Sinai's walk: a statistical aspect

Details Sinai's walk: a statistical aspect Sinai's walk: a statistical aspect

2006-12-08

arxiv.org/abs/math/0612209v2

Mathematics

Probability

Scientific paper

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.

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