Student Probability Seminar

Propagation of chaos from the point of view of perturbation theory

Speaker: Keefer Rowan, Courant (NYU)

Location: Warren Weaver Hall 517

Date: Monday, November 13, 2023, 12:30 p.m.

Synopsis:

Abstract: I will introduce the concept of propagation of chaos for interacting diffusions. Using the BBGKY hierarchy---a PDE hierarchy describing the marginal distributions---I will show how propagation of chaos can be seen as the 0th order term in perturbation theory of $N^{-1}$ . I will then introduce the higher order terms of the perturbative expansion, which require cluster expansions to compute. This talk is based on joint work with Elias Hess-Childs.