Sinai's walk: a statistical aspect

Pierre Andreoletti (1)

1 MAPMO - Mathématiques - Analyse, Probabilités, Modélisation - Orléans

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.

Mots clés: random environment; random walk; Sinai's regime; estimation

Domaines: Probabilités [math.PR]

Pierre Andreoletti. Sinai's walk: a statistical aspect. 2007. ⟨hal-00119187v2⟩