English

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.

Keywords

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

R2 v1 2026-07-01T02:54:37.947Z