arXiv:2404.01795 [math.PR]AbstractReferencesReviewsResources
Long Time Propagation of Chaos in Total Variation Distance for Mean Field Interacting Particle System
Xing Huang, Fen-Fen Yang, Chenggui Yuan
Published 2024-04-02Version 1
In this paper, a general result on the long time quantitative propagation of chaos in total variation distance for mean field interacting particle system driven by general L\'{e}vy noise is derived, where the non-interacting drift is assumed to be dissipative in long distance and the initial distribution of interacting particle system converges to that of the limit equation in $L^1$-Wasserstein distance. Moreover, by using the method of coupling, the results are applied to mean field interacting particle system driven by Brownian motion and $\alpha(\alpha>1)$-stable noise respectively.
Comments: 27 pages
Categories: math.PR
Related articles: Most relevant | Search more
arXiv:2308.15181 [math.PR] (Published 2023-08-29)
Propagation of Chaos for Mean Field Interacting Particle System with Multiplicative Noise
arXiv:2109.11208 [math.PR] (Published 2021-09-23)
Total variation distance between a jump-equation and its Gaussian approximation
arXiv:1710.02715 [math.PR] (Published 2017-10-07)
Wasserstein and total variation distance between marginals of Lévy processes