Sinai's walk: a statistical aspect

2006/12/08 by Andreoletti, Pierre
#60G50 #60J55 #62G05 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.math/0612209

Abstract

We consider Sinai's random walk in random environment. We prove that the logarithm of the local time is a good estimator of the random potential associated to the random environment. We give a constructive method allowing us to built the random environment from a single trajectory of the random walk.

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