Quantitative Large Population Limit for Non Exchangeable Diffusions in Fisher Information

Abstract

This paper builds upon the methods developed in [22] and [15] to investigate the large population behavior of non exchangeable systems of N diffusive particles when the interaction matrix converges (in some sense) to a graphon. We first prove that the particle system is well approximated in Fisher information by the so-called independent projection system by proving quantitative bounds on the relative Fisher information between the marginal laws of both systems. We then use a convenient equivalence between the independent projection system and a graphon mean field system to investigate its large population behavior by proving quantitative stability estimates for graphon mean field systems in both relative entropy and Fisher information.