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math.PR2005
Quantitative concentration inequalities on sample path space for mean field interaction
François Bolley
We consider a system of particles experiencing diffusion and mean field interaction, and study its behaviour when the number of particles goes to infinity. We derive non-asymptotic…
math.PR2005★ 7 cited
Concentration inequalities on product spaces with applications to Markov processes
Gordon Blower, François Bolley
For a stochastic process with state space some Polish space, this paper gives sufficient conditions on the initial and conditional distributions for the joint law to satisfy Gaussi…