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Markov chains with exponential return times are finitary
Published online by Cambridge University Press: 29 September 2020
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 independent and identically distributed (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.
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- © The Author(s), 2020. Published by Cambridge University Press
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