Problem 1 (Ehrenfest's Diffusion Model). Let N be a container separated into the left ar he right parts by a barrier in the middle. The container is filled with K particles in tota At each time n = 1,2, · . ·, we randomly pick one particle among the K particles and pla t into the other part of the container. Let {Xn}nɛN be the stochastic process where X he number of particles in the left part of the container at time n. The state space of ti process is therefore X = {0,1, ·. . , K}. %3D i) Explain why {X„}n€N is a Markov process.
Problem 1 (Ehrenfest's Diffusion Model). Let N be a container separated into the left ar he right parts by a barrier in the middle. The container is filled with K particles in tota At each time n = 1,2, · . ·, we randomly pick one particle among the K particles and pla t into the other part of the container. Let {Xn}nɛN be the stochastic process where X he number of particles in the left part of the container at time n. The state space of ti process is therefore X = {0,1, ·. . , K}. %3D i) Explain why {X„}n€N is a Markov process.
A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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![Problem 1 (Ehrenfest's Diffusion Model). Let N be a container separated into the left and
the right parts by a barrier in the middle. The container is filled with K particles in total.
At each time n = 1, 2, · .., we randomly pick one particle among the K particles and place
it into the other part of the container. Let {Xn}n€N be the stochastic process where X, is
the number of particles in the left part of the container at time n. The state space of the
process is therefore X = {0, 1, · .. ,
(i) Explain why {Xn}nɛN is a Markov process.
(ii) Write down the transition probability matrix P for {Xn}nɛN and analyze its invariant
distribution.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F57a62b75-bfee-45d7-917f-1034acb09bf1%2F816bbd36-2693-4ddb-b912-8789cc86590e%2Fmuin8vd_processed.png&w=3840&q=75)
Transcribed Image Text:Problem 1 (Ehrenfest's Diffusion Model). Let N be a container separated into the left and
the right parts by a barrier in the middle. The container is filled with K particles in total.
At each time n = 1, 2, · .., we randomly pick one particle among the K particles and place
it into the other part of the container. Let {Xn}n€N be the stochastic process where X, is
the number of particles in the left part of the container at time n. The state space of the
process is therefore X = {0, 1, · .. ,
(i) Explain why {Xn}nɛN is a Markov process.
(ii) Write down the transition probability matrix P for {Xn}nɛN and analyze its invariant
distribution.
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