Sinai's walk: a statistical aspect

Pierre Andreoletti

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Sinai's walk: a statistical aspect

Pierre Andreoletti

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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.

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Pierre Andreoletti. 2007-09-04. Sinai's walk: a statistical aspect. https://arxiv.org/abs/math/0612209

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