Asymptotics for directed random walks in random environments (Q1897822)

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scientific article; zbMATH DE number 794416
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Asymptotics for directed random walks in random environments
scientific article; zbMATH DE number 794416

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    Asymptotics for directed random walks in random environments (English)
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    1 April 1996
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    Random walks in random environments attract the attention of both probabilists and mathematical physicists. Models of electron motion in crystals with impurities can control the location and nature of the defects in the statistics sense only. Technically it amounts to treat the transition rates of the walk as random variables. For the pure birth process \(\{x(t),\;0 \leq t < \infty\}\) interpreted as the position of the integer-valued random walk at time \(t\), the probability \(P_n(t)\) that the random walk is in state \(n\) at time \(t\) is determined via the master equation involving independent, identically distributed nonnegative random variables instead of conventional transition rates. Rigorous proofs are given for the rate of convergence in the strong law of large numbers for \(x(t)\), and the Gaussian approximation for \(x(t)\) is established.
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    directed random walks
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    asymptotics
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    random walks in random environments
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    master equation
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    strong law of large numbers
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    Gaussian approximation
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