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Ergodicity and stability of the conditional distributions of nondegenerate Markov chains - MaRDI portal

Ergodicity and stability of the conditional distributions of nondegenerate Markov chains (Q453244)

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scientific article; zbMATH DE number 6083942
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Ergodicity and stability of the conditional distributions of nondegenerate Markov chains
scientific article; zbMATH DE number 6083942

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    Ergodicity and stability of the conditional distributions of nondegenerate Markov chains (English)
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    19 September 2012
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    nonlinear filtering
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    unique ergodicity
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    asymptotic stability
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    nondegenerate Markov chains
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    exchange of intersection and supremum
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    Markov chain in random environment
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