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.
Citation
Sunder Sethuraman. Srinivasa Varadhan. "A Martingale Proof of Dobrushin's Theorem for Non-Homogeneous Markov Chains." Electron. J. Probab. 10 1221 - 1235, 2005. https://doi.org/10.1214/EJP.v10-283
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