Paper 4, Section I, H
Part IB, 2016
Consider two boxes, labelled and B. Initially, there are no balls in box and balls in box B. Each minute later, one of the balls is chosen uniformly at random and is moved to the opposite box. Let denote the number of balls in box A at time , so that .
(a) Find the transition probabilities of the Markov chain and show that it is reversible in equilibrium.
(b) Find , where is the next time that all balls are again in box .