On Markov chains induced by partitioned transition probability matrices

DOI10.1007/s10114-010-9696-9zbMath1223.60052arXiv0907.4502MaRDI QIDQ2430308

Thomas Kaijser

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

zbMATH Keywords

partition; asymptotic stability; Kantorovich metric; hidden Markov chains; filtering processes; general Markov chains

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J05: Discrete-time Markov processes on general state spaces

60J99: Markov processes

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A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains, 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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