Increasing propagation of chaos for mean eld models
نویسنده
چکیده
Let (N) denote a mean-eld measure with potential F. Asymptotic independence properties of the measure (N) are investigated. In particular, with H(j) denoting relative entropy, if there exists a unique non{degenerate minimum of H(j) ? F(), then propagation of chaos holds for blocks of size o(N). Certain degenerate situations are also studied. The results are applied for the Langevin dynamics of a system of interacting particles leading to a McKean-Vlasov limit. R esum e Soit (N) une mesure de type champ-moyen avec potentiel d'interaction F. Les propri et es asymp-totiques d'ind ependance de la mesure (N) sont etudie es. En particulier, si H(j) designe l'entropie relative, on montre que, s'il existe un unique minimum non d eg en er e de H(j) ? F(), alors la propagation du chaos est valide pour les block de taille o(N). Certains cas de minima d eg en er e sont aussi etudi es. Les resul-tats sont appliqu es a la dynamique de Langevin d'un syst eme de particules convergeant vers une limite de McKean-Vlasov.
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تاریخ انتشار 1999