A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains
Sunder Sethuraman, S. R. S. Varadhan
1956年，Dobrushin证明了非齐次马尔可夫链的中心极限定理。本文利用鞅逼近给出了一个较短的不同的证明，阐明了更多的假设。
In 1956, Dobrushin proved a definitive central limit theorem for non-homogeneous Markov chains. In this note, a shorter and different proof elucidating more the assumptions is given through martingale approximation.
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