arXiv subjects

Jules Grass

Publications and source records attributed to Jules Grass.

3 recordsLinked to original sources

arXiv2026

Quantitative Large Population Limit for Non Exchangeable Diffusions in Fisher Information

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.

math.PR↗

arXiv2025

Propagation of chaos in Fisher information

We present a new method for proving sharp local propagation of chaos in Fisher Information for particles with smooth interaction and drift. We rely on a new Lemma computing the Fisher Information of two diffusion processes with smooth drifts and fine estimates on the hessian of the law of the solution of the McKean-Vlasov equation. It allows us to obtain a new propagation of chaos in Fisher information, generalizing Lacker's seminal work by using the BBGKY hierarchy to obtain a system of differential inequalities satisfied by both the relative entropy and the Fisher Information of k particles. We also show with a simple Gaussian example that our decay rate is optimal.

math.PR↗

arXiv2024

Sharp propagation of chaos for McKean-Vlasov equation with non constant diffusion coefficient

We present a method to obtain sharp local propagation of chaos results for a system of N particles with a diffusion coefficient that it not constant and may depend of the empirical measure. This extends the recent works of Lacker [14] and Wang [24] to the case of non constant diffusions. The proof relies on the BBGKY hierarchy to obtain a system of differential inequalities on the relative entropy of k particles, involving the fisher information.

math.PR↗