Finitary coding for the one-dimensional ${T,T^{-1}}$ process with drift
Copyright policy )Finitary coding for the one-dimensional ${T,T^{-1}}$ process with drift
The paper deals with \(T,T^{-1}\) processes associated with arbitrary random walks on \(Z^d\). One shows that, for a simple random walk with positive drift in one dimension, there is a finitary isomorphism from a finite state i.d.d. process to the corresponding \(T,T^{-1}\) process. To this end, one constructs a suitable countable state Markov chain, and then one constructs a finitary isomorphism from this Markov chain.
- Wesleyan University United States
- University of Amsterdam Netherlands
- Chalmers University of Technology Sweden
37A35, Dynamical systems and their relations with probability theory and stochastic processes, skew products, Finitary codings, Stationary stochastic processes, random walks, 37A50, Entropy and other invariants, isomorphism, classification in ergodic theory, 28D99, 60G10, Set functions and measures on spaces with additional structure
37A35, Dynamical systems and their relations with probability theory and stochastic processes, skew products, Finitary codings, Stationary stochastic processes, random walks, 37A50, Entropy and other invariants, isomorphism, classification in ergodic theory, 28D99, 60G10, Set functions and measures on spaces with additional structure
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