### 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.

Original language | English (US) |
---|---|

Journal | Electronic Journal of Probability |

Volume | 10 |

State | Published - Sep 6 2005 |

Externally published | Yes |

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### Keywords

- Central limit theorem
- Contraction coefficient
- Martingale approximation
- Non-homogeneous Markov

### ASJC Scopus subject areas

- Statistics and Probability

### Cite this

*Electronic Journal of Probability*,

*10*.

**A martingale proof of dobrushin's theorem for non-homogeneous Markov Chains.** / Sethuraman, Sunder; Varadhan, S. R S.

Research output: Contribution to journal › Article

*Electronic Journal of Probability*, vol. 10.

}

TY - JOUR

T1 - A martingale proof of dobrushin's theorem for non-homogeneous Markov Chains

AU - Sethuraman, Sunder

AU - Varadhan, S. R S

PY - 2005/9/6

Y1 - 2005/9/6

N2 - 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.

AB - 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.

KW - Central limit theorem

KW - Contraction coefficient

KW - Martingale approximation

KW - Non-homogeneous Markov

UR - http://www.scopus.com/inward/record.url?scp=24944456269&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=24944456269&partnerID=8YFLogxK

M3 - Article

VL - 10

JO - Electronic Journal of Probability

JF - Electronic Journal of Probability

SN - 1083-6489

ER -