Distributions in the Ehrenfest process

DOI10.1016/J.SPL.2005.09.013MaRDI QIDQ2496091zbMATH OpenOpenAlexFDO

Authors Srinivasan Balaji, Hosam M. Mahmoud, Osamu Watanabe

Publication date 30 June 2006

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

Full work available at URL https://doi.org/10.1016/j.spl.2005.09.013

zbMATH Keywords

Ehrenfest modelKrawtchouk matrixLeonard pairspartial differential equationrandom structurestochastic processurns

Mathematics Subject Classification ID

Combinatorial probability (60C05) Central limit and other weak theorems (60F05) Stochastic processes (60G99)

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Cites work

• Embedding of Urn Schemes into Continuous Time Markov Branching Processes and Related Limit Theorems
• scientific article; zbMATH DE number 3548141 (Why is no real title available?)
• scientific article; zbMATH DE number 2226659 (Why is no real title available?)
• Random sprouts as internet models, and Pólya processes
• Stochastic Algorithms: Foundations and Applications
• Strong convergence of proportions in a multicolor Pólya urn
• The size of random bucket trees via urn models
• Two linear transformations each tridiagonal with respect to an eigenbasis of the other: comments on the split decomposition

Cited in

(16)

• Distributions, continued fractions, and the Ehrenfest urn model
• Equilibrium distributions in entropy driven balanced processes
• The continuous-time triangular Pólya process
• Distributions in the constant-differentials Pólya process
• Drawing multisets of balls from tenable balanced linear urns
• Distributions in a class of Poissonized urns with an application to Apollonian networks
• On the transient behavior of Ehrenfest and Engset processes
• A modified Pólya urn process and an index for spatial distributions with volume exclusion
• A note on a generalized Ehrenfest urn model: another look at the mean transition times
• On Bagchi-Pal urn models and related Pólya-Friedman ones
• scientific article; zbMATH DE number 3856088 (Why is no real title available?)
• Asymptotic distributions for the Ehrenfest urn and related random walks
• Phases in the diffusion of gases via the Ehrenfest urn model
• Characterizations of asymptotic distributions of continuous-time Pólya processes
• Generalized Pólya urn Designs with Null Balance
• Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options

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