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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 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.

生成讲解博客的中文版本

生成AI智能校验的中文版本