December 19th, 2008, 3:05 am
QuoteOriginally posted by: wileyswdenote s as the accumulated sum, and p(s) as the probability reaching s. we have the following recurrence relation:p(s)=[p(s-1)+p(s-2)+p(s-3)+p(s-4)+p(s-5)+p(s-6)]/6this is easy to prove by considering the result of the last toss. the initial condition is p(0)=1, p(-1)=p(-2)=p(-3)=p(-4)=p(-5)=0, since you start with 0 for definite.what we want is p( s=17 | last toss>=3 ) = [p(11)+p(12)+p(13)+p(14)]/6.one standard way is to set p(s)=x^s. one ends up with 6x^6-(x^5+x^4+x^3+x^2+x+1)=0. denote x1,x2,...,x6 as the 6 roots of this equation (apparently one root is 1; there is another real root ~-0.67, and four complex roots, but there is no closed-form for that real root. this is due to the fact that the degree of the polynomial is above 4)so p(s)=a1(x1^s)+a2(x2^s)+...+a6(x6^s), where a1,a2,...,a6 are constants determined by the initial condition. i think it is doable via Viete's formulas, but not sure.for this problem, since the number is small, you might just follow the recursion. i used mathematica, and got 89885748289/6^15~0.191171Just thought I might mention that there is another standard method to doing this sort of linear recursion problems. And that is we form a matrix equation of the form X(s)=A*X(s-1) as follows:Let a(s)=p(s), b(s)=p(s-1)=a(s-1), c(s)=p(s-2)=b(s-1), d(s)=p(s-3)=c(s-1), e(s)=p(s-4)=d(s-1), f(s)=p(s-5)=e(s-1).Now let X(s)=[a(s) b(s) c(s) d(s) e(s) f(s)]`, where ` denotes transpose.And let the matrix A be defined as follows:A=[1/6 1/6 1/6 1/6 1/6 1/6 1 0 0 0 0 00 1 0 0 0 00 0 1 0 0 00 0 0 1 0 00 0 0 0 1 0].Then X(s)=A*X(s-1). So, X(s)=(A^s)*X(0)where X(0)=[1 0 0 0 0 0]`.
Last edited by
quantyst on December 18th, 2008, 11:00 pm, edited 1 time in total.