Recovery of finitely many biases for mean-zero non-symmetric random walks
Recovery of finitely many biases for mean-zero non-symmetric random walks
Let be the random walk in Theorem 1, with finite-variance increments, and let be a configuration of finitely many biased coins whose bias function is denoted by . Assume that the increments of have mean zero but are not symmetric.
Recovery conjecture. The bias function 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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