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
Hauptverfasser: DIACONIS, P, SHAHSHAHANI, M
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.
ISSN:0036-1410
1095-7154
DOI:10.1137/0518016