Central limit theorem for triangular arrays of non-homogeneous Markov chains |
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Authors: | Magda Peligrad |
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Affiliation: | 1. Department of Mathematical Sciences, University of Cincinnati, PO Box 210025, Cincinnati, OH, 45221-0025, USA
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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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