Reconstructing the transition rate function of a Broadwell random walk from exit times

DOI10.1137/130927954MaRDI QIDQ3192114zbMATH OpenOpenAlexFDO

Authors Qunhui Han, Pak-Wing Fok

Publication date 26 September 2014

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/077515cac9ee9fd6ef9fd0295dce2da8cbd75997

zbMATH Keywords

Broadwell processflip rate functionlayer stripping algorithmrandom walkstochastic inverse problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sums of independent random variables; random walks (60G50) Estimation and detection in stochastic control theory (93E10)

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(2)

• Almost exponential decay for the exit probability from slabs of ballistic RWRE
• Reconstruction of a persistent random walk from exit time distributions

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