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

نویسندگان

  • P. Doukhan
  • G. Lang
  • S. Louhichi
چکیده

A nite 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 di usion 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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تاریخ انتشار 2007