Entropy-cost type Propagation of Chaos for Mean Field Particle System with Bounded Measurable Interaction
Fuente:
arXiv
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| _version_ | 1866929698462760960 |
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| author | Huang, Xing |
| author_facet | Huang, Xing |
| contents | In this paper, the quantitative entropy-cost type propagation of chaos for mean field interacting particle system is obtained, where the interaction is only assumed to be bounded measurable and the initial distribution of a single particle converges to that of the corresponding McKean-Vlasov SDEs in $L^1$-transportation cost $\W_1^Ψ$ induced by some cost function $Ψ$. The mean field interacting particle system with common noise is also investigated and the quantitative entropy-cost type conditional propagation of chaos is established. The results weaken the initial assumption of the existing entropy-entropy type propagation of chaos in some sense. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2311_02825 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Entropy-cost type Propagation of Chaos for Mean Field Particle System with Bounded Measurable Interaction Huang, Xing Probability In this paper, the quantitative entropy-cost type propagation of chaos for mean field interacting particle system is obtained, where the interaction is only assumed to be bounded measurable and the initial distribution of a single particle converges to that of the corresponding McKean-Vlasov SDEs in $L^1$-transportation cost $\W_1^Ψ$ induced by some cost function $Ψ$. The mean field interacting particle system with common noise is also investigated and the quantitative entropy-cost type conditional propagation of chaos is established. The results weaken the initial assumption of the existing entropy-entropy type propagation of chaos in some sense. |
| title | Entropy-cost type Propagation of Chaos for Mean Field Particle System with Bounded Measurable Interaction |
| topic | Probability |
| url | https://arxiv.org/abs/2311.02825 |