LIMIT THEOREMS FOR THE MULTI-URN EHRENFEST MODEL.
Abstract
In the multi-urn Ehrenfest model N balls are distributed among d+1 (d>2) urns. At discrete epochs a ball is chosen at random from one of the d+1 urns; each of the N balls has probability 1/N of being selected. The ball chosen is removed from its urn and placed in urn i with a given probability pi. The state of the process is specified by the occupation numbers of the various urns. The principal result in this paper is to obtain limit theorems for the occupation numbers, suitably translated and scaled, as N tends to infinity. Applications of this model in statistical mechanics, networks of queues, and epidemic theory are discussed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1967
- Accession Number
- AD0659488
Entities
People
- Donald Iglehart
Organizations
- Cornell University College of Engineering