Time to reach stationarity in the Bernoulli-Laplace diffusion model
Consider two urns, the left containing $n$ red balls, the right containing $n$ black balls. At each time a ball is chosen at random in each urn and the two balls are switched. We show it takes $\tfrac{1} {4}n\log n + cn$ switches to mix up the urns. The argument involves lifting the urn model to a r...
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Veröffentlicht in: | SIAM journal on mathematical analysis 1987, Vol.18 (1), p.208-218 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | Consider two urns, the left containing $n$ red balls, the right containing $n$ black balls. At each time a ball is chosen at random in each urn and the two balls are switched. We show it takes $\tfrac{1} {4}n\log n + cn$ switches to mix up the urns. The argument involves lifting the urn model to a random walk on the symmetric group and using the Fourier transform (which in turn involves the dual Hahn polynomials). The methods apply to other "nearest neighbor" walks on two-point homogeneous spaces. |
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ISSN: | 0036-1410 1095-7154 |
DOI: | 10.1137/0518016 |