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 |
| Externally published | Yes |
Keywords
- Central limit theorem
- Contraction coefficient
- Martingale approximation
- Non-homogeneous Markov
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
Fingerprint
Dive into the research topics of 'A martingale proof of dobrushin's theorem for non-homogeneous Markov Chains'. Together they form a unique fingerprint.Cite this
- APA
- Standard
- Harvard
- Vancouver
- Author
- BIBTEX
- RIS