A note on two measures of dependence

Richard C. Bradley

Statistics & Probability Letters, 2011, vol. 81, issue 12, 1823-1826

Abstract: In a paper in 1956, Dobrushin proved a central limit theorem for triangular arrays of Markov chains under certain dependence assumptions somewhat related to “Doeblin’s condition”. In a very recent paper, Peligrad proved a central limit theorem of the same type, but with dependence assumptions based on maximal correlations. This note here will give a concrete example to illustrate the extent to which Peligrad’s result goes beyond that of Dobrushin.

Keywords: Arrays of Markov chains; Measures of dependence (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2011.07.014

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