On the distribution of the hitting time for the [formula omitted]–urn Ehrenfest model

Abstract

In this paper, we consider the N–urn Ehrenfest model. By utilizing an auxiliary continuous-time Markov chain, we obtain the explicit formula for the Laplace transform of the hitting time from a single state to a set A of states where A satisfies some symmetric properties. After obtaining the Laplace transform, we are able to compute the high-order moments (especially, variance) for the hitting time.