I'm a novice for Nordic SoC and Bluetooth Low Energy.
I wonder about that communicate with peripherals each other by advertising.
By definition, a Peripheral is a device which transmits advertisements - it does not listen to them.
So the answer is No - a pure peripheral cannot communicate with another pure peripheral by advertising.
Also note that the nRF51 is not recommended for new BLE designs:
What you're describing sounds like what the BLE Mesh does - so why not use that?