On the exit-problem for self-interacting diffusions
Résumé
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).
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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