Ehrenfest urn model

ID: ehrenfest-urn-model

The Ehrenfest urn model moves one uniformly chosen ball between two boxes at each step. For balls, the count in one box is a Markov chain on . Its stationary distribution is , and detailed balance makes it a reversible Markov chain. The chain has period two, but its mean recurrence time to the all-in-one-box state is still .

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