A Symmetry Property for a Class of Random Walks in Stationary Random Environments on Z

A correspondence formula between the laws of dual Markov chains on Z with two transition jumps is established. This formula contributes to the study of random walks in stationary random environments. Counterexamples with more than two jumps are exhibited.

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Veröffentlicht in:Journal of applied probability 2012-06, Vol.49 (2), p.338-350
Hauptverfasser: Derrien, Jean-Marc, Plantevin, Frédérique
Format: Artikel
Sprache:eng
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Zusammenfassung:A correspondence formula between the laws of dual Markov chains on Z with two transition jumps is established. This formula contributes to the study of random walks in stationary random environments. Counterexamples with more than two jumps are exhibited.
ISSN:0021-9002
1475-6072
DOI:10.1239/jap/1339878790