SearcharxivSearch

arXiv · 1909.07470

Scenery Reconstruction for Random Walk on Random Scenery Systems

Abstract

Consider a simple random walk on $\mathbb{Z}$ with a random coloring of $\mathbb{Z}$. Look at the sequence of the first $N$ steps taken in the random walk, together with the colors of the visited locations. We call this the record. From the record one can deduce the coloring of of the interval in $\mathbb{Z}$ that was visited, which is of size approximately $\sqrt{N}$. This is called scenery reconstruction. Now suppose that an adversary may change $\delta N$ entries in the record that was obtained. What can be deduced from the record about the scenery now? In this paper we show that it is likely that we can still reconstruct a large part of the scenery. More precisely, we show that for any $\theta<0.5,p>0,\epsilon>0$, there are $N_{0}$ and $\delta_{0}$ such that if $N>N_{0}$ and $\delta<\delta_{0}$ then with probability $>1-p$, the walk is such that we can reconstruct the coloring of $>N^{\theta}$ integers, up to a number of possible reconstructions that is less than $2^{\epsilon s}$, where $s$ is the number of integers whose color we reconstruct.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Tsviqa Lakrec. 2019-09-16. Scenery Reconstruction for Random Walk on Random Scenery Systems. https://doi.org/10.1007/s11856-022-2301-y

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR