A simple proof of Kaijser's unique ergodicity result for hidden Markov \(\alpha\)-chains

DOI10.1214/105051606000000367zbMath1121.60077arXivmath/0702248MaRDI QIDQ997404

Fred Kochman, James A. Reeds

Publication date: 6 August 2007

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

Full work available at URL: https://arxiv.org/abs/math/0702248

zbMATH Keywords

ergodicity; hidden Markov models; uniform mean stability; e-chain

Mathematics Subject Classification ID

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

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60F99: Limit theorems in probability theory

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Cites Work

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