Recovery of finitely many biases for mean-zero non-symmetric random walks

From papers

Let SS be the random walk in Theorem 1, with finite-variance increments, and let θ\theta be a configuration of finitely many biased coins whose bias function is denoted by η\eta. Assume that the increments of SS have mean zero but are not symmetric.

Recovery conjecture. The bias function η\eta can be recovered up to a shift only.

This conjecture asks whether the recovery result for symmetric walks extends to mean-zero, non-symmetric walks, with reflection no longer among the unavoidable ambiguities. The paper states that the required algebraic generalization, in particular the corresponding full-rank lemma, had not been proved.

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Sources & referencesView supporting material

Primary source

David A. Levin and Yuval Peres, “Identifying several biased coins encountered by a hidden random walk”, arXiv:math/0304311 (2004).

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