Random walks in random environment: What a single trajectory tells

DOI10.1007/BF02771533zbMath1051.60046arXivmath/0304091OpenAlexW2015994422MaRDI QIDQ1881741

Omer Adelman, Nathanaël Enriquez

Publication date: 15 October 2004

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0304091

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Processes in random environments (60K37)

Related Items (13)

Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support ⋮ Non parametric estimation for random walks in random environment ⋮ Some recent advances in random walks and random environments ⋮ Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment ⋮ Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment ⋮ On the estimation of the potential of Sinai's RWRE ⋮ Density estimation for RWRE ⋮ Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment ⋮ Detecting periodicity from the trajectory of a random walk in random environment ⋮ Hidden Markov model for parameter estimation of a random walk in a Markov environment ⋮ The heavy range of randomly biased walks on trees ⋮ M-estimator and its weak consistency for a (2, 1) random walk in a parametric random environment ⋮ Reconstructing a recurrent random environment from a single trajectory of a random walk in random environment with errors

Cites Work

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• Phase transition in reinforced random walk and RWRE on trees
• Characterizing Markov exchangeable sequences
• How edge-reinforced random walk arises naturally
• Tubular recurrence
• Edge oriented reinforced random walks and RWRE
• Scenery reconstruction in two dimensions with many colors
• Distinguishing sceneries by observing the scenery along a random walk path
• Random walks in a random environment

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