A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains

Sethuraman, Sunder; Varadhan, S. R. S.

A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains

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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.
15 pages

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Probability, 60J10 (primary), 60F05 (secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/70841

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0404231
http://arxiv.org/abs/math/0404231

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A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains

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