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M balls are initially distributed among m urns. At each stage one of the balls is selected at random, taken from whichever urn it is in, and then placed, at random, in one of the other M - 1 urns. Consider the Markov chain whose state at any time is the vector (n1, ... , nm) where ni denotes the number of balls in urn i. Guess at the limiting probabilities for this Markov chain and then verify your guess and show at the same time that the Markov chain is time reversible.

Statistics and Probability, Statistics

  • Category:- Statistics and Probability
  • Reference No.:- M91721513

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