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Entropy-cost type Propagation of Chaos for Mean Field Particle System with Bounded Measurable Interaction (2311.02825v5)

Published 6 Nov 2023 in math.PR

Abstract: In this paper, the quantitative entropy-cost type propagation of chaos for mean field interacting particle system is obtained, where the interaction is only assumed to be bounded measurable and the initial distribution of a single particle converges to that of the corresponding McKean-Vlasov SDEs in $L1$-transportation cost $\W_1\Psi$ induced by some cost function $\Psi$. The mean field interacting particle system with common noise is also investigated and the quantitative entropy-cost type conditional propagation of chaos is established. The results weaken the initial assumption of the existing entropy-entropy type propagation of chaos in some sense.

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