A functional central limit theorem for interacting particle systems on transitive graphs
数学物理
2007-05-23 v3 math.MP
概率论
摘要
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.
引用
@article{arxiv.math-ph/0509041,
title = {A functional central limit theorem for interacting particle systems on transitive graphs},
author = {Paul Doukhan and Gabriel Lang and Sana Louhichi and Bernard Ycart},
journal= {arXiv preprint arXiv:math-ph/0509041},
year = {2007}
}
备注
35 pages