Ehrenfest urn models
- 1 December 1965
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 2 (2) , 352-376
- https://doi.org/10.2307/3212199
Abstract
In the Ehrenfest model with continuous time one considers two urns and N balls distributed in the urns. The system is said to be in state i if there are i balls in urn I, N − i balls in urn II. Events occur at random times and the time intervals T between successive events are independent random variables all with the same negative exponential distributionWhen an event occurs a ball is chosen at random (each of the N balls has probability 1/N to be chosen), removed from its urn, and then placed in urn I with probability p, in urn II with probability q = 1 − p, (0 < p < 1).Keywords
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