On Dobrushin’s inequality

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.

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Year of publication:	2012
Authors:	Szewczak, Zbigniew S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 6, p. 1202-1207
Publisher:	Elsevier
Subject:	Non-homogeneous Markov chains \| Coefficient of ergodicity \| Martingale approximation \| Weak invariance principle

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010576157