Sinai's walk: a statistical aspect
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Publication:6478401
arXivmath/0612209MaRDI QIDQ6478401FDOQ6478401
Authors: Pierre Andreoletti 
Publication date: 8 December 2006
Abstract: We consider Sinai's random walk in random environment. We prove that the logarithm of the local time is a good estimator of the random potential associated to the random environment. We give a constructive method allowing us to built the random environment from a single trajectory of the random walk.
Nonparametric estimation (62G05) Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55)
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