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

来源：

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL | 2009年 / 42卷 / 34期

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

页数：8