Ergodicity and stability of the conditional distributions of nondegenerate Markov chains

Xin Thomson Tong, Ramon van Handel

We consider a bivariate stationary Markov chain $(X_n,Y_n{)}_{n\ge 0}$ in a Polish state space, where only the process $(Y_n{)}_{n\ge 0}$ is presumed to be observable. The goal of this p…