The stability of conditional Markov processes and Markov chains in random environments

DOI10.1214/08-AOP448zbMath1178.93142arXiv0801.4366MaRDI QIDQ1035864

Ramon van Handel

Publication date: 4 November 2009

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

Full work available at URL: https://arxiv.org/abs/0801.4366

zbMATH Keywords

asymptotic stabilitynonlinear filteringhidden Markov modelsweak ergodicitytail \(\sigma \)-fieldexchange of intersection and supremumMarkov chain in random environment

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time Markov processes on general state spaces (60J05) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

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