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A continuous-time analogue of random walk in a random environment

Published online by Cambridge University Press:  14 July 2016

Grant Ritter
Grant Ritter*
Affiliation:
University of Florida
*
∗Postal address: Department of Mathematics, 201 Walker Hall, Gainesville, Florida 32611, U.S.A.
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Abstract

By making the time parameters of a birth and death process random variables, we create a continuous-time analogue of random walk in a random environment. Criteria for recurrence or transience are discussed and an a.s. convergence law is determined.

Keywords

RANDOM WALKRANDOM ENVIRONMENTBIRTH-DEATH PROCESS
Type
Short Communications
Information
Journal of Applied Probability , Volume 17 , Issue 1 , March 1980 , pp. 259 - 264
Copyright
Copyright © Applied Probability Trust 1980 

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References

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