Séminaire de Probabilités commun ICJ/UMPA

A conditional view on mean-field limits

par Songbo Wang (LJAD)

Europe/Paris
Fokko du Cloux (ICJ)

Fokko du Cloux

ICJ

Description

In this talk, I introduce a quantitative framework for studying large mean-field particle systems through conditional particle distributions. Functional inequalities for such systems are established, where a key step involves constructing a martingale on the space of probability measures. These inequalities yield near-optimal concentration and relaxation estimates for gradient-type particle systems. Finally, I discuss several future directions, with particular emphasis on applications to the convergence of path-dependent mean-field control problems.