1 Ju l 2 00 9 Self - interacting diffusions IV : Rate of convergence ∗
نویسنده
چکیده
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 μt of the process. The asymptotics of μt is governed by a deterministic dynamical system and under certain conditions (μt) converges almost surely towards a deterministic measure μ ∗ (see Benäım, Ledoux, Raimond (2002) and Benäım, Raimond (2005)). We are interested here in the rate of convergence of μt towards μ . A central limit theorem is proved. In particular, this shows that greater is the interaction repelling faster is the convergence. ∗We acknowledge financial support from the Swiss National Science Foundation Grant 200021-103625/1
منابع مشابه
ar X iv : 0 90 7 . 19 12 v 1 [ as tr o - ph . C O ] 1 0 Ju l 2 00 9 Dark Matter Astrophysics
These lectures are intended to provide a brief pedagogical review of dark matter for the newcomer to the subject. We begin with a discussion of the astrophysical evidence for dark matter. The standard weakly-interacting massive particle (WIMP) scenario—the motivation, particle models, and detection techniques—is then reviewed. We provide a brief sampling of some recent variations to the standar...
متن کاملConvergence in Distribution of Some Self-interacting Diffusions: the Simulated Annealing Method
We study some self-interacting diffusions living on R solutions to: dXt = dBt − g(t)∇V (Xt − μt)dt where μt is the empirical mean of the process X , V is an asymptotically strictly convex potential and g is a given function, not increasing too fast to the infinity or constant. The authors have already proved that the ergodic behavior of X is strongly related to g. We go further and, using the s...
متن کاملar X iv : a st ro - p h / 02 07 41 9 v 1 1 9 Ju l 2 00 2 Rarefaction Shocks , Shock Errors and Low Order of Accuracy in ZEUS
متن کامل
ar X iv : 0 70 5 . 23 02 v 1 [ m at h . PR ] 1 6 M ay 2 00 7 ON RANDOMIZED STOPPING
It is known that optimal stopping problems for controlled diffusion processes can be transformed into optimal control problems by using the method of randomized stopping (see [10]). Since only a few optimal stopping problems can be solved analytically (see [16]), one has to resort to numerical approximations of the solution. In such case one would like to know the rate of convergence of these a...
متن کاملar X iv : h ep - l at / 0 10 70 16 v 1 1 9 Ju l 2 00 1 hep - lat / 0107016 Properties of near - zero modes and chiral symmetry breaking
We study localization and chirality properties of eigenvectors of the lattice Dirac operator. In particular we focus on the dependence of our observables on the size of the corresponding eigenvalue, which allows us to study the transition of a near-zero mode into a bulk mode. We analyze ensembles of quenched SU(3) configurations using a Dirac operator which is a systematic expansion in path len...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2009