Every stationary renewal process whose jump distribution is non-lattice and exponentially tailed is a finitary factor of an i.i.d. process with an exponentially tailed coding window; Markov chains with exponential return times are a corollary.
Finitary codes between Markov processes
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Markov chains with exponential return times are finitary
Every stationary renewal process whose jump distribution is non-lattice and exponentially tailed is a finitary factor of an i.i.d. process with an exponentially tailed coding window; Markov chains with exponential return times are a corollary.