Accession Number : AD0659488

Title :   LIMIT THEOREMS FOR THE MULTI-URN EHRENFEST MODEL.

Descriptive Note : Technical rept.,

Corporate Author : CORNELL UNIV ITHACA N Y DEPT OF INDUSTRIAL ENGINEERING AND OPERATIONS RESEARCH

Personal Author(s) : Iglehart,Donald L.

Report Date : JUL 1967

Pagination or Media Count : 28

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)

Descriptors :   (*STOCHASTIC PROCESSES, PROBABILITY), (*PROBABILITY, MATHEMATICAL MODELS), EPIDEMIOLOGY, STATISTICAL MECHANICS, QUEUEING THEORY, INVARIANCE, MEASURE THEORY, INEQUALITIES, RANDOM VARIABLES, CONVERGENCE, SEQUENCES(MATHEMATICS), BROWNIAN MOTION, THEOREMS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE