A limit theorem for partially observed Markov chains
From MaRDI portal
Publication:1221447
DOI10.1214/AOP/1176996308zbMath0315.60038OpenAlexW2009797918MaRDI QIDQ1221447
Publication date: 1975
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996308
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 (21)
Observability and nonlinear filtering ⋮ A note on exponential stability of the nonlinear filter for denumerable Markov chains ⋮ A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains ⋮ On the stability of positive semigroups ⋮ Effects of statistical dependence on multiple testing under a hidden Markov model ⋮ On Markov chains induced by partitioned transition probability matrices ⋮ Lumpability in compartmental models ⋮ On the adaptive control of a class of partially observed Markov decision processes ⋮ Transportation inequalities for hidden Markov chains and applications ⋮ Stability of nonlinear filters in nonmixing case ⋮ Contractive inhomogeneous products of non-negative matrices ⋮ Consistency of Bayes estimators of a binary regression function ⋮ Functions of event variables of a random system with complete connections ⋮ A simple proof of Kaijser's unique ergodicity result for hidden Markov \(\alpha\)-chains ⋮ On convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated Hidden Markov Model ⋮ Analysis of an identification algorithm arising in the adaptive estimation of Markov chains ⋮ Long Run Control with Degenerate Observation ⋮ The evolution of aggregated Markov chains ⋮ Ergodicity of hidden Markov models ⋮ Through the looking glass: indirect inference via simple equilibria ⋮ On a theorem of Karlin
This page was built for publication: A limit theorem for partially observed Markov chains
