Ehrenfest Chain. Consider a system in which ν particles move in discrete time between two locations 1 and 2. At each time period, a particle chosen at random moves from its location to the other one....

Ehrenfest Chain. Consider a system in which ν particles move in discrete time between two locations 1 and 2. At each time period, a particle chosen at random moves from its location to the other one. Let
Xn
denote the number of particles in location 1 at time n. Justify that
Xn
is an irreducible Markov chain with period 2 and show that its stationary distribution is a binomial distribution.

May 07, 2022
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