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 of the integers. Let be a recurrent random walk on the integers. Observing the scenery along the path of this random walk, one sees the color at time . The {it scenery reconstruction problem} is concerned with recovering the scenery , given only the sequence of observations . 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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Large deviations (60F10) Sums of independent random variables; random walks (60G50) Processes in random environments (60K37)
Cited In (3)
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