A functional central limit theorem for interacting particle systems on transitive graphs - INRAE - Institut national de recherche pour l’agriculture, l’alimentation et l’environnement Access content directly
Journal Articles Markov Processes And Related Fields Year : 2008

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.
Fichier principal
Vignette du fichier
Lang2008Markov_1.pdf (390.48 Ko) Télécharger le fichier
Origin : Files produced by the author(s)

Dates and versions

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

Identifiers

Cite

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⟩
422 View
48 Download

Altmetric

Share

Gmail Facebook X LinkedIn More