scholarly journals Large deviations for random walks in a mixing random environment and other (non-Markov) random walks

2004 ◽  
Vol 57 (9) ◽  
pp. 1178-1196 ◽  
Author(s):  
F. Rassoul-Agha
2016 ◽  
Vol 48 (1) ◽  
pp. 199-214
Author(s):  
Werner R. W. Scheinhardt ◽  
Dirk P. Kroese

Abstract 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.


2005 ◽  
Vol 121 (3-4) ◽  
pp. 361-372 ◽  
Author(s):  
C. Boldrighini ◽  
G. Cosimi ◽  
S. Frigio ◽  
A. Pellegrinotti

2009 ◽  
Vol 147 (1-2) ◽  
pp. 43-88 ◽  
Author(s):  
Alexander Fribergh ◽  
Nina Gantert ◽  
Serguei Popov

2018 ◽  
Vol 97 (6) ◽  
Author(s):  
Hendrik Schawe ◽  
Alexander K. Hartmann ◽  
Satya N. Majumdar

Sign in / Sign up

Export Citation Format

Share Document