Sinai's walk: a statistical aspect
Probability
2007-09-04 v2
Abstract
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.
Cite
@article{arxiv.math/0612209,
title = {Sinai's walk: a statistical aspect},
author = {Pierre Andreoletti},
journal= {arXiv preprint arXiv:math/0612209},
year = {2007}
}