A symmetry property for a class of random walks in stationary random environments on Z

A symmetry property for a class of random walks in stationary random environments on Z

Jean-Marc Derrien and Frédérique Plantevin

Source: J. Appl. Probab. Volume 49, Number 2 (2012), 338-350.

Abstract

A correspondence formula between the laws of dual Markov chains on Z with two transition jumps is established. This formula contributes to the study of random walks in stationary random environments. Counterexamples with more than two jumps are exhibited.

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Primary Subjects: 60J10, 60K37

Keywords: Markov chain; duality; random walk; stationary random environment; conductance and resistance

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1339878790
Digital Object Identifier: doi:10.1239/jap/1339878790
Zentralblatt MATH identifier: 06053715
Mathematical Reviews number (MathSciNet): MR2977799

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