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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2511.20078 |
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| _version_ | 1866911285049819136 |
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| author | Grass, Jules Poquet, Christophe Guillin, Arnaud |
| author_facet | Grass, Jules Poquet, Christophe Guillin, Arnaud |
| contents | We present a new method for proving sharp local propagation of chaos in Fisher Information for particles with smooth interaction and drift. We rely on a new Lemma computing the Fisher Information of two diffusion processes with smooth drifts and fine estimates on the hessian of the law of the solution of the McKean-Vlasov equation. It allows us to obtain a new propagation of chaos in Fisher information, generalizing Lacker's seminal work by using the BBGKY hierarchy to obtain a system of differential inequalities satisfied by both the relative entropy and the Fisher Information of k particles. We also show with a simple Gaussian example that our decay rate is optimal. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_20078 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Propagation of chaos in Fisher information Grass, Jules Poquet, Christophe Guillin, Arnaud Probability We present a new method for proving sharp local propagation of chaos in Fisher Information for particles with smooth interaction and drift. We rely on a new Lemma computing the Fisher Information of two diffusion processes with smooth drifts and fine estimates on the hessian of the law of the solution of the McKean-Vlasov equation. It allows us to obtain a new propagation of chaos in Fisher information, generalizing Lacker's seminal work by using the BBGKY hierarchy to obtain a system of differential inequalities satisfied by both the relative entropy and the Fisher Information of k particles. We also show with a simple Gaussian example that our decay rate is optimal. |
| title | Propagation of chaos in Fisher information |
| topic | Probability |
| url | https://arxiv.org/abs/2511.20078 |