Recurrence and transience of random walks in random environments on a strip (Q5938865)
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scientific article; zbMATH DE number 1631059
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English | Recurrence and transience of random walks in random environments on a strip |
scientific article; zbMATH DE number 1631059 |
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Recurrence and transience of random walks in random environments on a strip (English)
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7 August 2001
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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.
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random walks
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Lyapunov exponent
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