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Une généralisation du modèle de diffusion de Bernoulli–Laplace

Part of: Markov processes Combinatorial probability

Published online by Cambridge University Press:  14 July 2016

Djaouad Taïbi
Djaouad Taïbi*
Affiliation:
Université de Rouen
*
∗Postal address: Laboratoire d'Analyse et Modèles Stochastiques, URA CNRS 1378, Université de Rouen, 76821 Mont Saint Aignan Cedex, France.
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Abstract

A generalization of the Bernoulli–Laplace diffusion model is proposed. We consider the case where the number of balls exchanged is greater than one. We show that the stationary distribution is the same as in the classical scheme and we give the mean and the variance of the process. In a second stage, we study the asymptotic approximation based on the diffusion process. A solution of transition density is given using Legendre polynomials.

Keywords

MODÈLE DE BERNOULLI–LAPLACEPROBABILITÉ STATIONNAIRECHAÎNE À SYMÉTRIE CENTRALEPROCESSUS DE DIFFUSION

MSC classification

Primary: 60C05: Combinatorial probability
Secondary: 60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Type
Research Papers
Information
Journal of Applied Probability , Volume 33 , Issue 3 , September 1996 , pp. 688 - 697
Copyright
Copyright © Applied Probability Trust 1996 

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References

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