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Martin Larsson - Propagation of chaos for maxima of particle systems with mean-field drift interaction (online)

Dates:12 October 2022
Times:15:00 - 16:00
What is it:Seminar
Organiser:Department of Mathematics
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  • Martin Larsson's Homepage

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  • In category "Seminar"
  • In group "(Maths) Probability and statistics"
  • By Department of Mathematics

Martin Larsson (Carnegie Mellon University) will speak in the Probability seminar.

We study the asymptotic behavior of normalized maxima of real-valued particles with mean-field drift interaction. Our main result establishes propagation of chaos: in the large population limit, the normalized maxima behave as those arising in an i.i.d. system where each particle follows the associated McKean-Vlasov limiting dynamics. Because the maximum depends on all particles, our result does not follow from classical propagation of chaos, where convergence to an i.i.d. limit holds for any fixed number of particles but not all particles simultaneously. This is joint work with Nikos Kolliopoulos and Zeyu Zhang.

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Thomas Bernhardt

thomas.bernhardt@manchester.ac.uk

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