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Dobrushin’s work on Markov processes. (English. Russian original) Zbl 0938.60007

Russ. Math. Surv. 52, No. 2, 239-243 (1997); translation from Usp. Mat. Nauk 52, No. 2, 5-9 (1997).
The early work of Dobrushin is discussed, mainly the limiting distributions for sums and normalized sums of Markov chains. These are characterized, and conditions are given for the convergence to a normal distribution. There are extensive pointers to old and modern work among the 36 references.

MSC:

60-03 History of probability theory
60J05 Discrete-time Markov processes on general state spaces
01A70 Biographies, obituaries, personalia, bibliographies
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60G50 Sums of independent random variables; random walks

Biographic References:

Dobrushin, R. L.
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