On regularity of functions of Markov chains

DOI10.1016/J.SPA.2020.12.006zbMATH Open1469.60225arXiv2101.00608OpenAlexW3116985802MaRDI QIDQ2021387FDOQ2021387

Steven Berghout, Evgeny Verbitskiy

Publication date: 27 April 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We consider processes which are functions of finite-state Markov chains. It is well known that such processes are rarely Markov. However, such processes are often regular in the following sense: the distant past values of the process have diminishing influence on the distribution of the present value. In the present paper, we present novel sufficient conditions for regularity of functions of Markov chains.

Full work available at URL: https://arxiv.org/abs/2101.00608

zbMATH Keywords

\(g\)-measureshidden Markov processesfunctions of Markov measures

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stationary stochastic processes (60G10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Renormalization group methods in equilibrium statistical mechanics (82B28)

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Cited In (6)

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