M balls are initially distributed among m urns. At each stage one of the balls is selected

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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 placed, at random, in one of the other m - 1 urns Consider the Markov chain whose state at any time is the vector (n,, nm), where n, 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

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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