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

نویسنده

  • S. Sethuraman
چکیده

In 1956, Dobrushin proved an important central limit theorem for nonhomogeneous Markov chains. In this note, a shorter and different proof elucidating more the assumptions is given through martingale approximation.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Occupancy distributions in Markov chains via Doeblin's ergodicity coefficient

We state and prove new properties about Doeblin’s ergodicity coefficient for finite Markov chains. We show that this coefficient satisfies a sub-multiplicative type inequality (analogous to the Markov-Dobrushin’s ergodicity coefficient), and provide a novel but elementary proof of Doeblin’s characterization of weak-ergodicity for non-homogeneous chains. Using Doeblin’s coefficient, we illustrat...

متن کامل

A Martingale Central Limit Theorem

We present a proof of a martingale central limit theorem (Theorem 2) due to McLeish (1974). Then, an application to Markov chains is given.

متن کامل

A SHORT PROOF FOR THE EXISTENCE OF HAAR MEASURE ON COMMUTATIVE HYPERGROUPS

In this short note, we have given a short proof for the existence of the Haar measure on commutative locally compact hypergroups based on functional analysis methods by using Markov-Kakutani fixed point theorem.

متن کامل

A New Algorithm for Performance Evaluation of Homogeneous Architectural Styles

Software architecture is considered one of the most important indices of software engineering today. Software Architecture is a technical description of a system indicating its component structures and their relationships, and is the principles and rules governing designing. The success of the software depends on whether the system can satisfy the quality attributes. One of the most critical as...

متن کامل

Martingales Associated to Peacocks Using the Curtain Coupling

We consider right-continuous peacocks, that is families of real probability measures (μt)t that increase in the convex order. Given a sequence of time partitions we associate the sequence of martingales that are Markovian, constant on the partition intervals [tk, tk+1[, and designed in a way that the transition kernels at times tk+1 are the curtain couplings of marginals μtk and μtk+1 . We stud...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2008