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Article Dans Une Revue Markov Processes And Related Fields Année : 2008

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

Résumé

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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hal-00268278 , version 1 (06-06-2020)

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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, 2008, 14 (1), pp.79-114. ⟨hal-00268278⟩
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