McKean-Vlasov diffusions: From the asynchronization to the synchronization

作者:Tugaut Julian*
来源:Comptes Rendus Mathematique, 2011, 349(17-18): 983-986.
DOI:10.1016/j.crma.2011.08.002

摘要

We make the asymptotic analysis of the unique symmetric stationary measure of a self-stabilizing process in the small-noise limit. It has been proved in previous works that this measure converges with a linear rate in the asynchronized case and in the strictly synchronized case but it is slower in the intermediate case. The aim of this Note is to zoom around this phase transition.

  • 出版日期2011-9