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

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

2005-09-19

arxiv.org/abs/math-ph/0509041v3

Physics

Mathematical Physics

35 pages

Scientific paper

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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