Information recovery from observations by a random walk having jump distribution with exponential tails

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Publication:2811804

zbMATH Open1342.60065arXiv1110.6853MaRDI QIDQ2811804FDOQ2811804

A. Hart, Heinrich Matzinger, Fábio P. Machado

Publication date: 10 June 2016

Published in: Markov Processes and Related Fields (Search for Journal in Brave)

Abstract: A {it scenery} is a coloring xi of the integers. Let Sttgeq0 be a recurrent random walk on the integers. Observing the scenery xi along the path of this random walk, one sees the color chit:=xi(St) at time t. The {it scenery reconstruction problem} is concerned with recovering the scenery xi, given only the sequence of observations chi:=(chit)tgeq0. The scenery reconstruction methods presented to date require the random walk to have bounded increments. Here, we present a new approach for random walks with unbounded increments which works when the tail of the increment distribution decays exponentially fast enough and the scenery has five colors.


Full work available at URL: https://arxiv.org/abs/1110.6853




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