A law of large numbers for kinetic interacting diffusions
Probability
2025-11-13 v3
Abstract
We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial differential equations. Under general assumptions that require only weak convergence on the initial datum -- without assuming independence or moment conditions -- we prove convergence in probability to the corresponding non-linear Fokker-Planck PDE.
Cite
@article{arxiv.2506.01769,
title = {A law of large numbers for kinetic interacting diffusions},
author = {Carlo Bellingeri and Fabio Coppini},
journal= {arXiv preprint arXiv:2506.01769},
year = {2025}
}
Comments
25 pages, remark added in the introduction