II:) Ehrenfest chain. This chain originated in physics as a model for two cubical volumes of air connected by a small hole. In the mathematical version, we have two "urns," in which there are a total of N balls. We pick one of the N balls at random and move it to the other urn. Let X, be the number of balls in the "left" urn after the nth draw. • Show that Xn is a Markov Chain and find its one-step transition probability matrix. • Is this chain Ergodic? Why?

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.7: Distinguishable Permutations And Combinations
Problem 29E
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II:) Ehrenfest chain. This chain originated in physics as a model for two cubical
volumes of air connected by a small hole. In the mathematical version, we have two "urns," in which
there are a total of N balls. We pick one of the N balls at random and move it to the other urn. Let X,
be the number of balls in the "left" urn after the nth draw.
• Show that Xn is a Markov Chain and find its one-step transition probability matrix.
• Is this chain Ergodic? Why?
Transcribed Image Text:II:) Ehrenfest chain. This chain originated in physics as a model for two cubical volumes of air connected by a small hole. In the mathematical version, we have two "urns," in which there are a total of N balls. We pick one of the N balls at random and move it to the other urn. Let X, be the number of balls in the "left" urn after the nth draw. • Show that Xn is a Markov Chain and find its one-step transition probability matrix. • Is this chain Ergodic? Why?
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