A comparison of random walks in dependent random environments

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Although the theoretical behavior of one-dimensional random walks in random environments is well understood, the actual evaluation of various characteristics of such processes has received relatively little attention. This paper develops new methodology for the exact computation of the drift in such models. Focusing on random walks in dependent random environments, including $k$-dependent and moving average environments, we show how the drift can be characterized and found using Perron-Frobenius theory. We compare random walks in various dependent environments and show that their drift behavior can differ signicantly.
Original languageUndefined
Place of PublicationEnschede
PublisherUniversity of Twente, Department of Applied Mathematics
Number of pages20
Publication statusPublished - 16 Jan 2015

Publication series

NameMemorandum of the Department of Applied Mathematics
ISSN (Print)1874-4850


  • Dependent Random environment
  • MSC-82B41
  • IR-93879
  • METIS-312480
  • Random walk
  • Drift
  • EWI-25618
  • Perron-Frobenius eigenvalue
  • MSC-60K37

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