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  • https://stats.libretexts.org/Bookshelves/Probability_Theory/Probability_Mathematical_Statistics_and_Stochastic_Processes_(Siegrist)/16%3A_Markov_Processes/16.08%3A_The_Ehrenfest_Chains
    For the basic chain we have \begin{align*} (f P)(y) & = f(y - 1) P(y - 1, y) + f(y + 1) P(y + 1, y)\\ & = \binom{m}{y - 1} \left(\frac{1}{2}\right)^m \frac{m - y + 1}{m} + \binom{m}{y + 1} \left(\frac...For the basic chain we have (fP)(y)=f(y1)P(y1,y)+f(y+1)P(y+1,y)=(my1)(12)mmy+1m+(my+1)(12)my+1m=(12)m[(m1y1)+(m1y)]=(12)m(my)=f(y),yS
    The last step uses a fundamental identity for binomial coefficients.

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