| Título: | Self-Interacting Diffusions IV: Rate of Convergence |
| Autores: |
Benaïm, Michel; Université de Neuchâtel Raimond, Olivier; Université Paris Ouest |
| Fecha: | 2011-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Self-interacting random processes, reinforced processes 60K35 |
| Descripción: | 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 of the process. The asymptotics of this measure is governed by a deterministic dynamical system and under certain conditions it converges almost surely towards a deterministic measure. (see Benaïm, Ledoux, Raimond (2002) and Benaïm, Raimond (2005)). We are interested here in the rate of this convergence. A central limit theorem is proved. In particular, this shows that greater is the interaction repelling faster is the convergence. |
| Idioma: | No aplica |
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