Seminar - Non Parametric Estimator for Random Walk in Random Environment

Non Parametric Estimator for Random Walk in Random Environment
Date & Time: 
Tuesday, May 17, 2016 - 12:15 to 13:30
Roland Diel, University of Nice-Sophia Antipolis
Room 301, NYU Shanghai | 1555 Century Avenue, Pudong New Area, Shanghai

The seminar is sponsored by NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai.



Consider a one dimensional random walk evolving in an i.i.d. random environment. I will explain how to construct estimators for the moments of the environment. I will also use these moment estimators to approximate the distribution function of the environment and show how the speed of the walk affects the convergence rate of the estimators.


Roland Diel is an assistant professor at University of Nice-Sophia Antipolis in France. His research interests are probability and stochastic calculus in particular random process in random or irregular environment.

Location & Details: 

Transportation Tips:

  • Taxi card
  • Metro: Century Avenue Station, Metro Lines 2/4/6/9 Exit 6 in location B
  • Shuttle bus:
    From Zhongbei Campus, Click here
    From ECNU Minhang Campus, Click here