Propagation of chaos for point processes induced by particle systems with mean-field drift interaction

We study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of chaos for this point process: it has the same weak limit as the point process induced by i.i.d. copies of the solution of a limiting Mckean–Vlasov equation. This weak limit is a Poisson point process whose intensity measure is related to classical extreme value distributions. In particular, this yields the limiting distribution of the normalized upper order statistics.