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expected time for all balls to be put in urn 2 Ehrenfest model
Ruin-time in Gambler's RuinsDistribution of a stopping timeExpected number of red balls in an urn | a specific ball being in itExpected hitting time of Ornstein-Uhlenbeck processExpected Value Of Number of Removals From UrnUrn problem and expected valuesStochastic process over the expected time of tasting all $N$ dishes of a restaurantExpected Value in Urn ProblemExpected hitting time of Ehrenfest modelRandom Walk: Proving that $1 = sum_m=0^nP_0(S_n-m = 0)P_0(tau_0 > m)$
$begingroup$
I am trying to calculate the maximal hitting time of the Lazy Random Walk on the $n$-dimensional hypercube(I know it is $2^n$). I'm using the Ehrenfest urn model. Let $X_t$ be the number of balls in Urn 1 in time $t$, $tau_x=inft>0$ the hitting time of $x$. The question is how to calculate the expected time, so that starting with all balls in Urn $1$, we end with all the balls in Urn $2$ and more precisely $mathbbE_n(tau_0)=$?
Thank you in advance!
probability probability-theory stochastic-processes stochastic-calculus balls-in-bins
$endgroup$
add a comment |
$begingroup$
I am trying to calculate the maximal hitting time of the Lazy Random Walk on the $n$-dimensional hypercube(I know it is $2^n$). I'm using the Ehrenfest urn model. Let $X_t$ be the number of balls in Urn 1 in time $t$, $tau_x=inft>0$ the hitting time of $x$. The question is how to calculate the expected time, so that starting with all balls in Urn $1$, we end with all the balls in Urn $2$ and more precisely $mathbbE_n(tau_0)=$?
Thank you in advance!
probability probability-theory stochastic-processes stochastic-calculus balls-in-bins
$endgroup$
add a comment |
$begingroup$
I am trying to calculate the maximal hitting time of the Lazy Random Walk on the $n$-dimensional hypercube(I know it is $2^n$). I'm using the Ehrenfest urn model. Let $X_t$ be the number of balls in Urn 1 in time $t$, $tau_x=inft>0$ the hitting time of $x$. The question is how to calculate the expected time, so that starting with all balls in Urn $1$, we end with all the balls in Urn $2$ and more precisely $mathbbE_n(tau_0)=$?
Thank you in advance!
probability probability-theory stochastic-processes stochastic-calculus balls-in-bins
$endgroup$
I am trying to calculate the maximal hitting time of the Lazy Random Walk on the $n$-dimensional hypercube(I know it is $2^n$). I'm using the Ehrenfest urn model. Let $X_t$ be the number of balls in Urn 1 in time $t$, $tau_x=inft>0$ the hitting time of $x$. The question is how to calculate the expected time, so that starting with all balls in Urn $1$, we end with all the balls in Urn $2$ and more precisely $mathbbE_n(tau_0)=$?
Thank you in advance!
probability probability-theory stochastic-processes stochastic-calculus balls-in-bins
probability probability-theory stochastic-processes stochastic-calculus balls-in-bins
edited Mar 14 at 16:21
Max
9071318
9071318
asked Mar 14 at 16:11
Magdalena SavovaMagdalena Savova
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