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* Corresponding author 1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires 2 SG - Laboratoire Statistique et Génome 3 LAMA - Laboratoire d-Analyse et de Mathématiques Appliquées 4 Laboratoire Analyse et Probabilités

Abstract : 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 parameters based on a single observation of the path till the time it reaches a distant site, and prove that this estimator is consistent as the distant site tends to infinity. We also explore the numerical performances of our estimation procedure.

Keywords : random walk in random environment Ballistic regime maximum likelihood estimation random walk in random environment.





Author: Francis Comets - Mikael Falconnet - Oleg Loukianov - Dasha Loukianova - Catherine Matias -

Source: https://hal.archives-ouvertes.fr/



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