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2012 Ergodicity of self-attracting motion
Victor Kleptsyn, Aline Kurtzmann
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Electron. J. Probab. 17: 1-37 (2012). DOI: 10.1214/EJP.v17-2121

Abstract

We study the asymptotic behaviour of a class of self-attracting motions on $\mathbb{R}^d$. We prove the decrease of the free energy related to the system and mix it together with stochastic approximation methods. We finally obtain the (limit-quotient) ergodicity of the self-attracting diffusion with a speed of convergence.

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Victor Kleptsyn. Aline Kurtzmann. "Ergodicity of self-attracting motion." Electron. J. Probab. 17 1 - 37, 2012. https://doi.org/10.1214/EJP.v17-2121

Information

Accepted: 29 June 2012; Published: 2012
First available in Project Euclid: 4 June 2016

zbMATH: 1261.60093
MathSciNet: MR2946157
Digital Object Identifier: 10.1214/EJP.v17-2121

Subjects:
Primary: 60K35
Secondary: 37C50

JOURNAL ARTICLE
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Vol.17 • 2012
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