ABSTRACT

We have seen some similarities between discrete urn schemes and the continuous-time Po´lya processes. The forms of the results are somewhat similar. To name one, let us recall the binomial random variable Bin(τ, 12 ) as a stationary distribution for the number of white balls in the discrete Ehrenfest scheme (when starting from randomized initial conditions) and as a limit distribution for the number of white balls in the Ehrenfest process of white and blue balls. Recall also that the limit may not exist in the discrete scheme, if we start with a fixed number of balls of each color.