On discrete time ergodic filters with wrong initial data |
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| Authors: | M. L. Kleptsyna A. Yu. Veretennikov |
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| Affiliation: | (1) Université du Maine, Le Mans, France;(2) School of Mathematics, University of Leeds, Leeds, LS2 9JT, UK;(3) Institute of Information Transmission Problems, Moscow, Russia |
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| Abstract: | For a class of non-uniformly ergodic Markov chains (X n ) satisfying exponential or polynomial beta-mixing, under observations (Y n ) subject to an IID noise with a positive density, it is shown that wrong initial data is forgotten in the mean total variation topology, with a certain exponential or polynomial rate. |
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| Keywords: | 60G35 62M20 93E11 93E15 |
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