Identifying several biased coins encountered by a hidden random walk
Probability
2007-06-13 v2 Statistics Theory
Statistics Theory
Abstract
Suppose that attached to each site z in Z is a coin with bias theta(z), and only finitely many of these coins have non-zero bias. Allow a simple random walker to generate observations by tossing, at each move, the coin attached to its current position. Then we can determine the biases {theta(z) : z in Z}, using only the outcomes of these coin tosses and no information about the path of the random walker, up to a shift and reflection of Z. This generalizes a result of Harris and Keane.
Keywords
Cite
@article{arxiv.math/0304311,
title = {Identifying several biased coins encountered by a hidden random walk},
author = {David A. Levin and Yuval Peres},
journal= {arXiv preprint arXiv:math/0304311},
year = {2007}
}
Comments
24 Pages, 1 figure. Minor corrections, references added. To appear in Random Structures and Algorithms