Asymptotic distributions for the Ehrenfest urn and related random walks

DOI10.2307/3215058MaRDI QIDQ4891666zbMATH OpenOpenAlexFDO

Authors Michael Voit

Publication date 14 January 1997

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3215058

zbMATH Keywords

birth-and-death random walksfinite hypergroupsKrawtchouk polynomialsrandom walks on hypercubestotal variation distanceuniform distribution

Mathematics Subject Classification ID

Appell, Horn and Lauricella functions (33C65) Harmonic analysis on hypergroups (43A62) Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Classical equilibrium statistical mechanics (general) (82B05)

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(11)

• Rates of convergence to Gaussian measures on \(n\)-spheres and Jacobi hypergroups
• The cut-off phenomenon for random walks on Hamming graphs with variable growth conditions
• Random walks on binary strings applied to the somatic hypermutation of B-cells
• Cutoff profiles for quantum Lévy processes and quantum random transpositions
• Exchangeable pairs of Bernoulli random variables, Krawtchouck polynomials, and Ehrenfest urns
• Asymptotics for randomly reinforced urns with random barriers
• Asymptotics of Heat Kernels on Projective Spaces of Large Dimensions and on Disk Hypergroups
• Time to Reach Stationarity in the Bernoulli–Laplace Diffusion Model
• The Continuous-Time Ehrenfest Process in Term Structure Modelling
• Limit theorems for compact two-point homogeneous spaces of large dimensions
• Finite Gel'fand pairs and their applications to probability and statistics

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