3. An office worker owns 3 umbrellas which she uses to go from home to work and vice versa. If it is raining in the morning she takes an umbrella (if she has one) on her trip to work and if it is raining at night she takes an umbrella (if she has one) on her trip home. If it is not raining, she doesn't take an umbrella. At the beginning of each trip it is raining with probability p = 1-q, independently of previous trips. Let X represent the number of umbrellas available at the beginning of the n-th trip and assume that 0 < p < 1. (a) Explain why {X}n≥1 is a Markov Chain with state space S = {0, 1, 2, 3} having the transition probability matrix P: 0 0 0 0 0 1 1-p P P = 0 1-P Р 0 - P Р 0 0 (b) Classify the states of the Markov chain in (a) under additional condition 0 ≤ P≤1. (c) Explain or calculate directly why P(X3 = 0 | X₁ = 0) = 1 − p. (d) If no umbrellas are available at the beginning of the first trip, calculate the average number of trips until there are again no umbrellas available.

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Please do not rely too much on chatgpt, because its answer may be wrong. Please consider it carefully and give your own answer. You can borrow ideas from gpt, but please do not believe its answer.Very very grateful!Please do not rely too much on chatgpt, because its answer may be wrong. Please consider it carefully and give your own answer. You can borrow ideas from gpt, but please do not believe its answer. Very very grateful!
3. An office worker owns 3 umbrellas which she uses to go from home to work and vice
versa. If it is raining in the morning she takes an umbrella (if she has one) on her
trip to work and if it is raining at night she takes an umbrella (if she has one) on
her trip home. If it is not raining, she doesn't take an umbrella. At the beginning
of each trip it is raining with probability p = 1 − q, independently of previous trips.
Let X represent the number of umbrellas available at the beginning of the n-th
trip and assume that 0 < p < 1.
(a) Explain why {X}n≥1 is a Markov Chain with state space S
having the transition probability matrix P:
0
(144)
0
0
1-p P
P =
0
1-p
- P
Р
0 0
P 0
=
{0, 1, 2, 3}
(b) Classify the states of the Markov chain in (a) under additional condition 0 ≤
p≤1.
(c) Explain or calculate directly why P(X3 = 0 | X₁ = 0) = 1 − p.
(d) If no umbrellas are available at the beginning of the first trip, calculate the
average number of trips until there are again no umbrellas available.
(e) Explain why the limits of P(Xn
calculate them.
=
i) as n∞ exists, for i = 0, 1, 2, 3, and
(f) After a large number of trips, how many umbrellas are available on average at
the beginning of a trip?
(g) In a large number of trips, about what proportion of journeys does she get
wet?
Transcribed Image Text:3. An office worker owns 3 umbrellas which she uses to go from home to work and vice versa. If it is raining in the morning she takes an umbrella (if she has one) on her trip to work and if it is raining at night she takes an umbrella (if she has one) on her trip home. If it is not raining, she doesn't take an umbrella. At the beginning of each trip it is raining with probability p = 1 − q, independently of previous trips. Let X represent the number of umbrellas available at the beginning of the n-th trip and assume that 0 < p < 1. (a) Explain why {X}n≥1 is a Markov Chain with state space S having the transition probability matrix P: 0 (144) 0 0 1-p P P = 0 1-p - P Р 0 0 P 0 = {0, 1, 2, 3} (b) Classify the states of the Markov chain in (a) under additional condition 0 ≤ p≤1. (c) Explain or calculate directly why P(X3 = 0 | X₁ = 0) = 1 − p. (d) If no umbrellas are available at the beginning of the first trip, calculate the average number of trips until there are again no umbrellas available. (e) Explain why the limits of P(Xn calculate them. = i) as n∞ exists, for i = 0, 1, 2, 3, and (f) After a large number of trips, how many umbrellas are available on average at the beginning of a trip? (g) In a large number of trips, about what proportion of journeys does she get wet?
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