A NOTE ON A GENERALIZED EHRENFEST URN MODEL: ANOTHER LOOK AT THE MEAN TRANSITION TIMES

作者:Lathrop Eve D; Goldstein Isaac H; Chen Yung Pin*
来源:Journal of Applied Probability, 2016, 53(2): 630-632.
DOI:10.1017/jpr.2016.28

摘要

This note is motivated by Blom's work in 1989. We consider a generalized Ehrenfest urn model in which a randomly-chosen ball has a positive probability of moving from one urn to the other urn. We use recursion relations between the mean transition times to derive formulas in terms of finite sums, which are shown to be equivalent to the definite integrals obtained by Blom.

  • 出版日期2016-6