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The extremes of a random scenery as seen by a random walk in a random environment

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  • Franke, Brice
  • Saigo, Tatsuhiko

Abstract

A random walk performs a motion in an iid-environment and observes an iid-scenery along its path. Assuming the scenery is in the domain of attraction of an extreme-value distribution, we prove a limit-theorem for the observed extremes.

Suggested Citation

  • Franke, Brice & Saigo, Tatsuhiko, 2009. "The extremes of a random scenery as seen by a random walk in a random environment," Statistics & Probability Letters, Elsevier, vol. 79(8), pages 1025-1030, April.
  • Handle: RePEc:eee:stapro:v:79:y:2009:i:8:p:1025-1030
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    Cited by:

    1. Chenavier, Nicolas & Darwiche, Ahmad, 2020. "Extremes for transient random walks in random sceneries under weak independence conditions," Statistics & Probability Letters, Elsevier, vol. 158(C).

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