On conditions for Dobrushin's Central limit theorem for non-homogeneous Markov chains
Alexander Veretennikov, Aisha Nurieva
TL;DR
This paper introduces a new sufficient condition for the Central Limit Theorem to hold in the context of non-homogeneous Markov chains within the array scheme, expanding theoretical understanding.
Contribution
It proposes a novel sufficient condition for the CLT in non-homogeneous Markov chains, advancing theoretical criteria in this area.
Findings
New sufficient condition for CLT in non-homogeneous Markov chains
Broader applicability of CLT under the proposed condition
Enhanced theoretical framework for Markov chain analysis
Abstract
A new sufficient condition is proposed in the problem of Central Limit Theorem in the array scheme for non-homogeneous Markov Chains.
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Graph theory and applications