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On Dobrushin's central limit theorem for non-homogeneous Markov chain array scheme

Alexander Veretennikov, Aisha Nurieva

Abstract

A new version of a sufficient condition of a Dobrushin type is proposed for non-homogeneous Markov chains for a certain class of such processes. The original Dobrushin's condition may fail, yet, the CLT is still valid

On Dobrushin's central limit theorem for non-homogeneous Markov chain array scheme

Abstract

A new version of a sufficient condition of a Dobrushin type is proposed for non-homogeneous Markov chains for a certain class of such processes. The original Dobrushin's condition may fail, yet, the CLT is still valid

Paper Structure

This paper contains 6 sections, 74 equations.

Theorems & Definitions (4)

  • proof
  • proof
  • proof
  • proof