Uniform large deviation principle for slow–fast McKean–Vlasov equations

In this paper, we study the asymptotic behavior for a class of slow–fast McKean–Vlasov stochastic differential equations subject to small noise perturbations. A distinctive feature of our model is that all coefficients depend on the probability distributions of both the slow component and the fast motion. By introducing the Poisson equation on Wasserstein space and applying the weak convergence approach, we establish a Freidlin–Wentzell-type uniform large deviation principle as the small noise parameter [Formula: see text] and the time scale parameter [Formula: see text].