arXiv · 1908.06240
Markov chains with exponential return times are finitary
Abstract
Consider an ergodic Markov chain on a countable state space for which the return times have exponential tails. We show that the stationary version of any such chain is a finitary factor of an i.i.d. process. A key step is to show that any stationary renewal process whose jump distribution has exponential tails and is not supported on a proper subgroup of $\mathbb{Z}$ is a finitary factor of an i.i.d. process.
Explore related subjects
Keep this discovery
Omer Angel, Yinon Spinka. 2019-08-17. Markov chains with exponential return times are finitary. https://doi.org/10.1017/etds.2020.100
Cite the original work for its findings. Save a collection to share your selection of sources.