Propagation of chaos for Hölder continuous interaction kernels via Glivenko-Cantelli

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.