On the estimation of the potential of Sinai's RWRE
DOI10.1214/09-BJPS113zbMATH Open1298.60074MaRDI QIDQ468020FDOQ468020
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
Recommendations
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)
Cites Work
- Title not available (Why is that?)
- The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
- Random walks in a random environment
- Random walks in random environment: What a single trajectory tells
- The limit distribution of Sinai's random walk in random environment
- Title not available (Why is that?)
- On the concentration of Sinai's walk
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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