36. Consider the Ehrenfest urn model in which M molecules are distributed among 2 urns, and at...
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36. Consider the Ehrenfest urn model in which M molecules are distributed among 2 urns, and at each time point one of the molecules is chosen at random and is then removed from its urn and placed in the other one. Let Xn denote the number of molecules in urn 1 after the nth switch and let ìç = E[Xn]. Show that (i) ìç+é = 1 + (1 - 2/Ì)ìç
(ii) Use (i) to prove that M /M — 2 ( º M
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