A balls and boxes Markov chain

  • Date: 09/12/2007
Lecturer(s):

Benjamin Graham (University of British Columbia)

Location: 

University of British Columbia

Topic: 

Consider N boxes, each with R balls in. Each step, pick two boxes
uniformly at random. If the first box is not empty, move a ball from
the first box to the second. The empirical distribution tends to the
geometric law with mean R. We look at the time to convergence.

Other Information: 

Probability Seminar 2007

Sponsor: 

pims