Work

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

Year: 2005

Type: preprint

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.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.math-ph/0509041

Authors: Doukhan, Paul, Lang, Gabriel, Louhichi, Sana, Ycart, Bernard

Institutions: Centre d'Économie de la Sorbonne, Université Paris-Sud, Laboratoire de Physique Théorique et Modèles Statistiques, Mathématiques Appliquées à Paris 5

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2156178048

Cites: 24

Cited by: 2

Related to: 10