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Conditional Fluctuations of Mean-Field Systems with Stable Common Noise

Autran, Alexandre
arXiv (All) · Papers
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60k35probability
We study conditional fluctuations of smooth mean-field particle systems on a torus with endogenous symmetric stable common jumps of index $0<α<1$. Under a common Poisson construction, a positive-strip estimate makes empirical acceptance errors negligible at the sampling scale and yields a functional
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