On convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated Hidden Markov Model

DOI10.4064/dm739-9-2015zbMath1350.60072arXiv1305.5797OpenAlexW3102128462MaRDI QIDQ2804316

Thomas Kaijser

Publication date: 28 April 2016

Published in: Dissertationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.5797

zbMATH Keywords

Markov chainsconvergence in distributionhidden Markov modelsbarycenterKantorovich distancefiltering processesnonlocally compact spaces

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)

Related Items (1)

Long Run Control with Degenerate Observation

Cites Work

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