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 Electronic Journal of Probability > Vol. 10 (2005) > Paper 36 open journal systems 


A Martingale Proof of Dobrushin's Theorem for Non-Homogeneous Markov Chains

Sunder Sethuraman, Iowa State University, USA
Srinivasa S.R. Varadhan, New York University - Courant Institute, USA


Abstract
In 1956, Dobrushin proved an important 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.


Full text: PDF

Pages: 1221-1235

Published on: September 14, 2005


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Electronic Journal of Probability. ISSN: 1083-6489