Lyapunov functions for random walks and strings in random environment
成果类型：
Article
署名作者：
Comets, F; Menshikov, M; Popov, S
署名单位：
Universite Paris Cite; Universidade de Sao Paulo
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
发表日期：
1998
页码：
1433-1445
关键词：
摘要：
We study two typical examples of countable Markov chains in random environment using the Lyapunov functions method: random walk and random string in random environment. In each case we construct an explicit Lyapunov function. Investigating the behavior of this function, we get the classification for recurrence, transience, ergodicity. We obtain new results for random strings in random environment, though we simply review well-known results for random walks using our approach.