Reconstructing a multicolor random scenery seen along a random walk path with bounded jumps

Abstract

Kesten [11] noticed that the scenery reconstruction method proposed by Matzinger [16] 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… (More)

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Cite this paper

@inproceedings{Lwe2004ReconstructingAM, title={Reconstructing a multicolor random scenery seen along a random walk path with bounded jumps}, author={Matthias L{\"{o}we and Heinrich Matzinger and Franz Merkl}, year={2004} }