Reversing the drift of the Ehrenfest urn model and three conditionings

被引:2
|
作者
Huillet, Thierry [1 ,2 ]
机构
[1] CNRS, UMR 8089, Lab Phys Theor & Modelisat, F-95302 Cergy Pontoise, France
[2] Univ Cergy Pontoise, F-95302 Cergy Pontoise, France
关键词
DUALITY; BIRTH;
D O I
10.1088/1751-8113/42/34/345005
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We consider a drift-reversed version of the celebrated Ehrenfest urn process with N balls. For this 'dual' process, the boundaries are assumed to be absorbing and so the killing times at the boundaries play a central role. Three natural conditionings on the fixation/extinction events pertaining to this model are investigated. Some spectral information on the conditioned Markoff chains is obtained, allowing us to draw precise new conclusions on their limiting behaviors.
引用
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页数:8
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