메뉴 건너뛰기




Volumn 16, Issue 4, 2006, Pages 1805-1815

A simple proof of Kaijser's unique ergodicity result for hidden Markov α-chains

Author keywords

e chain; Ergodicity; Hidden Markov models; Uniform mean stability

Indexed keywords


EID: 33846869447     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051606000000367     Document Type: Article
Times cited : (11)

References (11)
  • 1
    • 0000230370 scopus 로고
    • Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities
    • MR0971099
    • BARNSLEY, M. F., DEMKO, S. G., ELTON, J. H. and GERONIMO, J. S. (1988). Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities. Ann. Inst. H. Poincaré Probab. Statist. 24 367-394. MR0971099
    • (1988) Ann. Inst. H. Poincaré Probab. Statist , vol.24 , pp. 367-394
    • BARNSLEY, M.F.1    DEMKO, S.G.2    ELTON, J.H.3    GERONIMO, J.S.4
  • 2
    • 33846894218 scopus 로고    scopus 로고
    • BAUM, L. E. (1972). An inequality and associated maximization technique in statistical estimation for probabilistic functions of Markov processes. In Inequalities III (O. Shisha, ed.) 1-8. Academic Press, New York. MR0341782
    • BAUM, L. E. (1972). An inequality and associated maximization technique in statistical estimation for probabilistic functions of Markov processes. In Inequalities III (O. Shisha, ed.) 1-8. Academic Press, New York. MR0341782
  • 3
    • 33846851418 scopus 로고    scopus 로고
    • BLACKWELL, D. (1957). The entropy of functions of finite-state Markov chains. In Trans. of the First Prague Conference on Information Theory, Statistical Decision Functions, and Random Processes 13-20. Publishing House of the Czechoslovak Academy of Sciences, Prague. MR0100297
    • BLACKWELL, D. (1957). The entropy of functions of finite-state Markov chains. In Trans. of the First Prague Conference on Information Theory, Statistical Decision Functions, and Random Processes 13-20. Publishing House of the Czechoslovak Academy of Sciences, Prague. MR0100297
  • 4
    • 0000105202 scopus 로고
    • Sur des chaînes à liaisons complètes
    • MR1505076
    • DOEBLIN, W. and FORTET, R. (1937). Sur des chaînes à liaisons complètes. Bull. Soc. Math. France 65 132-148. MR1505076
    • (1937) Bull. Soc. Math. France , vol.65 , pp. 132-148
    • DOEBLIN, W.1    FORTET, R.2
  • 5
    • 33846883413 scopus 로고    scopus 로고
    • ELLIOTT, R., AGGOUN, L. and MOORE, J. B. (1995). Hidden Markov Models, Estimation and Control. Springer, New York. MR1323178
    • ELLIOTT, R., AGGOUN, L. and MOORE, J. B. (1995). Hidden Markov Models, Estimation and Control. Springer, New York. MR1323178
  • 6
    • 0000513363 scopus 로고
    • Products of random matrices
    • MR0121828
    • FURSTENBERG, H. and KESTEN, H. (1960). Products of random matrices. Ann. Math. Statist. 31 457-469. MR0121828
    • (1960) Ann. Math. Statist , vol.31 , pp. 457-469
    • FURSTENBERG, H.1    KESTEN, H.2
  • 7
    • 33846879943 scopus 로고    scopus 로고
    • HORN, R. A. and JOHNSON, C. R. (1990). Matrix Analysis. Cambridge Univ. Press. MR1084815
    • HORN, R. A. and JOHNSON, C. R. (1990). Matrix Analysis. Cambridge Univ. Press. MR1084815
  • 8
    • 33846889228 scopus 로고    scopus 로고
    • IOSIFESCU, M. and THEODORESCU, R. (1969). Random Processes and Learning. Springer, New York. MR0293704
    • IOSIFESCU, M. and THEODORESCU, R. (1969). Random Processes and Learning. Springer, New York. MR0293704
  • 9
    • 0010074163 scopus 로고
    • A limit theorem for partially observed Markov chains
    • MR0383536
    • KAIJSER, T. (1975). A limit theorem for partially observed Markov chains. Ann. Probab. 3 677-696. MR0383536
    • (1975) Ann. Probab , vol.3 , pp. 677-696
    • KAIJSER, T.1
  • 10
    • 33846861207 scopus 로고    scopus 로고
    • MACDONALD, I. L. and ZUCCHINI, W. (1997). Hidden Markov and Other Models for Discrete-Valued Time Series. Chapman and Hall, London. MR1692202
    • MACDONALD, I. L. and ZUCCHINI, W. (1997). Hidden Markov and Other Models for Discrete-Valued Time Series. Chapman and Hall, London. MR1692202


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.