Entropy-cost type Propagation of Chaos for Mean Field Particle System with Bounded Measurable Interaction

2023/11/06 by Xing Huang, Huang, Xing
Mathematics · Physics and Astronomy · #Stochastic processes and statistical mechanics #Statistical Mechanics and Entropy #Advanced Thermodynamics and Statistical Mechanics

paper · pdf · doi:10.48550/arxiv.2311.02825

Abstract

In this paper, the quantitative entropy-cost type propagation of chaos for mean field interacting particle system is obtained, where the interaction is assumed to be bounded. More precisely, the relative entropy between the distributions of particle system and the corresponding McKean-Vlasov SDEs at any positive time t depends on L¹-transportation cost \W₁^Ψ between the initial distributions. The results weaken the initial assumptions in existing entropy-entropy type propagation of chaos.

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