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arXiv · 2201.03977

Continuous-time multi-type Ehrenfest model and related Ornstein-Uhlenbeck diffusion on a star graph

Antonio Di Crescenzo·Barbara Martinucci·Serena Spina
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Abstract

We deal with a continuous-time Ehrenfest model defined over an extended star graph, defined as a lattice formed by the integers of $d$ semiaxis joined at the origin. The dynamics on each ray are regulated by linear transition rates, whereas the switching among rays at the origin occurs according to a general stochastic matrix. We perform a detailed investigation of the transient and asymptotic behavior of this process. We also obtain a diffusive approximation of the considered model, which leads to an Ornstein-Uhlenbeck diffusion process over a domain formed by semiaxis joined at the origin, named spider. We show that the approximating process possesses a truncated Gaussian stationary density. Finally, the goodness of the approximation is discussed through comparison of stationary distributions, means and variances.

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Antonio Di Crescenzo, Barbara Martinucci, Serena Spina. 2022-01-11. Continuous-time multi-type Ehrenfest model and related Ornstein-Uhlenbeck diffusion on a star graph. https://doi.org/10.1002/mma.8123

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