Author:
Krafft Olaf,Schaefer Martin
Abstract
A two-parameter Ehrenfest urn model is derived according to the approach taken by Karlin and McGregor [7] where Krawtchouk polynomials are used. Furthermore, formulas for the mean passage times of finite homogeneous Markov chains with general tridiagonal transition matrices are given. In the special case of the Ehrenfest model they have quite a different structure as compared with those of Blom [2] or Kemperman [9].
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
6 articles.
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