Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF

DOI10.1214/07-AAP513zbMath1185.65013arXivmath/0701879MaRDI QIDQ957515

Benjamin Jourdain, Florent Malrieu

Publication date: 27 November 2008

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701879

zbMATH Keywords

Poincaré inequalityparticle systemlong time behaviorpropagation of chaosnonlinear processviscous scalar conservation law

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Initial value problems for second-order parabolic equations (35K15) Applications of functional analysis in probability theory and statistics (46N30) Stochastic particle methods (65C35)

Related Items (21)

Equilibrium large deviations for mean-field systems with translation invariance ⋮ Domains of attraction of invariant distributions of the infinite atlas model ⋮ A note on transportation cost inequalities for diffusions with reflections ⋮ One-dimensional Brownian particle systems with rank-dependent drifts ⋮ Multivariable feedback particle filter ⋮ A phase transition behavior for Brownian motions interacting through their ranks ⋮ Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation ⋮ Two-Sided Infinite Systems of Competing Brownian Particles ⋮ Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution ⋮ Concentration for multidimensional diffusions and their boundary local times ⋮ Dimension-free local convergence and perturbations for reflected Brownian motions ⋮ Infinite systems of competing Brownian particles ⋮ Long time behaviour and mean-field limit of Atlas models ⋮ Convergence rates for rank-based models with applications to portfolio theory ⋮ A combinatorial analysis of interacting diffusions ⋮ Comparison techniques for competing Brownian particles ⋮ Concentration of measure for Brownian particle systems interacting through their ranks ⋮ Interacting multi-class transmissions in large stochastic networks ⋮ Large Population Asymptotics for Interacting Diffusions in a Quenched Random Environment ⋮ Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws ⋮ Capital distribution and portfolio performance in the mean-field Atlas model

Cites Work

• Convergence to equilibrium for granular media equations and their Euler schemes
• Diffusion processes associated with nonlinear evolution equations for signed measures
• Logarithmic Sobolev inequalities for some nonlinear PDE's.
• Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos
• Nonlinear self-stabilizing processes. II: Convergence to invariant probability
• Probabilistic characteristics method for a one-dimensional inviscid scalar conservation law
• Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
• One-dimensional Brownian particle systems with rank-dependent drifts
• Probabilistic approach for granular media equations in the non-uniformly convex case
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