Some recent advances in random walks and random environments

Markov processes: estimation; hidden Markov models (62M05) Sums of independent random variables; random walks (60G50) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Processes in random environments (60K37)

Cites Work

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Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support
Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment
The Arcsine law as the limit of the internal DLA cluster generated by Sinai's walk
Random walks in random Dirichlet environment are transient in dimension \(d \geq 3\)
Subgaussian concentration inequalities for geometrically ergodic Markov chains
Upper limits of Sinai's walk in random scenery
Universal pointwise selection rule in multivariate function estimation
A one-dimensional diffusion process in a Wiener medium
Non parametric estimation for random walks in random environment
Random walks in random environment: What a single trajectory tells
Density estimation for RWRE
Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment
The heavy range of randomly biased walks on trees
Random walks and branching processes in correlated Gaussian environment
Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment
The speed of a branching system of random walks in random environment
Combinatorial problems of commutation and rearrangements
Hidden Markov model for parameter estimation of a random walk in a Markov environment
On limiting distributions for a random walk in a critical one-dimensional random environment
An approximation of partial sums of independent RV'-s, and the sample DF. I
The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
Random walks in a random environment

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