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Fluctuation Theory for the Ehrenfest urn

Published online by Cambridge University Press:  01 July 2016

N. H. Bingham
N. H. Bingham*
Affiliation:
Royal Holloway and Bedford New College, London
*
∗Postal address: Department of Mathematics, Royal Holloway and Bedford New College, Egham Hill, Egham, Surrey TW20 0EX, UK.
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Abstract

The Ehrenfest urn model with d balls, or alternatively random walk on the unit cube in d dimensions, is considered in discrete and continuous time, together with related models. Attention is focused on the fluctuation theory of the model—behaviour on unusual states—and in particular on first passage to the opposite vertex. Applications to statistical mechanics, reliability theory and genetics are surveyed, and some new results are obtained.

Keywords

RANDOM WALKUNIT CUBE IN D DIMENSIONSGROUP REPRESENTATIONSGELFAND PAIRSFIRST-PASSAGE TIMEGENETICSRELIABILITY THEORYSTATISTICAL MECHANICS
Type
Research Article
Information
Advances in Applied Probability , Volume 23 , Issue 3 , September 1991 , pp. 598 - 611
Copyright
Copyright © Applied Probability Trust 1991 

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