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A functional central limit theorem for interacting particle systems on transitive graphs

Abstract : A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered diffusion process. As an application, a central limit theorem for certain hitting times, interpreted as failure times of a coherent system in reliability, is derived.
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https://hal.archives-ouvertes.fr/hal-00268278
Contributor : Paul Doukhan Connect in order to contact the contributor
Submitted on : Saturday, June 6, 2020 - 8:18:00 PM
Last modification on : Friday, August 5, 2022 - 2:38:10 PM

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Paul Doukhan, Gabriel Lang, Sana Louhichi, Bernard Ycart. A functional central limit theorem for interacting particle systems on transitive graphs. Markov Processes And Related Fields, Polymat Publishing Company, 2008, 14 (1), pp.79-114. ⟨hal-00268278⟩

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