Skip to content

Identifying several biased coins encountered by a hidden random walk

David A. Levin, Yuval Peres

math.PRarXiv:math/0304311

Abstract

Suppose that attached to each site z in Z is a coin with bias theta(z), and only finitely many of these coins have non-zero 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 theta(z) : z in 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.

Create a lesson