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

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dc.creatorSethuraman, Sunder
dc.creatorVaradhan, S. R. S.
dc.date2004-04-12
dc.date.accessioned2026-07-07T05:07:23Z
dc.date.available2026-07-07T05:07:23Z
dc.descriptionIn 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.
dc.description15 pages
dc.identifierhttps://arxiv.org/abs/math/0404231
dc.identifierhttp://arxiv.org/abs/math/0404231
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/70841
dc.subjectProbability
dc.subject60J10 (primary), 60F05 (secondary)
dc.titleA martingale proof of Dobrushin's theorem for non-homogeneous Markov chains
dc.typetext

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