Bradley, Richard C. - In: Statistics & Probability Letters 81 (2011) 12, pp. 1823-1826
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...