Conditional Fluctuations of Mean-Field Systems with Stable Common Noise

We study conditional fluctuations of smooth mean-field particle systems on a torus with endogenous symmetric stable common jumps of index $0<\\alpha<1$. Under a common Poisson construction, a positive-strip estimate makes empirical acceptance errors negligible at the sampling scale and yields a functional central limit theorem in a negative Sobolev space. The conditional laws, given the full Poisson master, converge in probability to a centered Gaussian kernel. In dimension one, quantile coupling transfers this limit to microscopic marks whose relative tail remainder is $O(x^{-\\rho})$ with $\\rho>\\alpha/2$. Under a quantified second-order tail expansion, we identify the endogenous rank response: it shifts the conditional Gaussian mean at criticality and dominates sampling below criticality whenever the response is nonzero. We also establish a separate stable-to-Brownian transition for the rank error. Finally, a translation model with identical microscopic laws under rank and clock couplings admits a functional Gaussian limit in the former coupling but no diverging additive path normalization at the limiting center in the latter.

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Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-21
DOI
https://doi.org/10.5281/zenodo.22865224
Primary Topic
stochastic dynamics and bifurcation
Type
preprint
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preprint

Conditional Fluctuations of Mean-Field Systems with Stable Common Noise

Alexandre Autran
Zenodo (CERN European Organization for Nuclear Research)
stochastic dynamics and bifurcation
preprint

Conditional Fluctuations of Mean-Field Systems with Stable Common Noise

Alexandre Autran
preprint en

Abstract

We study conditional fluctuations of smooth mean-field particle systems on a torus with endogenous symmetric stable common jumps of index $0<\alpha<1$. Under a common Poisson construction, a positive-strip estimate makes empirical acceptance errors negligible at the sampling scale and yields a functional central limit theorem in a negative Sobolev space. The conditional laws, given the full Poisson master, converge in probability to a centered Gaussian kernel. In dimension one, quantile coupling transfers this limit to microscopic marks whose relative tail remainder is $O(x^{-\rho})$ with $\rho>\alpha/2$. Under a quantified second-order tail expansion, we identify the endogenous rank response: it shifts the conditional Gaussian mean at criticality and dominates sampling below criticality whenever the response is nonzero. We also establish a separate stable-to-Brownian transition for the rank error. Finally, a translation model with identical microscopic laws under rank and clock couplings admits a functional Gaussian limit in the former coupling but no diverging additive path normalization at the limiting center in the latter.

Zenodo (CERN European Organization for Nuclear Research)
École Normale Supérieure de Rennes (FR)
stochastic dynamics and bifurcation
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Conditional Fluctuations of Mean-Field Systems with Stable Common Noise — Alexandre Autran · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS