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Central limit theorem for triangular arrays of non-homogeneous Markov chains
Authors:Magda Peligrad
Affiliation:1. Department of Mathematical Sciences, University of Cincinnati, PO Box 210025, Cincinnati, OH, 45221-0025, USA
Abstract:In this paper we obtain the central limit theorem for triangular arrays of non-homogeneous Markov chains under a condition imposed to the maximal coefficient of correlation. The proofs are based on martingale techniques and a sharp lower bound estimate for the variance of partial sums. The results complement an important central limit theorem of Dobrushin based on the contraction coefficient.
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