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

Sunder Sethuraman·S. R. S. Varadhan
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Abstract

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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BibTeXRIS

Sunder Sethuraman, S. R. S. Varadhan. 2004-04-12. A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains. https://arxiv.org/abs/math/0404231

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