On Dobrushin’s inequality

Zbigniew S. Szewczak

Statistics & Probability Letters, 2012, vol. 82, issue 6, 1202-1207

Abstract: Lower and upper bounds in Dobrushin’s inequality for the variance of sums of functionals defined on a non-homogeneous Markov chain together with some related probability results are analyzed.

Keywords: Non-homogeneous Markov chains; Coefficient of ergodicity; Martingale approximation; Weak invariance principle (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2012.02.019

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