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Random Walk in Random Environment


A random walk in random environment has transition probabilities that are sampled randomly and then held fixed during the walk. Conditional on the environment, it is a Markov chain. For a nearest-neighbor random walk on Z^d, an environment specifies a probability vector with components omega(x,e) at every vertex x, for the 2d coordinate unit steps e. Its transition probabilities satisfy

 P_omega(X_(n+1)=x+e|X_n=x)=omega(x,e)

whenever P_omega(X_n=x)>0. This conditional law is the quenched law, while averaging it over the environment gives the annealed law. Independent and identically distributed environments mean that the complete rows at distinct vertices are independent and identically distributed, not that entries within a row are independent. Strict ellipticity requires every omega(x,e) to be positive almost surely. Uniform ellipticity strengthens this to a deterministic common positive lower bound.

For a fixed nonzero direction l in R^d, directional transience is the event A_l={X_n·l->+infty}.


See also

Annealed Law, Ballistic Random Walk, Directional Transience, Markov Chain, Quenched Law, Random Walk

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References

Drewitz, A. and Ramírez, A. F. "Selected Topics in Random Walks in Random Environment." In Topics in Percolative and Disordered Systems. (Ed. A. F. Ramírez, G. Ben Arous, P. A. Ferrari, C. M. Newman, V. Sidoravicius, and M. E. Vares). New York: Springer, pp. 23-83, 2014. https://doi.org/10.1007/978-1-4939-0339-9_3.

Cite this as:

Weisstein, Eric W. "Random Walk in Random Environment." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/RandomWalkinRandomEnvironment.html

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