Measure Concentration of Hidden Markov Processes

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dc.creatorKontorovich, Leonid
dc.date2006-08-02
dc.date2006-10-01
dc.date.accessioned2026-07-07T07:21:18Z
dc.date.available2026-07-07T07:21:18Z
dc.descriptionWe prove what appears to be the first concentration of measure result for hidden Markov processes. Our bound is stated in terms of the contraction coefficients of the underlying Markov process, and strictly generalizes the Markov process concentration results of Marton (1996) and Samson (2000). Somewhat surprisingly, the bound turns out to be the same as for ordinary Markov processes; this property, however, fails for general hidden/observed process pairs.
dc.description8 pages, 1 figure
dc.identifierhttps://arxiv.org/abs/math/0608064
dc.identifierhttp://arxiv.org/abs/math/0608064
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/115256
dc.subjectProbability
dc.subjectFunctional Analysis
dc.subject60G07; 60J05
dc.titleMeasure Concentration of Hidden Markov Processes
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