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Ehrenfest urn model (Pi,i+1​=(k−i)/k,Pi,i−1​=i/k)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Markov process Markov chain
2026-10-06  0 By others on same topic  0 Discussions Create my own version
The Ehrenfest urn model moves one uniformly chosen ball between two boxes at each step. For k≥1 balls, the count in one box is a Markov chain on {0,…,k}. Its stationary distribution is 2−k(ik​), 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 2k.

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  1. Markov chain
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  • Past exam of the mathematics course of the University of Cambridge / 2016 / ib / Paper 4 / 9H / a / Solution

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