The need for speed: maximizing the speed of random walk in fixed environments

Eviatar Ben Procaccia (Weizmann Institute of Science)
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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