On the estimation of the potential of Sinai's RWRE

DOI10.1214/09-BJPS113zbMath1298.60074MaRDI QIDQ468020

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

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Cites Work

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• On the concentration of Sinai's walk
• The limit distribution of Sinai's random walk in 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
• Random walks in a random environment