Computing the Drift of Random Walks in Dependent Random Environments

Werner R. W. Scheinhardt; Dirk P. Kroese

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arXiv · 1406.3390

Computing the Drift of Random Walks in Dependent Random Environments

Werner R. W. Scheinhardt·Dirk P. Kroese

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Abstract

Although the theoretical behavior of one-dimensional random walks in random environments is well understood, the numerical evaluation of various characteristics of such processes has received relatively little attention. This paper develops new theory and methodology for the computation of the drift of the random walk for various dependent random environments, including $k$-dependent and moving average environments.

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BibTeX RIS

Werner R. W. Scheinhardt, Dirk P. Kroese. 2014-06-12. Computing the Drift of Random Walks in Dependent Random Environments. https://arxiv.org/abs/1406.3390

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