Convergence to the equilibria for self-stabilizing processes in double-well landscape

• Julian Tugaut ^[1]
  1. [1] Bielefeld University

     Bielefeld University

     Kreisfreie Stadt Bielefeld, Alemania

     
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 41, Nº. 3, 1, 2013, págs. 1427-1460
• Idioma: inglés
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• Resumen

  • We investigate the convergence of McKean–Vlasov diffusions in a nonconvex landscape. These processes are linked to nonlinear partial differential equations. According to our previous results, there are at least three stationary measures under simple assumptions. Hence, the convergence problem is not classical like in the convex case. By using the method in Benedetto et al. [J. Statist. Phys. 91 (1998) 1261–1271] about the monotonicity of the free-energy, and combining this with a complete description of the set of the stationary measures, we prove the global convergence of the self-stabilizing processes.