On the rate of convergence for the length of the longest common subsequences in hidden Markov models

Christian Houdré; George Kerchev

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arXiv · 1712.09881

On the rate of convergence for the length of the longest common subsequences in hidden Markov models

Christian Houdré·George Kerchev

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Abstract

Let $(X, Y) = (X_n, Y_n)_{n \geq 1}$ be the output process generated by a hidden chain $Z = (Z_n)_{n \geq 1}$, where $Z$ is a finite state, aperiodic, time homogeneous, and irreducible Markov chain. Let $LC_n$ be the length of the longest common subsequences of $X_1, \ldots, X_n$ and $Y_1, \ldots, Y_n$. Under a mixing hypothesis, a rate of convergence result is obtained for $\mathbb{E}[LC_n]/n$.

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BibTeX RIS

Christian Houdré, George Kerchev. 2019-04-04. On the rate of convergence for the length of the longest common subsequences in hidden Markov models. https://arxiv.org/abs/1712.09881

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