A Martingale Proof of Dobrushin's Theorem for Non-Homogeneous Markov Chains
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1. | Title | Title of document | A Martingale Proof of Dobrushin's Theorem for Non-Homogeneous Markov Chains |
2. | Creator | Author's name, affiliation, country | Sunder Sethuraman; Iowa State University, USA |
2. | Creator | Author's name, affiliation, country | Srinivasa S.R. Varadhan; New York University - Courant Institute, USA |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | |
4. | Description | 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. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2005-09-14 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/283 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v10-283 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 10 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
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