Velocity and Lyapunov exponents of some random walks in random environment
type: Item
instance of: scholarly article
title: Velocity and Lyapunov exponents of some random walks in random environment
zbMATH Open document ID: 0972.60099
DOI: 10.1016/S0246-0203(00)00144-8
author: Martin P. W. Zerner
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2001-11-07T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77677
review text: The author links two different concepts concerning the asymptotic behavior of multidimensional random walks in random environment satisfying Kalikow's condition. First, an expression for the asymptotic velocity of the random walk can be derived using some renewal times, law of large numbers and central limit theorem for the walk [see \textit{A.-S. Sznitman} and the author, Ann. Probab. 27, No. 4, 1851-1869 (1999; Zbl 0965.60100)]. Second, certain Lyapunov exponents are used to obtain the rate function for some large deviation principle for the walk [see the author, ibid. 26, No. 4, 1446-1476 (1998; Zbl 0937.60095)]. An alternative expression for the asymptotic velocity of the walk is given in terms of the Lyapunov exponents.
reviewed by: Mihai Gradinaru
Mathematics Subject Classification ID: 60K37
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 1559460
zbMATH Keywords: random walk in random environment
zbMATH Keywords: law of large numbers
zbMATH Keywords: Lyapunov exponents
MaRDI profile type: Publication
Wikidata QID: Q127628701
OpenAlex ID: W2057479074
description: scientific article; zbMATH DE number 1559460