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May, 1984 Recurrence and Transience Criteria for Random Walk in a Random Environment
Eric S. Key
Ann. Probab. 12(2): 529-560 (May, 1984). DOI: 10.1214/aop/1176993304

Abstract

Oseledec's Multiplicative Ergodic Theorem is used to give recurrence and transience criteria for random walk in a random environment on the integers. These criteria generalize those given by Solomon in the nearest-neighbor case. The methodology for random environments is then applied to Markov chains with periodic transition functions to obtain recurrence and transience criteria for these processes as well.

Citation

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Eric S. Key. "Recurrence and Transience Criteria for Random Walk in a Random Environment." Ann. Probab. 12 (2) 529 - 560, May, 1984. https://doi.org/10.1214/aop/1176993304

Information

Published: May, 1984
First available in Project Euclid: 19 April 2007

zbMATH: 0545.60066
MathSciNet: MR735852
Digital Object Identifier: 10.1214/aop/1176993304

Subjects:
Primary: 60J10
Secondary: 60J15

Keywords: linear equations with random coefficients , Lyapunov numbers , Markov chain , Oseledec's Multiplicative Ergodic Theorem , random walk in a periodic environment , Random walk in a random environment , recurrence , transience

Rights: Copyright © 1984 Institute of Mathematical Statistics

Vol.12 • No. 2 • May, 1984
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