Markov chains with exponential return times are finitary
Keyword(s):
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 ℤ is a finitary factor of an i.i.d. process.
1989 ◽
Vol 26
(03)
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pp. 643-648
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2006 ◽
Vol 43
(2)
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pp. 486-499
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2006 ◽
Vol 43
(02)
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pp. 486-499
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2017 ◽
Vol 32
(4)
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pp. 626-639
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1987 ◽
Vol 19
(03)
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pp. 739-742
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1987 ◽
Vol 24
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pp. 347-354
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1988 ◽
Vol 25
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pp. 391-403
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1991 ◽
Vol 4
(4)
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pp. 293-303
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