Distributions in the Ehrenfest process

Srinivasan Balaji, Hosam M. Mahmoud and Osamu Watanabe

Statistics & Probability Letters, 2006, vol. 76, issue 7, 666-674

Abstract: The quest continues for cases of interest where the differential equations for the Pólya process are amenable to an asymptotic solution. We introduce a tenable class of urns that generalize the classical Ehrenfest model, and analyze the Ehrenfest process obtained by embedding the discrete evolution in real time. We show that lurking under the Ehrenfest process is a limiting binomial distribution, whose number of trials is an integer invariant property of the process.

Keywords: Urns; Ehrenfest; model; Random; structure; Stochastic; process; Partial; differential; equation; Leonard; pairs; Krawtchouk; matrix (search for similar items in EconPapers)
Date: 2006
References: View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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