Central limit theorem for triangular arrays of non-homogeneous Markov chains

DOI10.1007/S00440-011-0371-6zbMATH Open1266.60043arXiv1012.6000OpenAlexW2037799202MaRDI QIDQ1934366FDOQ1934366

Magda Peligrad

Publication date: 28 January 2013

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: In this paper we obtain the central limit theorem for triangular arrays of non-homogeneous Markov chains under a condition imposed to the maximal coefficient of correlation. The proofs are based on martingale techniques and a sharp lower bound estimate for the variance of partial sums. The results complement an important central limit theorem of Dobrushin based on the contraction coefficient.

Full work available at URL: https://arxiv.org/abs/1012.6000

zbMATH Keywords

central limit theoremtriangular arraynon-homogeneous Markov chainmaximal coefficient of correlation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Generalizations of martingales (60G48)

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Cited In (22)

• On the local limit theorems for lower psi-mixing Markov chains
• On the local limit theorems for psi-mixing Markov chains
• Functional central limit theorem via nonstationary projective conditions
• Title not available (Why is that?)
• Central limit theorems for the shrinking target problem
• Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains
• Fluctuations of the empirical measure of freezing Markov chains
• A nonconventional local limit theorem
• Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains
• Title not available (Why is that?)
• Rates of convergence in the central limit theorem for martingales in the non stationary setting
• Central Limit Theorems for Markov‐Connected Random Variables
• A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming
• Turning a coin over instead of tossing it
• Central limit theorems for \(\alpha\)-mixing triangular arrays with applications to nonparametric statistics
• Edgeworth expansions for independent bounded integer valued random variables
• Large deviation and central limit theorems for sequential and random Lasota-Yorke convex maps
• Central limit theorems for sequential and random intermittent dynamical systems
• Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays
• A note on two measures of dependence
• An almost sure invariance principle for some classes of non-stationary mixing sequences
• Functional CLT for martingale-like nonstationary dependent structures

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