Increasing propagation of chaos for mean field models

Authors
Ben Arous, G Zeitouni, O
Citation
G. Ben Arous et O. Zeitouni, Increasing propagation of chaos for mean field models, ANN IHP-PR, 35(1), 1999, pp. 85-102
Citations number
10
Categorie Soggetti
Mathematics
Journal title
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
ISSN journal
02460203 → ACNP
Volume
35
Issue
1
Year of publication
1999
Pages
85 - 102
Database
ISI
SICI code
0246-0203(199901/02)35:1<85:IPOCFM>2.0.ZU;2-B
Abstract
Let mu((N)) denote a mean-field measure with potential F. Asymptotic indepe ndence properties of the measure mu((N)) are investigated. In particular, w ith H(.\mu) denoting relative entropy, if there exists a unique non-degener ate minimum of H(.\mu)- F(.), then propagation of chaos holds for blocks of size o(N). Certain degenerate situations are also studied. The results are applied for the Langevin dynamics of a system of interacting particles lea ding to a McKean-Vlasov limit. (C) Elsevier, Paris.