Open Research Index

Sharp Wasserstein propagation of chaos from correlated initial data

Yuhao Lei

Palomar Registrypalomar/PALOMAR-2026-10-08-000001Oct 8, 2026math.PRscore 0

A Lean 4 proof, checked against Mathlib, of a sharp quantitative propagation of chaos estimate for mean field diffusions dX_i = (a(X_i) + N^{-1} sum_j K(X_i, X_j)) dt + sqrt 2 dW_i with a globally Lipschitz one-body drift a and a bounded, globally Lipschitz pairwise interaction K. If every k-particle marginal of the (possibly correlated and singular) exchangeable initial law lies within squared quadratic Wasserstein distance C_0 (k/N)^2 of the corresponding power of the McKean-Vlasov initial law, then the same holds on every finite time interval [0, T] with an explicit constant C_T that…

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