Quantitative concentration inequalities on sample path space for mean field interaction
概率论
2013-09-19 v1
摘要
We consider a system of particles experiencing diffusion and mean field interaction, and study its behaviour when the number of particles goes to infinity. We derive non-asymptotic large deviation bounds measuring the concentration of the empirical measure of the paths of the particles around its limit. The method is based on a coupling argument, strong integrability estimates on the paths in Holder norm, and some general concentration result for the empirical measure of identically distributed independent paths.
引用
@article{arxiv.math/0511752,
title = {Quantitative concentration inequalities on sample path space for mean field interaction},
author = {François Bolley},
journal= {arXiv preprint arXiv:math/0511752},
year = {2013}
}