Work

Quantitative concentration inequalities on sample path space for mean field interaction

Year: 2005

Type: preprint

Abstract: We consider a system of particles experiencing diffusion and mean field interaction, and study its behaviour when the number of particles goes to infinity. We derive non-asymptotic large deviation bounds measuring the concentration of the empirical measure of the paths of the particles around its limit. The method is based on a coupling argument, strong integrability estimates on the paths in Holder norm, and some general concentration result for the empirical measure of identically distributed independent paths.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.math/0511752

Author: Bolley, François

Institutions: École Normale Supérieure de Lyon, Centre de Recherche en Mathématiques de la Décision, Unité de Mathématiques Pures et Appliquées, Université Paris Dauphine-PSL

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2949606157

Cites: 13

Cited by:

Related to: 20