A Markov chain identity and monotonicity of the diffusion constants for a random walk in a heterogeneous environment
1990 ◽
Vol 108
(1)
◽
pp. 111-126
◽
Keyword(s):
A Cell
◽
AbstractWe consider a 2-dimensional square lattice which is partitioned into a periodic array of rectangular cells, on which a nearest neighbour random walk with symmetric increments is defined whose transition probabilities only depend on the relative position within a cell. On the basis of a determinantal identity proved in this paper, we obtain a result for finite Markov chains which shows that the diffusion constants for the random walk are monotonic functions of the individual transition probabilities. We point out the similarity of this monotonicity property to Rayleigh's Monotonicity Law for electric networks or, equivalently, reversible random walks.
2014 ◽
Vol 25
(07)
◽
pp. 1450025
◽
2018 ◽
Vol 28
(09)
◽
pp. 1831-1856
◽
1986 ◽
Vol 38
(2)
◽
pp. 397-415
◽