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

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/70841In 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 pagesProbability60J10 (primary), 60F05 (secondary)A martingale proof of Dobrushin's theorem for non-homogeneous Markov chainstext