scholarly journals Asymptotic direction for random walks in mixing random environments

2017 ◽  
Vol 22 (0) ◽  
Author(s):  
Enrique Guerra ◽  
Alejandro F. Ramírez
Keyword(s):  
Random Walks ◽  
Asymptotic Direction ◽  
Random Environments

scholarly journals A comparison of random walks in dependent random environments

2016 ◽  
Vol 48 (1) ◽  
pp. 199-214
Author(s):  
Werner R. W. Scheinhardt ◽  
Dirk P. Kroese
Keyword(s):  
Random Walks ◽  
Random Environment ◽  
Moving Average ◽  
Random Environments ◽  
Dependency Structure ◽  
Interesting Behavior

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.

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