On convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated Hidden Markov Model
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Publication:2804316
DOI10.4064/dm739-9-2015zbMath1350.60072arXiv1305.5797OpenAlexW3102128462MaRDI QIDQ2804316
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
Markov chainsconvergence in distributionhidden Markov modelsbarycenterKantorovich distancefiltering processesnonlocally compact spaces
Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)
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Cites Work
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