English

Propagation of chaos for point processes induced by particle systems with mean-field drift interaction

Probability 2026-03-24 v2

Abstract

We study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of chaos for this point process: it has the same weak limit as the point process induced by i.i.d. copies of the solution of a limiting Mckean--Vlasov equation. This weak limit is a Poisson point process whose intensity measure is related to classical extreme value distributions. In particular, this yields the limiting distribution of the normalized upper order statistics.

Keywords

Cite

@article{arxiv.2303.11426,
  title  = {Propagation of chaos for point processes induced by particle systems with mean-field drift interaction},
  author = {Nikolaos Kolliopoulos and Martin Larsson and Zeyu Zhang},
  journal= {arXiv preprint arXiv:2303.11426},
  year   = {2026}
}

Comments

19 pages including references