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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2605.03057 |
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| _version_ | 1866911646096556032 |
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| author | Bourguin, Solesne Spiliopoulos, Konstantinos |
| author_facet | Bourguin, Solesne Spiliopoulos, Konstantinos |
| contents | We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order $N^{-1/2}$ to the corresponding Gaussian limit in the Wasserstein metric. The proof relies on two main ingredients. First, we establish a uniform-in-time weak expansion for specific functionals of the empirical measure around their limiting behavior. This yields, in particular, uniform-in-time control of the convergence of the prelimit variance to its limiting counterpart. We also derive a backward PDE representation of the limiting variance, which is of independent interest. Second, we use Malliavin calculus tools and, in particular, a second-order Poincaré inequality that bounds the Wasserstein distance between the fluctuation process and its Gaussian limit in terms of the first- and second-order Malliavin derivatives of the particle flow. The quantitative convergence rates then follow from a delicate analysis of these derivatives, yielding the sharp estimates required for uniform-in-time control. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_03057 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Uniform-in-time quantitative fluctuations of large scale interacting particle systems Bourguin, Solesne Spiliopoulos, Konstantinos Probability We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order $N^{-1/2}$ to the corresponding Gaussian limit in the Wasserstein metric. The proof relies on two main ingredients. First, we establish a uniform-in-time weak expansion for specific functionals of the empirical measure around their limiting behavior. This yields, in particular, uniform-in-time control of the convergence of the prelimit variance to its limiting counterpart. We also derive a backward PDE representation of the limiting variance, which is of independent interest. Second, we use Malliavin calculus tools and, in particular, a second-order Poincaré inequality that bounds the Wasserstein distance between the fluctuation process and its Gaussian limit in terms of the first- and second-order Malliavin derivatives of the particle flow. The quantitative convergence rates then follow from a delicate analysis of these derivatives, yielding the sharp estimates required for uniform-in-time control. |
| title | Uniform-in-time quantitative fluctuations of large scale interacting particle systems |
| topic | Probability |
| url | https://arxiv.org/abs/2605.03057 |