QUANTITATIVE PROPAGATION OF CHAOS FOR GENERALIZED KAC PARTICLE SYSTEMS

被引:16
|
作者
Cortez, Roberto [1 ,2 ]
Fontbona, Joaquin [1 ,2 ]
机构
[1] Univ Chile, Dept Engn Math, Casilla 170-3,Correo 3, Santiago, Chile
[2] Univ Chile, Ctr Math Modeling, UMI UCHILE CNRS 2807, Casilla 170-3,Correo 3, Santiago, Chile
来源
ANNALS OF APPLIED PROBABILITY | 2016年 / 26卷 / 02期
关键词
Propagation of chaos; Kac equation; wealth distribution equations; stochastic particle systems; Wasserstein distance; optimal coupling; EQUATION; MODELS;
D O I
10.1214/15-AAP1107
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study a class of one-dimensional particle systems with true (Bird type) binary interactions, which includes Kac's model of the Boltzmann equation and nonlinear equations for the evolution of wealth distribution arising in kinetic economic models. We obtain explicit rates of convergence for the Wasserstein distance between the law of the particles and their limiting law, which are linear in time and depend in a mild polynomial manner on the number of particles. The proof is based on a novel coupling between the particle system and a suitable system of nonindependent nonlinear processes, as well as on recent sharp estimates for empirical measures.
引用
收藏
页码:892 / 916
页数:25
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