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

Brice Franke and Tatsuhiko Saigo

Statistics & Probability Letters, 2009, vol. 79, issue 8, 1025-1030

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.

Date: 2009
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