Markov chains with exponential return times are finitary

Omer Angel; Yinon Spinka

doi:10.1017/etds.2020.100

Markov chains with exponential return times are finitary

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	2918-2926
Number of pages	9
Journal	Ergodic Theory and Dynamical Systems
Volume	41
Issue number	10
DOIs	https://doi.org/10.1017/etds.2020.100
State	Published - Oct 2021
Externally published	Yes

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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10.1017/etds.2020.100

Cite this

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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.",

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author = "Omer Angel and Yinon Spinka",

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year = "2021",

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AB - 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.

KW - Factor of iid

KW - Finitary coding

KW - Markov chain

KW - Random dynamics

KW - Symbolic dynamics

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DO - 10.1017/etds.2020.100

M3 - مقالة

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JO - Ergodic Theory and Dynamical Systems

JF - Ergodic Theory and Dynamical Systems

IS - 10

ER -

Markov chains with exponential return times are finitary

Abstract

Keywords

All Science Journal Classification (ASJC) codes

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