Open Access
2004 Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps
Matthias Loewe, Heinrich Matzinger, Franz Merkl
Author Affiliations +
Electron. J. Probab. 9: 436-507 (2004). DOI: 10.1214/EJP.v9-206

Abstract

Kesten noticed that the scenery reconstruction method proposed by Matzinger in his PhD thesis relies heavily on the skip-free property of the random walk. He asked if one can still reconstruct an i.i.d. scenery seen along the path of a non-skip-free random walk. In this article, we positively answer this question. We prove that if there are enough colors and if the random walk is recurrent with at most bounded jumps, and if it can reach every integer, then one can almost surely reconstruct almost every scenery up to translations and reflections. Our reconstruction method works if there are more colors in the scenery than possible single steps for the random walk.

Citation

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Matthias Loewe. Heinrich Matzinger. Franz Merkl. "Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps." Electron. J. Probab. 9 436 - 507, 2004. https://doi.org/10.1214/EJP.v9-206

Information

Accepted: 15 May 2004; Published: 2004
First available in Project Euclid: 6 June 2016

zbMATH: 1064.60201
MathSciNet: MR2080606
Digital Object Identifier: 10.1214/EJP.v9-206

Subjects:
Primary: 60K37
Secondary: 60G10 , 60J75

Keywords: ergodic theory , jumps , Random walk , Scenery reconstruction , Stationary processes

Vol.9 • 2004
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