Asymptotic description of stochastic neural networks. II. Characterization of the limit law
Olivier D. Faugeras, James MacLaurin · Comptes Rendus Mathématique · 2014
We continue the development, started in [8], of the asymptotic description of certain stochastic neural networks. We use the Large Deviation Principle (LDP) and the good rate function H announced there to prove that H has a unique minimum μ e , a stationary measure on the set of trajectories T Z . We characterize this measure by its two marginals, at time 0, and from time 1 to T . The second marginal is a stationary Gaussian measure. With an eye on applications, we show that its mean and covariance operator can be inductively computed. Finally, we use the LDP to establish various convergence results, averaged, and quenched.