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Sharp quantitative propagation of chaos

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Authors : Lacker, Daniel (Author of the conference)
CIRM (Publisher )

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Abstract : The propagation of chaos phenomenon states roughly that a large system of weakly interacting particles will remain approximately independent for all times if initialized as such. This can be quantified in terms of the distance between low-dimensional marginal distributions and suitably chosen product measures. This talk will discuss some recent sharp quantitative results of this nature, both for classical mean field diffusions and for more recently studied non-exchangeable models. These results are driven by a new "local" relative entropy method, in which low-dimensional marginals are estimated iteratively by adding one coordinate at a time, leading to surprising improvements on prior results obtained by "global" arguments such as subadditivity inequalities. In the non-exchangeable setting, we exploit a surprising connection with first-passage percolation.

Keywords : mean field limit; propagation of chaos

MSC Codes :
60K35 - Interacting random processes; statistical mechanics type models; percolation theory

    Information on the Video

    Film maker : Récanzone, Luca
    Language : English
    Available date : 04/06/2025
    Conference Date : 20/05/2025
    Subseries : Research talks
    arXiv category : Probability
    Mathematical Area(s) : Probability & Statistics
    Format : MP4 (.mp4) - HD
    Video Time : 00:43:06
    Targeted Audience : Researchers ; Graduate Students ; Doctoral Students, Post-Doctoral Students
    Download : https://videos.cirm-math.fr/2025-05-20_Lacker.mp4

Information on the Event

Event Title : Probability, finance and signal: conference in honour of René Carmona / Probabilités, finance et signal: conférence en l'honneur de René Carmona
Event Organizers : Acciaio, Beatrice ; Crepey, Stephane ; Delarue, Franзois ; Lacker, Daniel ; Oudjane, Nadia
Dates : 19/05/2025 - 23/05/2025
Event Year : 2025
Event URL : https://conferences.cirm-math.fr/3238.html

Citation Data

DOI : 10.24350/CIRM.V.20348203
Cite this video as: Lacker, Daniel (2025). Sharp quantitative propagation of chaos. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.20348203
URI : http://dx.doi.org/10.24350/CIRM.V.20348203

See Also

Bibliography

  • LACKER, Daniel, YEUNG, Lane Chun, et ZHOU, Fuzhong. Quantitative propagation of chaos for non-exchangeable diffusions via first-passage percolation. arXiv preprint arXiv:2409.08882, 2024. - https://doi.org/10.48550/arXiv.2409.08882



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