On the estimation of the potential of Sinai's RWRE

DOI10.1214/09-BJPS113MaRDI QIDQ468020zbMATH OpenFDO

Authors Pierre Andreoletti

Publication date 5 November 2014

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bjps/1301577150

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50) Processes in random environments (60K37)

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• Density estimation for RWRE
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Cites work

• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 47625 (Why is no real title available?)
• On the concentration of Sinai's walk
• Random walks in a random environment
• Random walks in random environment: What a single trajectory tells
• The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
• The limit distribution of Sinai's random walk in random environment

Cited in

(8)

• Hidden Markov model for parameter estimation of a random walk in a Markov environment
• Density estimation for RWRE
• The heavy range of randomly biased walks on trees
• Detecting periodicity from the trajectory of a random walk in random environment
• Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support
• Excursions of the Brox diffusion
• Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment
• Reconstructing a recurrent random environment from a single trajectory of a random walk in random environment with errors

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