Reconstructing the environment seen by a RWRE

DOI10.1214/ECP.V19-3013MaRDI QIDQ743382zbMATHFDO

Authors Nina Gantert, Jan Nagel

Publication date 24 September 2014

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1309.3175

zbMATH Keywords

random walkrandom environmentscenery reconstruction

Mathematics Subject Classification ID

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

Abstract: Consider a walker performing a random walk in an i.i.d. random environment, and assume that the walker tells us at each time the environment it sees at its present location. Given this history of the transition probabilities seen from the walker - but not its trajectory - can we tell if the RWRE is recurrent or transient? Can we reconstruct the law of the environment? We show that in a one-dimensional environment, the law of the environment can be reconstructed, and we know in particular if the RWRE is recurrent or transient.

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Cited in

(3)

• Density estimation for RWRE
• Reconstructing a recurrent random environment from a single trajectory of a random walk in random environment with errors
• On the estimation of the potential of Sinai's RWRE

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