Electronic Communications in Probability

A simple proof of a Kramers’ type law for self-stabilizing diffusions

Julian Tugaut

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Abstract

We provide a new proof of a Kramers’ type law for self-stabilizing diffusion. These diffusions correspond to the hydrodynamical limit of a mean-field system of particles and may be seen as the probabilistic interpretation of the granular media equation. We use the same hypotheses as the ones used in the work “Large deviations and a Kramers’ type law for self-stabilizing diffusions” by Herrmann, Imkeller and Peithmann in which the authors obtain a first proof of the statement.

Article information

Source
Electron. Commun. Probab., Volume 21 (2016), paper no. 11, 7 pp.

Dates
Received: 5 March 2015
Accepted: 8 February 2016
First available in Project Euclid: 15 February 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1455560035

Digital Object Identifier
doi:10.1214/16-ECP4160

Mathematical Reviews number (MathSciNet)
MR3485380

Zentralblatt MATH identifier
1336.60060

Subjects
Primary: 60F10: Large deviations
Secondary: 60J60: Diffusion processes [See also 58J65] 60H10: Stochastic ordinary differential equations [See also 34F05]

Keywords
self-stabilizing diffusion exit time large deviations coupling method

Rights
Creative Commons Attribution 4.0 International License.

Citation

Tugaut, Julian. A simple proof of a Kramers’ type law for self-stabilizing diffusions. Electron. Commun. Probab. 21 (2016), paper no. 11, 7 pp. doi:10.1214/16-ECP4160. https://projecteuclid.org/euclid.ecp/1455560035


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References

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