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Does the mean-field limit of variance-feedback interacting diffusions admit a unique stationary measure when the noise coupling induces non-convex confinement, and if so, what is its phase structure?

Related: McKean-Vlasov propagation of chaos theorem, Dobrushin uniqueness criterion for Gibbs measures, Carrillo-McCann-Villani theorem on contractions in Wasserstein space

Consider a large system of interacting particles where each particle is attracted toward the collective center of mass, but the intensity of random noise each particle experiences depends on the current spread or variance of the entire population. As the number of particles grows to infinity, one seeks a single nonlinear Fokker-Planck equation that captures the limiting behavior. The open problem is to determine whether this limiting equation has a unique stationary probability measure or whether multiple distinct steady states can coexist, and to classify precisely how the answer depends on the strength of the variance-feedback coupling relative to the attractive drift.

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