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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Markov Processes and Related Fields, Polymath, 2008, 14 (1), pp.79-114
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https://hal.archives-ouvertes.fr/hal-00268278
Contributeur : Paul Doukhan <>
Soumis le : lundi 31 mars 2008 - 16:14:47
Dernière modification le : lundi 10 décembre 2018 - 15:16:08

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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, Polymath, 2008, 14 (1), pp.79-114. 〈hal-00268278〉

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