5 citations · 11 across the 6 of their papers we have counts for
6 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…
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…
Maximum likelihood estimator consistency for ballistic random walk in a parametric random environment
Francis Comets, Mikael Falconnet, Oleg Loukianov +2
We consider a one dimensional ballistic random walk evolving in an i.i.d. parametric random environment. We provide a maximum likelihood estimation procedure of the environment par…
Spectral condition, hitting times and Nash inequality
Eva Loecherbach, Dasha Loukianova, Oleg Loukianov
Let be a -symmetric Hunt process on a LCCB space E. For an open set G E, let be the exit time of from G and be the generator of the process kille…
Poincaré inequality and exponential integrability of hitting times for linear diffusions
D. Loukianova, O. Loukianov, Sh. Song
Let be a regular linear continuous positively recurrent Markov process with state space , scale function and speed measure . For denote B^+_a&=\sup_{x\geq…
Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions
D. Loukianova, O. Loukianov
Usually the problem of drift estimation for a diffusion process is considered under the hypothesis of ergodicity. It is less often considered under the hypothesis of null-recurrenc…