Topic:

Non Parametric Estimator for Random Walk in Random Environment

Date & Time:

Tuesday, May 17, 2016 - 12:15 to 13:30

Speaker:

Roland Diel, University of Nice-Sophia Antipolis

Location:

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.

**Abstract:**

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.

**Biography:**

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.