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arXiv:math/0612209 [math.PR]AbstractReferencesReviewsResources

Sinai's walk: a statistical aspect

Pierre Andreoletti

Published 2006-12-08, updated 2007-09-04Version 2

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.

Categories: math.PR
Subjects: 60G50, 60J55, 62G05
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