Quantitative Large Population Limit for Non Exchangeable Diffusions in Fisher Information

Jules Grass

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arXiv · 2604.11385

Quantitative Large Population Limit for Non Exchangeable Diffusions in Fisher Information

Jules Grass

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Abstract

This paper builds upon the methods developed in [22] and [15] to investigate the large population behavior of non exchangeable systems of N diffusive particles when the interaction matrix converges (in some sense) to a graphon. We first prove that the particle system is well approximated in Fisher information by the so-called independent projection system by proving quantitative bounds on the relative Fisher information between the marginal laws of both systems. We then use a convenient equivalence between the independent projection system and a graphon mean field system to investigate its large population behavior by proving quantitative stability estimates for graphon mean field systems in both relative entropy and Fisher information.

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Jules Grass. 2026-04-13. Quantitative Large Population Limit for Non Exchangeable Diffusions in Fisher Information. https://arxiv.org/abs/2604.11385

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