About: Quantitative concentration inequalities on sample path space for mean field interaction

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Attributs	Valeurs
type	work Article
Is Part Of	http://hub.abes.fr/edp/periodical/ps/2010/volume_14/issue_2010/w
Subject	particle approximation Mean field limits transportation inequalities Nonlinear parabolic equations Interacting particle systems Special problems of linear programming (transportation, multi-index, etc.)
Title	Quantitative concentration inequalities on sample path space for mean field interaction
Date	2010-01-01(xsd:dateTime)
has manifestation of work	http://hub.abes.fr/edp/periodical/ps/2010/volume_14/issue_2010/ps0817/m/web http://hub.abes.fr/edp/periodical/ps/2010/volume_14/issue_2010/ps0817/m/print
related by	http://hub.abes.fr/edp/periodical/ps/2010/volume_14/issue_2010/ps0817/authorship/1
Author	Bolley, François
Abstract	We consider the approximation of a mean field stochastic process by a large interacting particle system. We derive non-asymptotic large deviation bounds measuring the concentration of the empirical measure of the paths of the particles around the law of the process. The method is based on a coupling argument, strong integrability estimates on the paths in Hölder norm, and a general concentration result for the empirical measure of identically distributed independent paths.
article type	research-article
publisher identifier	ps0817
Date Copyrighted	2010-01-01(xsd:dateTime)
Rights	© EDP Sciences, SMAI, 2010
Rights Holder	EDP Sciences, SMAI
is part of this journal	ESAIM: Probability and Statistics
is primary topic of	http://hub.abes.fr/edp/periodical/ps/2010/volume_14/issue_2010/ps0817/w/record

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