On regularity of functions of Markov chains
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Publication:2021387
Dynamical systems and their relations with probability theory and stochastic processes (37A50) Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Renormalization group methods in equilibrium statistical mechanics (82B28)
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.
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