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

Authors :
Veretennikov, Alexander
Nurieva, Aisha
Publication Year :
2024

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<br />Comment: 18 pages, 13 references, in Russian language; in comparison to v2 version, two more examples were added

Subjects

Subjects :
Mathematics - Probability
60F05

Details

Language :
Russian
Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2406.16156
Document Type :
Working Paper