Random walks in random environment: What a single trajectory tells
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Abstract: We present a procedure that determines the law of a random walk in an iid random environment as a function of a single "typical" trajectory. We indicate when the trajectory characterizes the law of the environment, and we say how this law can be determined. We then show how independent trajectories having the distribution of the original walk can be generated as functions of the single observed trajectory.
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Cites work
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- Phase transition in reinforced random walk and RWRE on trees
- Random walks in a random environment
- Scenery reconstruction in two dimensions with many colors
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Cited in
(14)- Non parametric estimation for random walks in random environment
- Density estimation for RWRE
- Reconstructing a recurrent random environment from a single trajectory of a random walk in random environment with errors
- Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment
- Detecting periodicity from the trajectory of a random walk in random environment
- The heavy range of randomly biased walks on trees
- Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment
- Hidden Markov model for parameter estimation of a random walk in a Markov environment
- Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support
- Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment
- On the estimation of the potential of Sinai's RWRE
- M-estimator and its weak consistency for a (2,1) random walk in a parametric random environment
- Some recent advances in random walks and random environments
- Reconstructing the environment seen by a RWRE
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