Electronic Journal of Probability

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

Sunder Sethuraman and Srinivasa Varadhan

Full-text: Open access

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.

Article information

Source
Electron. J. Probab. Volume 10 (2005), paper no. 36, 1221-1235.

Dates
Accepted: 14 September 2005
First available in Project Euclid: 1 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ejp/1464816837

Digital Object Identifier
doi:10.1214/EJP.v10-283

Mathematical Reviews number (MathSciNet)
MR2164043

Zentralblatt MATH identifier
1111.60057

Rights
This work is licensed under a Creative Commons Attribution 3.0 License.

Citation

Sethuraman, Sunder; Varadhan, Srinivasa. A Martingale Proof of Dobrushin's Theorem for Non-Homogeneous Markov Chains. Electron. J. Probab. 10 (2005), paper no. 36, 1221--1235. doi:10.1214/EJP.v10-283. https://projecteuclid.org/euclid.ejp/1464816837


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References

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