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A Martingale Proof of Dobrushin's Theorem for Non-Homogeneous Markov Chains

   
@article{EJP283,
	author = {Sunder Sethuraman and Srinivasa Varadhan},
	title = {A Martingale Proof of Dobrushin's Theorem for Non-Homogeneous Markov Chains},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {10},
	year = {2005},
	keywords = {},
	abstract = {In 1956, Dobrushin proved an important 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.},
	pages = {no. 36, 1221-1235},
	issn = {1083-6489},
	doi = {10.1214/EJP.v10-283},    
        url = {http://ejp.ejpecp.org/article/view/283}}