A note on the law of large numbers for directed random walks in random environments

We prove that the directed random walk satisfies the strong law of large numbers if and only if the environment has a finite mean.

Year of publication:	1994
Authors:	Jorváth, Lajos ; Shao, Qi-Man
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 54.1994, 2, p. 275-279
Publisher:	Elsevier
Keywords:	Directed random walk Strong law of large numbers Renewal processes

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874824