Ergodicity and stability of the conditional distributions of nondegenerate Markov chains
DOI10.1214/11-AAP800zbMath1252.60069arXiv1101.1822MaRDI QIDQ453244
Xin Thomson Tong, Ramon van Handel
Publication date: 19 September 2012
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1101.1822
asymptotic stabilitynonlinear filteringunique ergodicityexchange of intersection and supremumMarkov chain in random environmentnondegenerate Markov chains
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time Markov processes on general state spaces (60J05) Stochastic stability in control theory (93E15) Measure-theoretic ergodic theory (28D99)
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