We consider the maximum likelihood (Viterbi) alignment of a hidden Markov model (HMM). In an HMM, the underlying Markov chain is usually hidden and the Viterbi alignment is often used as the estimate of it. This approach will be referred to as the Viterbi segmentation. The goodness of the Viterbi segmentation can be measured by several risks. In this paper, we prove the existence of asymptotic…