On convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated Hidden Markov Model
Thomas Kaijser
Abstract
Thomas Kaijser
Abstract
Consider a Hidden Markov Model (HMM) such that both the state space and the observation space are complete, separable, metric spaces and for which both the transition probability function (tr.pr.f.) determining the hidden Markov chain of the HMM and
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Consider a Hidden Markov Model (HMM) such that both the state space and the observation space are complete, separable, metric spaces and for which both the transition probability function (tr.pr.f.) determining the hidden Markov chain of the HMM and
Key concepts: Mathematics, Markov chain, Markov kernel, Hidden semi-Markov model, Variable-order Markov model, Markov property, Markov renewal process, Markov model