1 citations · 1 across the 4 of their papers we have counts for
4 papers
Limit of the environment viewed from Sinaï's walk
Francis Comets, Oleg Loukianov, Dasha Loukianova
For Sinaï's walk (X_k) we show that the empirical measure of the environment seen from the particle (\bar\w_k) converges in law to some random measure S. This limit measure is expl…
Parametric estimation of a one-dimensional ballistic random walk in a Markov environment
Pierre Andreoletti, Dasha Loukianova, Catherine Matias
We focus on the parametric estimation of the distribution of a Markov environment from the observation of a single trajectory of a one-dimensional nearest-neighbor path evolving in…
Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment
Mikael Falconnet, Dasha Loukianova, Arnaud Gloter
We consider a one dimensional sub-ballistic random walk evolving in a parametric i.i.d. random environment. We study the asymptotic properties of the maximum likelihood estimator (…
Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support
Francis Comets, Mikael Falconnet, Oleg Loukianov +1
We consider a one-dimensional recurrent random walk in random environment (RWRE) when the environment is i.i.d. with a parametric, finitely supported distribution. Based on a singl…