On Dobrushin's inequality

DOI10.1016/j.spl.2012.02.019zbMath1255.60121OpenAlexW2039807477MaRDI QIDQ426716

Zbigniew S. Szewczak

Publication date: 11 June 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.02.019

zbMATH Keywords

weak invariance principlemartingale approximationcoefficient of ergodicitynon-homogeneous Markov chains

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Spectrum, resolvent (47A10)

Related Items

A moment maximal inequality for dependent random variables, Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains, A Central Limit Theorem for Temporally Nonhomogenous Markov Chains with Applications to Dynamic Programming, On Kolmogorov’s converse inequality for dependent random variables

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