Article ID Journal Published Year Pages File Type
1154376 Statistics & Probability Letters 2009 6 Pages PDF
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.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
The extremes of a random scenery as seen by a random walk in a random environment
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