A comparison of random walks in dependent random environments

Research output: Contribution to journalArticleAcademicpeer-review

47 Downloads (Pure)


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.
Original languageEnglish
Pages (from-to)199-214
Number of pages16
JournalAdvances in applied probability
Issue number1
Publication statusPublished - Mar 2016


  • MSC-60K37
  • MSC-60G50
  • 2023 OA procedure


Dive into the research topics of 'A comparison of random walks in dependent random environments'. Together they form a unique fingerprint.

Cite this