10428 | |
| 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-03850314 | |
| hal.version | 1 | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-03850314v1 | |
| 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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