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:
