{"paper":{"title":"Skorokhod embeddings for two-sided Markov chains","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Istvan Redl, Peter Morters","submitted_at":"2014-07-17T16:47:56Z","abstract_excerpt":"Let $(X_n \\colon n\\in\\Z)$ be a two-sided recurrent Markov chain with fixed initial state $X_0$ and let $\\nu$ be a probability measure on its state space. We give a necessary and sufficient criterion for the existence of a non-randomized time $T$ such that $(X_{T+n} \\colon n\\in\\Z)$ has the law of the same Markov chain with initial distribution $\\nu$. In the case when our criterion is satisfied we give an explicit solution, which is also a stopping time, and study its moment properties. We show that this solution minimizes the expectation of $\\psi(T)$ in the class of all non-negative solutions, "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1407.4734","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}