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

Christian Houdré, George Kerchev

Let $(X,Y)=(X_n,Y_n{)}_{n\ge 1}$ be the output process generated by a hidden chain $Z=(Z_n{)}_{n\ge 1}$, where $Z$ is a finite state, aperiodic, time homogeneous, and irreduc…