Abstract
A notion of convergence ‘propagation of chaos’, called by McKean [18], is defined in terms of the relative entropy. Our goal is to show ‘the propagation of chaos in entropy’ for clouds of interacting particles with prescribed initial and terminal distributions. It is shown that, as the number of particles in the clouds tends to infinity, particles in the clouds become, in the sence of relative entropy, asymptotically independent with an identical distribution Q. The limiting distribution Q is known to be a diffusion process related to the Schrödinger equation.
