Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Correlated random walks and their continuous time counterpart

Auteur(s):

Code(s) de Classification MSC:

Résumé: In this work we give a necessary and sufficient condition of recurrence for correlated random walks on $\Z$. We consider also the case of an i.i.d. environment, compute their asymptotic velocity of escape to infinity, and notice a "slowdown" phenomena. For the continuous time counterpart of these walks on $\R$, we give an analog condition. In the transient case, the potential operator makes a striking link with diffusion processes.

Mots Clés: Correlated random walks ; random environment ; potential operator

Date: 2002-09-10

Prépublication numéro: PMA-754

Pdf file : PMA-754.pdf