Propagation of Chaos and Gaussian Fluctuations for Mean-field Coupled Maps

Abstract

We study a class of discrete-time interacting particle systems arising from mean-field coupled maps. We establish a Dobrushin-type estimate, a relative entropy estimate and Central Limit Theorem (CLT) type results for this class of systems. First we control the growth of the 1-Wasserstein distance between the empirical measures and the limiting distributions. Then we use the relative entropy method to show the propagation of chaos. Finally we consider the asymptotic behavior of the fluctuations for the empirical measures and prove that the sequence of fluctuation processes converges in distribution to some Gaussian process, where we establish both qualitative and quantitative results.