Quantitative concentration inequalities on sample path space for mean field interaction

DOI10.1051/ps:2008033zbMath1208.82038arXivmath/0511752OpenAlexW2020976841MaRDI QIDQ3085575

François Bolley

Publication date: 31 March 2011

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0511752

zbMATH Keywords

particle approximationtransportation inequalitiesmean field limits

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Interacting particle systems in time-dependent statistical mechanics (82C22) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

Related Items (6)

Distribution dependent SDEs driven by additive continuous noise ⋮ Quantitative concentration inequalities for empirical measures on non-compact spaces ⋮ Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations ⋮ Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation ⋮ Propagation of chaos: a review of models, methods and applications. I: Models and methods ⋮ Propagation of chaos: a review of models, methods and applications. II: Applications

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