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JOURNALS // Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia // Archive

Dokl. RAN. Math. Inf. Proc. Upr., 2025 Volume 525, Pages 24–30 (Mi danma708)

MATHEMATICS

On conditions for Dobrushin’s central limit theorem for non-homogeneous Markov chains

A. Yu. Veretennikovab, A. I. Nurievaac

a Institute for Information Transmission Problems of the Russian Academy of Sciences (Kharkevich Institute), Moscow
b Peoples' Friendship University of Russia named after Patrice Lumumba, Moscow
c National Research University Higher School of Economics, Moscow

Abstract: A new sufficient condition is proposed in the problem of Central Limit Theorem in the array scheme for non-homogeneous Markov Chains, with a possibility that the minimum of Markov–Dobrushin’s ergodic coefficient may be closer to zero than in Dobrushin’s main condition, or even equal to zero.

Keywords: Dobrushin’s CLT, Markov chains, ergodic coefficients, array scheme.

UDC: 519.214

Presented: A. N. Shiryaev
Received: 12.06.2025
Revised: 08.08.2025
Accepted: 19.08.2025

DOI: 10.7868/S3034504925050035



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© Steklov Math. Inst. of RAS, 2026