Random Walks in Random Environment (3)
許順吉中央大學數學系 上午 10:00–12:00 鴻經館 M328 室摘要:
This is a continuation of our previous discussion on Solomon’s paper. We will continue to discuss the average speed of a 1-d random walk in random environment. We explore the stationarity of the sequence of ladder random variables. Based on this observation, then the ergodic theorem can be applied to derive the average speed of the random walk.
參考：
Fred Solomon (1975) Random Walks in a Random Environment, Ann. Probab, Vol 3 P1-31
H. Kesten, M.V. Kozlov and F. Spitzer (1975), A Limit Law for Random Walk in a Random Environment. 30, 145-168
Pal Revesz (1990) Random Walk in Random and Non-random Environments, World Scientific