Long-term behaviour conjecture for interacting reflected OU processes on graphs
Long-term behaviour conjecture for interacting reflected OU processes on graphs
Let be a graph with , let be the limiting reflected diffusion from Theorem~, and let denote the principal eigenvalue of . The parameters are and .
Long-term behaviour conjecture. 1) If and , then the process is positive recurrent with the stationary distribution defined in Theorem~. 2) If , and , then the process is null recurrent. 3) If either , or and , then the process is transient.
This conjecture concerns the long-term behaviour of the limiting process for a graph with at least two vertices. For a single vertex, the limit is a reflected one-dimensional OU process, whose recurrence properties are known; when , the multidimensional process consists of independent reflected OU processes. The interacting case is presented as the problem of determining the collective long-term behaviour.
Sources & referencesView supporting material
Primary source
Anatolii Puhalskii and Vadim Shcherbakov, “A diffusion limit for Markov chains with log-linear interaction on a graph”, arXiv:2501.09323 (2025).
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