Central limit theorem for triangular arrays of Non-Homogeneous Markov chains
Probability
2011-05-24 v2
Abstract
In this paper we obtain the central limit theorem for triangular arrays of non-homogeneous Markov chains under a condition imposed to the maximal coefficient of correlation. The proofs are based on martingale techniques and a sharp lower bound estimate for the variance of partial sums. The results complement an important central limit theorem of Dobrushin based on the contraction coefficient.
Cite
@article{arxiv.1012.6000,
title = {Central limit theorem for triangular arrays of Non-Homogeneous Markov chains},
author = {Magda Peligrad},
journal= {arXiv preprint arXiv:1012.6000},
year = {2011}
}
Comments
19 pages, submitted 2010 To appear in Probability Theory and Related Fields