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Author

Alexandre Autran

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Preprint Oct 2026

Second-order Wasserstein response for L\'evy laws

Weak perturbations of equal size can produce terminal Wasserstein errors of different orders. For Gaussian-smoothed infinitely divisible laws, we differentiate distribution functions with respect to variance-weighted L\'evy characteristics, including distributional directions generated by moving atoms. We obtain first-...

Alexandre Autran · 0 citations
Preprint Oct 2026

Conditional Fluctuations of Mean-Field Systems with Stable Common Noise

We study conditional fluctuations of smooth mean-field systems on a torus with endogenous symmetric stable common jumps of index $0<\alpha<1$. A positive-strip estimate makes empirical Poisson acceptance errors negligible at the sampling scale. The conditional laws given the full Poisson master converge in probability...

Alexandre Autran · 0 citations

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