Quantitative concentration inequalities for empirical measures on non-compact spaces

Details Quantitative concentration inequalities for empirical measures on non-compact spaces Quantitative concentration inequalities for empirical measures on non-compact spaces

2005-03-07

arxiv.org/abs/math/0503123v1

Mathematics

Probability

Scientific paper

We establish some quantitative concentration estimates for the empirical measure of many independent variables, in transportation distances. As an application, we provide some error bounds for particle simulations in a model mean field problem. The tools include coupling arguments, as well as regularity and moments estimates for solutions of certain diffusive partial differential equations.

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