Show simple item record

dc.contributor.authorBolley, François
dc.date.accessioned2011-05-31T08:17:49Z
dc.date.available2011-05-31T08:17:49Z
dc.date.issued2010
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/6369
dc.language.isoenen
dc.subjectMean field limitsen
dc.subjectparticle approximationen
dc.subjecttransportation inequalitiesen
dc.subject.ddc519en
dc.titleQuantitative concentration inequalities on sample path space for mean field interactionen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe 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.en
dc.relation.isversionofjnlnameESAIM. Probability and Statistics
dc.relation.isversionofjnlvol14en
dc.relation.isversionofjnldate2010
dc.relation.isversionofjnlpages192-209en
dc.relation.isversionofdoihttp://dx.doi.org/10.1051/ps:2008033en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherCambridge University Pressen
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record