On Markov chains induced by partitioned transition probability matrices
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Publication:2430308
DOI10.1007/s10114-010-9696-9zbMath1223.60052arXiv0907.4502OpenAlexW3104848493MaRDI QIDQ2430308
Publication date: 6 April 2011
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0907.4502
partitionasymptotic stabilityKantorovich metrichidden Markov chainsfiltering processesgeneral Markov chains
Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Markov processes (60J99)
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Cites Work
- A simple proof of Kaijser's unique ergodicity result for hidden Markov \(\alpha\)-chains
- A limit theorem for partially observed Markov chains
- State estimation for partially observed Markov chains
- Optimal control of Markov processes with incomplete state information
- The Kantorovich metric: the initial history and little-known applications
- Hidden Markov processes
- Real Analysis and Probability
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