Markov chains with exponential return times are finitary

Omer Angel, Yinon Spinka

Research output: Contribution to journalArticlepeer-review

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 is a finitary factor of an i.i.d. process.

Original languageEnglish
Pages (from-to)2918-2926
Number of pages9
JournalErgodic Theory and Dynamical Systems
Volume41
Issue number10
DOIs
StatePublished - Oct 2021
Externally publishedYes

Keywords

  • Factor of iid
  • Finitary coding
  • Markov chain
  • Random dynamics
  • Symbolic dynamics

All Science Journal Classification (ASJC) codes

  • Applied Mathematics
  • General Mathematics

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