OCR MEI FP3 2007 June — Question 5

Exam BoardOCR MEI
ModuleFP3 (Further Pure Mathematics 3)
Year2007
SessionJune
TopicSequences and Series

5 A computer is programmed to generate a sequence of letters. The process is represented by a Markov chain with four states, as follows. The first letter is \(A , B , C\) or \(D\), with probabilities \(0.4,0.3,0.2\) and 0.1 respectively.
After \(A\), the next letter is either \(C\) or \(D\), with probabilities 0.8 and 0.2 respectively.
After \(B\), the next letter is either \(C\) or \(D\), with probabilities 0.1 and 0.9 respectively.
After \(C\), the next letter is either \(A\) or \(B\), with probabilities 0.4 and 0.6 respectively.
After \(D\), the next letter is either \(A\) or \(B\), with probabilities 0.3 and 0.7 respectively.
  1. Write down the transition matrix \(\mathbf { P }\).
  2. Use your calculator to find \(\mathbf { P } ^ { 4 }\) and \(\mathbf { P } ^ { 7 }\). (Give elements correct to 4 decimal places.)
  3. Find the probability that the 8th letter is \(C\).
  4. Find the probability that the 12th letter is the same as the 8th letter.
  5. By investigating the behaviour of \(\mathbf { P } ^ { n }\) when \(n\) is large, find the probability that the ( \(n + 1\) )th letter is \(A\) when
    (A) \(n\) is a large even number,
    (B) \(n\) is a large odd number. The program is now changed. The initial probabilities and the transition probabilities are the same as before, except for the following. After \(D\), the next letter is \(A , B\) or \(D\), with probabilities \(0.3,0.6\) and 0.1 respectively.
  6. Write down the new transition matrix \(\mathbf { Q }\).
  7. Verify that \(\mathbf { Q } ^ { n }\) approaches a limit as \(n\) becomes large, and hence write down the equilibrium probabilities for \(A , B , C\) and \(D\).
  8. When \(n\) is large, find the probability that the \(( n + 1 )\) th, \(( n + 2 )\) th and \(( n + 3 )\) th letters are DDD.