On the distribution of the hitting time for the N-urn Ehrenfest model
arXiv:1810.04219 · doi:10.1016/j.spl.2019.108625
Abstract
In this paper, we consider the N-urn Ehrenfest model. By utilizing an auxiliary continuous-time Markov chain, we obtain the explicit formula for the Laplace transform of the hitting time from a single state to a set A of states where A satisfies some symmetric properties. After obtaining the Laplace transform, we are able to compute the high-order moments(especially, variance) for the hitting time.
18 pages