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

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

2004-04-12

arxiv.org/abs/math/0404231v1

Mathematics

Probability

15 pages

Scientific paper

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.

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