相关论文: The Propagation of Molecular Chaos by Markov Trans…
The propagation of chaos is a central concept of kinetic theory that serves to relate the equations of Boltzmann and Vlasov to the dynamics of many-particle systems. Propagation of chaos means that molecular chaos, i.e., the stochastic…
The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods…
We study 1-Wasserstein propagation of chaos for "McKean-type" nonlinear Markov chains and their associated interacting particle systems. This paper is organized into two parts: the first part combines arguments from various areas of…
This article examines the relationship between classical and quantum propagation of chaos. (In this context, "chaos" refers to the Boltzmann's Ansatz of molecular disorder, not to chaotic dynamics.) Classical propagation of chaos is shown…
The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods…
In this work, we prove the well-posedness and propagation of chaos for a stochastic particle system in mean-field interaction under the assumption that the interacting kernel belongs to a suitable $L_t^q-L_x^p$ space. Contrary to the large…
We study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of chaos for this point process: it has the same weak limit as…
Consider a finite number of balls initially placed in $L$ bins. At each time step a ball is taken from each non-empty bin. Then all the balls are uniformly reassigned into bins. This finite Markov chain is called Repeated Balls-into-Bins…
This work addresses the propagation of chaos properties in a class of moderately interacting particle systems for the approximation of singular kinetic McKean-Vlasov SDEs driven by alpha-stable processes.
We consider a $N$-particle system interacting through the Newtonian potential with a polynomial cut-off in the presence of noise in velocity. We rigorously prove the propagation of chaos for this interacting stochastic particle system.…
Consider $N$ balls initially placed in $L$ bins. At each time step take a ball from each non-empty bin and \emph{randomly} reassign the balls into the bins.We call this finite Markov chain \emph{General Repeated Balls into Bins} process. It…
A system of interacting particles described by stochastic differential equations is considered. As oppopsed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to…
Propagation of chaos for interacting particle systems has been an active research topic over decades. We propose an alternative approach to study the mean-field limit of the stochastic interacting particle systems via tools from information…
We study the asymptotic behavior of the normalized maxima of real-valued diffusive particles with mean-field drift interaction. Our main result establishes propagation of chaos: in the large population limit, the normalized maxima behave as…
We prove propagation of chaos at explicit polynomial rates in Wasserstein distance W_2 for Kac's N-particle system associated with the spatially homogeneous Boltzmann equation for Maxwell molecules, with and without cutoff. Our approach is…
The Kac model is a simplified model of an $N$-particle system in which the collisions of a real particle system are modeled by random jumps of pairs of particle velocities. Kac proved propagation of chaos for this model, and hence provided…
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…
The propagation of molecular chaos, a tool of classical kinetic theory, is generalized to apply to quantum systems of distinguishable particles. We prove that the Curie-Weiss model of ferromagnetism propagates molecular chaos and derive the…
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…
This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…