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arxiv: math-ph/0509041 · v3 · submitted 2005-09-19 · 🧮 math-ph · math.MP· math.PR

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

classification 🧮 math-ph math.MPmath.PR
keywords centraldistributioninteractinglimitparticleprocesssystemtheorem
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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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