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

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 $\mathbb{E}[LC_n]/n$.