A mixing Markov chain with exponentially decaying return times is finitarily Bernoulli
DOI10.1017/S0143385700009597zbMATH Open0519.28009OpenAlexW2105833488WikidataQ105583853 ScholiaQ105583853MaRDI QIDQ3669686FDOQ3669686
Authors: Daniel J. Rudolph 
Publication date: 1982
Published in: Ergodic Theory and Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0143385700009597
finitary isomorphismalmost open setcountable state Markov chainexponentially decaying return timefinitarily Bernoulli processmixing Markov chain
Measure-preserving transformations (28D05) Continuous-time Markov processes on discrete state spaces (60J27)
Cites Work
Cited In (14)
- Attractive regular stochastic chains: perfect simulation and phase transition
- Finitary isomorphisms of some infinite entropy Bernoulli flows
- Finitary isomorphism of some renewal processes to Bernoulli schemes
- Informal research statement
- PERFECTION IN R-PROCESSES
- Some remarks on output measures
- Random interlacement is a factor of i.i.d.
- Markov chains with exponential return times are finitary
- Systèmes codés. (Coded systems)
- Properties of the maximal entropy measure and geometry of Hénon attractors
- Finitary isomorphisms of renewal point processes and continuous-time regenerative processes
- Finitary codings for spatial mixing Markov random fields
- Finitary coding for the one-dimensional \(T,T^{-1}\) process with drift.
- Any two irreducible Markov chains of equal entropy are finitarily Kakutani equivalent
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