A martingale proof of dobrushin's theorem for non-homogeneous Markov Chains

S. Sethuraman; S. R.S. Varadhan

A martingale proof of dobrushin's theorem for non-homogeneous Markov Chains

S. Sethuraman, S. R.S. Varadhan

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

In 1956, Dobrushin proved an important central limit theorem for non-homogeneous Markov chains. In this note, a shorter and different proof elucidating more the assumptions is given through martingale approximation.

Original language	English (US)
Journal	Electronic Journal of Probability
Volume	10
State	Published - Sep 6 2005

Keywords

Central limit theorem
Contraction coefficient
Martingale approximation
Non-homogeneous Markov

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

Cite this

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A martingale proof of dobrushin's theorem for non-homogeneous Markov Chains

Abstract

Keywords

ASJC Scopus subject areas

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