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most citedOn the Dual Representation of Coherent Risk Measures

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math.PR2016

A new method for computing the expected hitting time between arbitrary different configurations of the multiple-urn Ehrenfest model

Sai Song, Qiang Yao

We study a multiple-urn version of the Ehrenfest model. In this setting, we denote the n urns by Urn 1 to Urn n, where n>=2. Initially, M balls are randomly placed in the n urns. A…