On the estimation of the potential of Sinai’s RWRE

Andreoletti, Pierre

Braz. J. Probab. Stat., Tome 25 (2011) no. 1, p. 121-144 / Harvested from Project Euclid

Résumé

We consider a one-dimensional random walk in random environment. We prove that the logarithm of the local time can be used as an estimator of the random environment. We give a constructive method allowing us to locally built, up to a translation, the random potential associated to the environment from a single trajectory of the random walk.

Publié le : 2011-07-15
Classification: Random potential, random walk, Sinai’s regime, nonparametric statistics

@article{1301577150,
     author = {Andreoletti, Pierre},
     title = {On the estimation of the potential of Sinai's RWRE},
     journal = {Braz. J. Probab. Stat.},
     volume = {25},
     number = {1},
     year = {2011},
     pages = { 121-144},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1301577150}
}

Andreoletti, Pierre. On the estimation of the potential of Sinai’s RWRE. Braz. J. Probab. Stat., Tome 25 (2011) no. 1, pp.  121-144. http://gdmltest.u-ga.fr/item/1301577150/