Propagation of chaos: from stochastic to deterministic dynamics

Friday, September 14, 2018 - 11:00am to 12:00pm
Location: 
WXLR A103

Speaker

Sebastien Motsch
Assistant Professor
Arizona State University

Abstract

In this talk, I will discuss how a stochastic system of N particles converges to a deterministic dynamics as N goes to infinity. The method relies on the so-called propagation of chaos (Sznitman, Oelschläger, Méléard...) proved using a coupling technique. This method allows to generalize the law of large numbers for dynamical systems with mean-field interactions.

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