A class of dimension-free metrics for the convergence of empirical measures
DOI10.1016/j.spa.2023.07.009zbMath1522.60015arXiv2104.12036OpenAlexW4384700180MaRDI QIDQ6072907
Jiequn Han, Jihao Long, Ruimeng Hu
Publication date: 15 September 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.12036
curse of dimensionalityempirical measuremean-field gamesintegral probability metricsMckean-Vlasov stochastic differential equation
Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Convergence of probability measures (60B10) Mean field games (aspects of game theory) (91A16)
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