  We prove what appears to be the first concentration of measure result for
hidden Markov processes. Our bound is stated in terms of the contraction
coefficients of the underlying Markov process, and strictly generalizes the
Markov process concentration results of Marton (1996) and Samson (2000).
Somewhat surprisingly, the bound turns out to be the same as for ordinary
Markov processes; this property, however, fails for general hidden/observed
process pairs.
