The need for speed: maximizing the speed of random walk in fixed environments
Ron Rosenthal (The Hebrew University of Jerusalem)
Abstract
We study nearest neighbor random walks in fixed environments of $\mathbb{Z}$ composed of two point types : $(\frac{1}{2},\frac{1}{2})$ and$(p,1-p)$ for $p>\frac{1}{2}$. We show that for every environmentwith density of $p$ drifts bounded by $\lambda$ we have $\limsup_{n\rightarrow\infty}\frac{X_n}{n}\leq (2p-1)\lambda$, where $X_n$ is a random walk in the environment. In addition up to some integereffect the environment which gives the greatest speed is given byequally spaced drifts.
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Pages: 1-19
Publication Date: February 11, 2012
DOI: 10.1214/EJP.v17-1800
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