Abstract
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.
Citation
Pierre Andreoletti. "On the estimation of the potential of Sinai’s RWRE." Braz. J. Probab. Stat. 25 (2) 121 - 144, July 2011. https://doi.org/10.1214/09-BJPS113
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