Identifying several biased coins encountered by a hidden random walk

  • Authors:
  • David A. Levin;Yuval Peres

  • Affiliations:
  • Department of Mathematics, University of Utah, Salt Lake City, Utah;Departments of Statistics and Mathematics, University of California, Berkeley, California

  • Venue:
  • Random Structures & Algorithms
  • Year:
  • 2004

Quantified Score

Hi-index 0.00

Visualization

Abstract

Suppose that attached to each site z ∈ Z is a coin with bias θ(z), and only finitely many of these coins have nonzero bias. Allow a simple random walker to generate observations by tossing, at each move, the coin attached to its current position. Then we can determine the biases {θ(z)}z∈Z, using only the outcomes of these coin tosses and no information about the path of the random walker, up to a shift and reflection of Z. This generalizes a result of Harris and Keane.