English

Random walk in random environment and their time-reversed counterpart

Probability 2019-11-07 v1

Abstract

The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal which leads to several results. More precisely, a time-reversed random walk in Dirichlet environment (with null divergence) is also a random walk in random environment where the transition probabilities are independent Dirichlet random variables with different parameters. We show that on all graphs that satisfy a few weak assumptions, a random walk in random environment with independent transition probabilities and such that the transition probabilities of the time-reversed random walk in random environment are also independent is a random walk in Dirichlet environment.

Keywords

Cite

@article{arxiv.1911.02183,
  title  = {Random walk in random environment and their time-reversed counterpart},
  author = {Rémy Poudevigne},
  journal= {arXiv preprint arXiv:1911.02183},
  year   = {2019}
}

Comments

19 pages

R2 v1 2026-06-23T12:06:58.726Z