Long time TV-Wℓ1 type propagation of chaos for mean field interacting particle system
Abstract
In this paper, a general result on the long time TV-Wℓ1 type propagation of chaos (PoC), one type of the PoC with regularization effect, is derived for mean field interacting particle system driven by Lévy noise, where TV is the total variation distance and Wℓ1 is the L1-Wasserstein distance. By using the method of coupling, the general result is applied to mean field interacting particle system driven by Brownian motion and α(α>1)-stable noise respectively, where the non-interacting drift is assumed to be dissipative in long distance.
Fields of Study & Subjects
Stochastic processes and statistical mechanics
Stochastic processes and financial applications
Geometric Analysis and Curvature Flows
Publication details
- Journal / source
- Bernoulli
- Volume
- 32
- Issue
- 2
- Pages
- 1432–1455
- Publication date
- 29 January 2026