A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains

DOI10.1214/EJP.v10-283zbMath1111.60057MaRDI QIDQ850378

Srinivasa R. S. Varadhan, Sunder Sethuraman

Publication date: 3 November 2006

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/127321

Mathematics Subject Classification ID

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

Related Items (25)

A central limit theorem for costs in Bulinskaya's inventory management problem when deliveries face delays ⋮ Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling ⋮ A temporal central limit theorem for real-valued cocycles over rotations ⋮ Deviation of ergodic averages for substitution dynamical systems with eigenvalues of modulus 1 ⋮ Turning a coin over instead of tossing it ⋮ Edgeworth expansions for independent bounded integer valued random variables ⋮ A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains ⋮ Central limit theorem for triangular arrays of non-homogeneous Markov chains ⋮ A moment maximal inequality for dependent random variables ⋮ Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains ⋮ Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays ⋮ A central limit theorem for time-dependent dynamical systems ⋮ Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities ⋮ On Dobrushin's inequality ⋮ Using systematic sampling selection for Monte Carlo solutions of Feynman-Kac equations ⋮ Central limit theorems for the shrinking target problem ⋮ A note on two measures of dependence ⋮ A nonconventional local limit theorem ⋮ On Eagleson's theorem in the non‐stationary setup ⋮ Fluctuations of the empirical measure of freezing Markov chains ⋮ The central limit theorem for \(m\)th-order nonhomogeneous Markov information source ⋮ A Central Limit Theorem for Temporally Nonhomogenous Markov Chains with Applications to Dynamic Programming ⋮ Functional CLT for martingale-like nonstationary dependent structures ⋮ On absolutely continuous invariant measures and Krieger-type of Markov subshifts ⋮ An almost sure invariance principle for some classes of non-stationary mixing sequences

This page was built for publication: A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains