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Israel Journal of Mathematics

, Volume 142, Issue 1, pp 205–220 | Cite as

Random walks in random environment: What a single trajectory tells

  • Omer Adelman
  • Nathanaël Enriquez
Article

Abstract

We present a procedure that determines the law of a random walk in an iid random environment as a function of a single “typical” trajectory. We indicate when the trajectory characterizes the law of the environment, and we say how this law can be determined. We then show how independent trajectories having the distribution of the original walk can be generated as functions of the single observed trajectory.

Keywords

Random Walk Random Environment Single Trajectory Independent Trajectory Random Scenery 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Hebrew University 2004

Authors and Affiliations

  1. 1.Laboratoire de Probabilités et Modèles AléatoiresUniversité Paris 6Paris cedex 05France

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