A comparison of random walks in dependent random environments. (March 2016)

• Record Type: Journal Article
• Authors: Scheinhardt, Werner R. W.; Kroese, Dirk P.
• Is Part Of: Advances in applied probability. Volume 48:Number 1(2016)
• Page Start: 199
• Page End: 214
• Publication Date: 2016-03
• Subjects: Random walk, -- dependent random environment, -- drift, -- Perron–Frobenius eigenvalue; Primary 60K37, -- 60G50, -- Secondary 82B41; Probabilities -- Periodicals; Stochastic models -- Periodicals; Electronic journals; Periodicals; 519.2
• DOI: 10.1017/apr.2015.13
• Languages: English
• ISSNs: 0001-8678

Abstract

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.