Computing the Drift of Random Walks in Dependent Random Environments
نویسنده
چکیده
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.
منابع مشابه
A Comparison of Random Walks in Dependent Random Environments
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 mov...
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