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

Brice Franke , Tatsuhiko Saigo

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.

Mots clés: 60G70; 60G50

Brice Franke, Tatsuhiko Saigo. The extremes of a random scenery as seen by a random walk in a random environment. Statistics and Probability Letters, 2009, 79 (8), pp.1025. ⟨10.1016/j.spl.2008.12.008⟩. ⟨hal-00516882⟩