Fluctuation Theory for the Ehrenfest urn

Authors
Citation
H. Bingham, N., Fluctuation Theory for the Ehrenfest urn, Advances in applied probability , 23(3), 1991, pp. 598-611
ISSN journal
00018678
Volume
23
Issue
3
Year of publication
1991
Pages
598 - 611
Database
ACNP
SICI code
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.