On the distribution of the hitting time for the N-urn Ehrenfest model

DOI10.1016/J.SPL.2019.108625MaRDI QIDQ2288779zbMATH OpenOpenAlexFDO

Authors Cheng Xin, Qiang Yao, Erjia Cui, Minzhi Zhao

Publication date 20 January 2020

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.04219

zbMATH Keywords

Ehrenfest modelhitting timeLaplace transformMarkov chain

Mathematics Subject Classification ID

Combinatorial probability (60C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

Abstract: In this paper, we consider the N-urn Ehrenfest model. By utilizing an auxiliary continuous-time Markov chain, we obtain the explicit formula for the Laplace transform of the hitting time from a single state to a set A of states where A satisfies some symmetric properties. After obtaining the Laplace transform, we are able to compute the high-order moments(especially, variance) for the hitting time.

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Cites work

• A note on a generalized Ehrenfest urn model: another look at the mean transition times
• Another Look at the Ehrenfest Urn Via Electric Networks
• Computing an expected hitting time for the 3-urn Ehrenfest model via electric networks
• scientific article; zbMATH DE number 3934150 (Why is no real title available?)
• Introduction to stochastic processes.
• Large deviations of a long-time average in the Ehrenfest urn model
• Mean transition times for the Ehrenfest urn model

Cited in

(12)

• Computing an expected hitting time for the 3-urn Ehrenfest model via electric networks
• The distribution of random motion with Erlang-3 sojourn times
• On time's arrow in Ehrenfest models with reversible deterministic dynamics
• On the transient behavior of Ehrenfest and Engset processes
• scientific article; zbMATH DE number 3965075 (Why is no real title available?)
• Mean transition times for the Ehrenfest urn model
• Mean passage times for tridiagonal transition matrices and a two-parameter ehrenfest urn model
• A New Method for Computing the Expected Hitting Time between Arbitrary Different Configurations of the Multiple–Urn Ehrenfest Model
• Hydrodynamics of the generalized N-urn Ehrenfest model
• Scaling limits and fluctuations of a family of N-urn branching processes
• Moderate deviations of generalized N -urn Ehrenfest models
• On the uniform ergodicity rate of a fractional Ehrenfest urn model

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