Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction
DOI10.3150/22-bej1550zbMath1517.60006arXiv2112.14112MaRDI QIDQ6103256
Jinfeng Li, Yifan Jiang, Kai Du
Publication date: 2 June 2023
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.14112
invariant measuresWasserstein distancesempirical measuresapproximating measuresMcKean-Vlasov processes
Probability measures on topological spaces (60B05) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Limit theorems in probability theory (60F99)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Ergodicity of self-attracting motion
- On the rate of convergence in Wasserstein distance of the empirical measure
- Recursive computation of the invariant distribution of a diffusion
- Some limit theorems for empirical processes (with discussion)
- A survey of random processes with reinforcement
- Non-uniqueness of stationary measures for self-stabilizing processes
- Mean field games
- Asymptotic behavior of Brownian polymers
- On invariant measures of nonlinear Markov processes
- Distribution dependent SDEs for Landau type equations
- A PDE approach to a 2-dimensional matching problem
- Nonlinear self-stabilizing processes. II: Convergence to invariant probability
- Self-interacting diffusions.
- Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
- Mean rates of convergence of empirical measures in the Wasserstein metric
- Exponential convergence in entropy and Wasserstein for McKean-Vlasov SDEs
- McKean-Vlasov SDEs under measure dependent Lyapunov conditions
- Wasserstein convergence rate for empirical measures on noncompact manifolds
- Existence of invariant probability measures for functional McKean-Vlasov SDEs
- Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances
- Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions
- Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations
- On convergence to stationary distributions for solutions of nonlinear Fokker-Planck-Kolmogorov equations
- A concise course on stochastic partial differential equations
- Mean-field stochastic differential equations and associated PDEs
- Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes
- On the mean speed of convergence of empirical and occupation measures in Wasserstein distance
- Propagation of chaos in neural fields
- Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes
- Ergodicity for Infinite Dimensional Systems
- New particle representations for ergodic McKean-Vlasov SDEs
- Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
- Probabilistic Theory of Mean Field Games with Applications II
- A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
- Optimal Transport
This page was built for publication: Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction