Translator Disclaimer
March 2016 A comparison of random walks in dependent random environments
Werner R. W. Scheinhardt, Dirk P. Kroese
Author Affiliations +
Adv. in Appl. Probab. 48(1): 199-214 (March 2016).

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.

Citation

Download Citation

Werner R. W. Scheinhardt. Dirk P. Kroese. "A comparison of random walks in dependent random environments." Adv. in Appl. Probab. 48 (1) 199 - 214, March 2016.

Information

Published: March 2016
First available in Project Euclid: 8 March 2016

zbMATH: 1337.60251
MathSciNet: MR3473574

Subjects:
Primary: 60G50, 60K37
Secondary: 82B41

Rights: Copyright © 2016 Applied Probability Trust

JOURNAL ARTICLE
16 PAGES

This article is only available to subscribers.
It is not available for individual sale.
+ SAVE TO MY LIBRARY

SHARE
Vol.48 • No. 1 • March 2016
Back to Top