First passage time density for the Ehrenfest model

M.B. Flegg and P.K Pollett

[Full Text]

Abstract: We derive an explicit expression for the probability density of the first passage time to state 0 for the Ehrenfest diffusion model in continuous time.

Keywords: Urn models; hitting times

Acknowledgement: This worked was funded by the Australian Research Council.

The authors:

• Mark Flegg, School of Physical and Chemical Sciences, Queensland University of Technology. m.flegg@qut.edu.au
• Phil Pollett, Discipline of Mathematics, The University of Queensland. pkp@maths.uq.edu.au

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Last modified: 26th February 2007