On the distribution of the hitting time for the N–urn Ehrenfest model

Cheng Xin; Minzhi Zhao; Qiang Yao; Erjia Cui

doi:10.1016/j.spl.2019.108625

On the distribution of the hitting time for the N–urn Ehrenfest model

Cheng Xin
, Minzhi Zhao
, Qiang Yao^*
, Erjia Cui

^*Corresponding author for this work

School of Statistics

Zhejiang University

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

In this paper, we consider the N–urn Ehrenfest model. By utilizing an auxiliary continuous-time Markov chain, we obtain the explicit formula for the Laplace transform of the hitting time from a single state to a set A of states where A satisfies some symmetric properties. After obtaining the Laplace transform, we are able to compute the high-order moments (especially, variance) for the hitting time.

Original language	English
Article number	108625
Journal	Statistics and Probability Letters
Volume	157
DOIs	https://doi.org/10.1016/j.spl.2019.108625
State	Published - Feb 2020

Keywords

Ehrenfest model
Hitting time
Laplace transform
Markov chain

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10.1016/j.spl.2019.108625

Cite this

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title = "On the distribution of the hitting time for the N–urn Ehrenfest model",

abstract = "In this paper, we consider the N–urn Ehrenfest model. By utilizing an auxiliary continuous-time Markov chain, we obtain the explicit formula for the Laplace transform of the hitting time from a single state to a set A of states where A satisfies some symmetric properties. After obtaining the Laplace transform, we are able to compute the high-order moments (especially, variance) for the hitting time.",

keywords = "Ehrenfest model, Hitting time, Laplace transform, Markov chain",

author = "Cheng Xin and Minzhi Zhao and Qiang Yao and Erjia Cui",

note = "Publisher Copyright: {\textcopyright} 2019 Elsevier B.V.",

year = "2020",

month = feb,

doi = "10.1016/j.spl.2019.108625",

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AU - Xin, Cheng

AU - Zhao, Minzhi

AU - Yao, Qiang

AU - Cui, Erjia

PY - 2020/2

Y1 - 2020/2

N2 - In this paper, we consider the N–urn Ehrenfest model. By utilizing an auxiliary continuous-time Markov chain, we obtain the explicit formula for the Laplace transform of the hitting time from a single state to a set A of states where A satisfies some symmetric properties. After obtaining the Laplace transform, we are able to compute the high-order moments (especially, variance) for the hitting time.

AB - In this paper, we consider the N–urn Ehrenfest model. By utilizing an auxiliary continuous-time Markov chain, we obtain the explicit formula for the Laplace transform of the hitting time from a single state to a set A of states where A satisfies some symmetric properties. After obtaining the Laplace transform, we are able to compute the high-order moments (especially, variance) for the hitting time.

KW - Ehrenfest model

KW - Hitting time

KW - Laplace transform

KW - Markov chain

UR - https://www.scopus.com/pages/publications/85072713350

U2 - 10.1016/j.spl.2019.108625

DO - 10.1016/j.spl.2019.108625

M3 - 文章

AN - SCOPUS:85072713350

SN - 0167-7152

VL - 157

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

M1 - 108625

ER -

On the distribution of the hitting time for the N–urn Ehrenfest model

Abstract

Keywords

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