A simple proof of Kaijser's unique ergodicity result for hidden Markov \(\alpha\)-chains

DOI10.1214/105051606000000367zbMath1121.60077arXivmath/0702248OpenAlexW1969476627MaRDI QIDQ997404

Fred Kochman, James A. Reeds

Publication date: 6 August 2007

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702248

zbMATH Keywords

ergodicityhidden Markov modelsuniform mean stabilitye-chain

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Limit theorems in probability theory (60F99)

Related Items (6)

Observability and nonlinear filtering ⋮ A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains ⋮ Effects of statistical dependence on multiple testing under a hidden Markov model ⋮ On Markov chains induced by partitioned transition probability matrices ⋮ On convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated Hidden Markov Model ⋮ Long Run Control with Degenerate Observation

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• Markov chains and stochastic stability
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• Products of Random Matrices
• Sur des chaînes à liaisons complètes

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