A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains
Probability
2007-05-23 v1
Abstract
In 1956, Dobrushin proved a definitive 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.
Keywords
Cite
@article{arxiv.math/0404231,
title = {A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains},
author = {Sunder Sethuraman and S. R. S. Varadhan},
journal= {arXiv preprint arXiv:math/0404231},
year = {2007}
}
Comments
15 pages