Recurrent neural networks maintain a hidden state
ht, but its probabilistic meaning is often unclear. We study hidden-state stability through \emph{backward coherence}: the extent to which
ht can be reconstructed from
ht+1 by a learned backward projector
gφ. Under contraction and summable backward drift, the hidden-state sequence forms a quasi-reverse-martingale. This yields almost-sure convergence, rates under mixing, an interpretable limiting representation, finite pathwise stopping times, and a theoretical framework for time-uniform confidence sequences. Simulations support the theory. Backward-coherence regularisation reduces the empirical quasi-martingale total
Q^ by
43--
58, reaches stability
28--
44 earlier than an unregularised RNN, and gives tracking-error recovery consistent with geometric bounds. Additional tests confirm echo-state forgetting rates bounded by
ρ and verify the increment-sum tube
Rt with
100 simultaneous coverage, although
Rt is conservative; in practice, the defect-tail proxy
Q^t is the more useful monitor. The backward-coherence loss is also equivalent to minimising a Kullback--Leibler divergence in a Gaussian backward model, linking the method to variational inference. Extensions cover
φ-mixing inputs, change-point tracking, and finite-sample concentration. Three real-data studies further validate the approach. On PhysioNet 2012 ICU data, the Reverse Martingale RNN (RMRNN) matches RNN mortality-prediction AUC while reaching stable representations 13 hours earlier. On FRED-MD, it reduces one-month-ahead forecast error by about fourfold under concept drift. On UCI Human Activity Recognition, it maintains lower post-transition tracking error with geometric decay. The guarantees apply under the stated assumptions; universality is not claimed.