English

Information recovery from observations by a random walk having jump distribution with exponential tails

Probability 2011-11-01 v1

Abstract

A {\it scenery} is a coloring ξ\xi of the integers. Let {St}t0\{S_t\}_{t\geq 0} be a recurrent random walk on the integers. Observing the scenery ξ\xi along the path of this random walk, one sees the color χt:=ξ(St)\chi_t:=\xi(S_t) at time tt. The {\it scenery reconstruction problem} is concerned with recovering the scenery ξ\xi, given only the sequence of observations χ:=(χt)t0\chi:=(\chi_t)_{t\geq 0}. The scenery reconstruction methods presented to date require the random walk to have bounded increments. Here, we present a new approach for random walks with unbounded increments which works when the tail of the increment distribution decays exponentially fast enough and the scenery has five colors.

Keywords

Cite

@article{arxiv.1110.6853,
  title  = {Information recovery from observations by a random walk having jump distribution with exponential tails},
  author = {Andrew Hart and Fabio Machado and Heinrich Matzinger},
  journal= {arXiv preprint arXiv:1110.6853},
  year   = {2011}
}