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A comparison of random walks in dependent random environments

Published online by Cambridge University Press:  24 March 2016

Werner R. W. Scheinhardt
Affiliation:
University of Twente
Dirk P. Kroese
Affiliation:
The University of Queensland
Corresponding

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.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 2016 

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