Recurrence and transience of random walks in random environments on a strip (Q5938865): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 23:43, 4 March 2024
scientific article; zbMATH DE number 1631059
Language | Label | Description | Also known as |
---|---|---|---|
English | Recurrence and transience of random walks in random environments on a strip |
scientific article; zbMATH DE number 1631059 |
Statements
Recurrence and transience of random walks in random environments on a strip (English)
0 references
7 August 2001
0 references
The authors investigate the general problem of recurrence and transience random walks on a strip. The main result of the paper consists in establishing a relation between the characteristics of random walk and the top Lyapunov exponent of a product of a stationary sequence of positive matrices. In particular it is shown that if the Lyapunov exponent is negative, the random walk converges to \(+\infty\) with probability one and if it is positive, the random walk is shown to converge to \(-\infty\). Finally the random walk is shown to be recurrent if the exponent is zero.
0 references
random walks
0 references
Lyapunov exponent
0 references