Non parametric estimation for random walks in random environment
نویسندگان
چکیده
منابع مشابه
Large Deviations for Random Walks in a Mixing Random Environment and Other (Non-Markov) Random Walks
We extend a recent work by S. R. S. Varadhan [8] on large deviations for random walks in a product random environment to include more general random walks on the lattice. In particular, some reinforced random walks and several classes of random walks in Gibbs fields are included. c © 2004 Wiley Periodicals, Inc.
متن کاملRandom Walks in Random Environment
My main research interest is in theoretical and applied probability mainly focusing on discrete problems arising out of combinatorics, statistical physics and computer science. In particular I am interested in random graphs, probability on tress, combinatorial optimization and statistical physics problems, recursive distributional equations, branching random walks, percolation theory, interacti...
متن کاملRandom walks in a random environment ∗
Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the 'quenched' and the 'averaged' case.
متن کاملNon-parametric resampling of random walks for spectral network clustering
Parametric resampling schemes have been recently introduced in complex network analysis with the aim of assessing the statistical significance of graph clustering and the robustness of community partitions. We propose here a method to replicate structural features of complex networks based on the non-parametric resampling of the transition matrix associated with an unbiased random walk on the g...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2018
ISSN: 0304-4149
DOI: 10.1016/j.spa.2017.04.011