On Dobrushin's central limit theorem for non-homogeneous Markov chain array scheme
Probability
2024-07-18 v3
Abstract
A new version of a sufficient condition of a Dobrushin type is proposed for non-homogeneous Markov chains for a certain class of such processes. The original Dobrushin's condition may fail, yet, the CLT is still valid
Keywords
Cite
@article{arxiv.2406.16156,
title = {On Dobrushin's central limit theorem for non-homogeneous Markov chain array scheme},
author = {Alexander Veretennikov and Aisha Nurieva},
journal= {arXiv preprint arXiv:2406.16156},
year = {2024}
}
Comments
18 pages, 13 references, in Russian language; in comparison to v2 version, two more examples were added