Advances in Applied Probability
- Adv. in Appl. Probab.
- Volume 48, Number 1 (2016), 199-214.
A comparison of random walks in dependent random environments
We provide exact computations for the drift of random walks in dependent random environments, including k-dependent and moving average environments. We show how the drift can be characterized and evaluated using Perron-Frobenius theory. Comparing random walks in various dependent environments, we demonstrate that their drifts can exhibit interesting behavior that depends significantly on the dependency structure of the random environment.
Adv. in Appl. Probab., Volume 48, Number 1 (2016), 199-214.
First available in Project Euclid: 8 March 2016
Permanent link to this document
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60K37: Processes in random environments 60G50: Sums of independent random variables; random walks
Secondary: 82B41: Random walks, random surfaces, lattice animals, etc. [See also 60G50, 82C41]
Scheinhardt, Werner R. W.; Kroese, Dirk P. A comparison of random walks in dependent random environments. Adv. in Appl. Probab. 48 (2016), no. 1, 199--214. https://projecteuclid.org/euclid.aap/1457466162