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A note on two measures of dependence

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  • Bradley, Richard C.

Abstract

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 assumptions based on maximal correlations. This note here will give a concrete example to illustrate the extent to which Peligrad’s result goes beyond that of Dobrushin.

Suggested Citation

  • Bradley, Richard C., 2011. "A note on two measures of dependence," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1823-1826.
    • Handle: RePEc:eee:stapro:v:81:y:2011:i:12:p:1823-1826
    DOI: 10.1016/j.spl.2011.07.014
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    Cited by:

    1. Szewczak, Zbigniew S., 2012. "On Dobrushin’s inequality," Statistics & Probability Letters, Elsevier, vol. 82(6), pages 1202-1207.

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