A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains
classification
🧮 math.PR
keywords
chainsdobrushinmarkovmartingalenon-homogeneousprooftheoremapproximation
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In 1956, Dobrushin proved a definitive 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.
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