5 In this question, give probabilities correct to 4 decimal places.
The speeds of vehicles are measured on a busy stretch of road and are categorised as A (not more than 30 mph ), B (more than 30 mph but not more than 40 mph ) or C (more than 40 mph ).
- Following a vehicle in category A , the probabilities that the next vehicle is in categories \(\mathrm { A } , \mathrm { B } , \mathrm { C }\) are \(0.9,0.07,0.03\) respectively.
- Following a vehicle in category B , the probabilities that the next vehicle is in categories \(\mathrm { A } , \mathrm { B } , \mathrm { C }\) are \(0.3,0.6,0.1\) respectively.
- Following a vehicle in category C , the probabilities that the next vehicle is in categories \(\mathrm { A } , \mathrm { B } , \mathrm { C }\) are \(0.1,0.7,0.2\) respectively.
This is modelled as a Markov chain with three states corresponding to the categories A, B, C. The speed of the first vehicle is measured as 28 mph .
- Write down the transition matrix \(\mathbf { P }\).
- Find the probabilities that the 10th vehicle is in each of the three categories.
- Find the probability that the 12th and 13th vehicles are in the same category.
- Find the smallest value of \(n\) for which the probability that the \(n\)th and \(( n + 1 )\) th vehicles are in the same category is less than 0.8, and give the value of this probability.
- Find the expected number of vehicles (including the first vehicle) in category A before a vehicle in a different category.
- Find the limit of \(\mathbf { P } ^ { n }\) as \(n\) tends to infinity, and hence write down the equilibrium probabilities for the three categories.
- Find the probability that, after many vehicles have passed by, the next three vehicles are all in category A.
On a new stretch of road, the same categories are used but some of the transition probabilities are different.
- Following a vehicle in category A , the probability that the next vehicle is in category B is equal to the probability that it is in category C .
- Following a vehicle in category B , the probability that the next vehicle is in category A is equal to the probability that it is in category C .
- Following a vehicle in category C , the probabilities that the next vehicle is in categories \(\mathrm { A } , \mathrm { B } , \mathrm { C }\) are \(0.1,0.7,0.2\) respectively.
In the long run, the proportions of vehicles in categories A, B, C are 50\%, 40\%, 10\% respectively. - Find the transition matrix for the new stretch of road.