Propagation of chaos for H\"older continuous interaction kernels via Glivenko-Cantelli
Analysis of PDEs
2016-12-09 v2 Probability
Abstract
We develop a new technique for establishing quantitative propagation of chaos for systems of interacting particles. Using this technique we prove propagation of chaos for diffusing particles whose interaction kernel is merely H\"older continuous, even at long ranges. Moreover, we do not require specially prepared initial data. On the way, we establish a law of large numbers for SDEs that holds over a class of vector fields simultaneously. The proofs bring together ideas from empirical process theory and stochastic flows.
Keywords
Cite
@article{arxiv.1608.02877,
title = {Propagation of chaos for H\"older continuous interaction kernels via Glivenko-Cantelli},
author = {Thomas Holding},
journal= {arXiv preprint arXiv:1608.02877},
year = {2016}
}
Comments
47 pages; corrected minimal H\"older exponent for second order case; fixed typos