Recurrence and Transience Criteria for Random Walk in a Random Environment

Abstract

Oseledec's Multiplicative Ergodic Theorem is used to give recurrence and transience criteria for random walk in a random environment on the integers. These criteria generalize those given by Solomon in the nearest-neighbor case. The methodology for random environments is then applied to Markov chains with periodic transition functions to obtain recurrence and transience criteria for these processes as well.

Identifiers

DOI

10.1214/aop/1176993304

Citations and references