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 of the integers. Let be a recurrent random walk on the integers. Observing the scenery along the path of this random walk, one sees the color at time . The {\it scenery reconstruction problem} is concerned with recovering the scenery , given only the sequence of observations . 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}
}