FLUCTUATION THEORY FOR THE EHRENFEST URN

被引：25

作者：

BINGHAM, NH

机构：

来源：

ADVANCES IN APPLIED PROBABILITY | 1991年 / 23卷 / 03期

关键词：

RANDOM WALK; UNIT CUBE IN D DIMENSIONS; GROUP REPRESENTATIONS; GELFAND PAIRS; 1ST-PASSAGE TIME; GENETICS; RELIABILITY THEORY; STATISTICAL MECHANICS;

D O I：

10.2307/1427624

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：598 / 611

页数：14

共 58 条

[31] AN EIGENVALUE DECOMPOSITION FOR 1ST HITTING TIMES IN RANDOM-WALKS [J].