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Uniform-in-time propagation of chaos for mean field Langevin dynamics

Annales De L Institut Henri Poincare-probabilites Et Statistiques (Ann. Inst. Henri Poincaré Probab. Stat.), 2022
Main:61 Pages
3 Figures
Bibliography:5 Pages
1 Tables
Abstract

We study the mean field Langevin dynamics and the associated particle system. By assuming the functional convexity of the energy, we obtain the LpL^p-convergence of the marginal distributions towards the unique invariant measure for the mean field dynamics. Furthermore, we prove the uniform-in-time propagation of chaos in both the L2L^2-Wasserstein metric and relative entropy.

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