3 papers
math.PR2025
On conditions for Dobrushin's Central limit theorem for non-homogeneous Markov chains
Alexander Veretennikov, Aisha Nurieva
A new sufficient condition is proposed in the problem of Central Limit Theorem in the array scheme for non-homogeneous Markov Chains.
math.PR2024
On Dobrushin's central limit theorem for non-homogeneous Markov chain array scheme
Alexander Veretennikov, Aisha Nurieva
A new version of a sufficient condition of a Dobrushin type is proposed for non-homogeneous Markov chains for a certain class of such processes. The original Dobrushin's condition…
math.PR2022
On consistency of Bayesian parameter estimations for a class of ergodic Markov models
A. I. Nurieva, A. Yu. Veretennikov
The consistency of the Bayesian estimation of a parameter is shown for a class of ergodic discrete Markov chains. J.L. Doob's method was used, offered earlier for the i.i.d. situat…