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The expectation of a Random Process

 
 
ahad
 
Reply Mon 14 Mar, 2016 03:35 am
I want to know the answer of the following question, I will be so thankful if somebody gives me some clues:
"We start a random process with Nb blue balls and Nr red balls such that N=Nr+Nb. In each step we divide all these N balls into groups of size 4 at random and in each group if the number of blue balls is 3 or 4, then all balls in that group change their color to blue, unless they all change to red. If we denote the number of blue balls in step t by Nb(t), then what is the expectation of Nb(t)?"
Thank you so much in advance.
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Type: Question • Score: 6 • Views: 1,211 • Replies: 10

 
neologist
 
  2  
Reply Mon 14 Mar, 2016 11:49 am
@ahad,
So, in step t, assuming a sufficiently large number for t, do we have:

N/16 groups of 4 blue balls
And, since the scenario seems to favor red balls. (If only 2 blue balls, all turn to red.)
3N/16 groups of 4 red balls.
So, if N=256, for example, our expectation would be Nb(t)=64
0 Replies
 
ascribbler
 
  1  
Reply Tue 15 Mar, 2016 12:58 am
Funny how the supposed answers to probability questions have a high probability of being incorrect. Fingers crossed:

This question can't be answered unless and until you specify the relationship between Nb and Nr. I assume you meant to note that Nb = Nr

E [ Nb (1) ] = N*5/16 >>>>>>>>>>>>>>>>>>> E [ Nr (1) ] = N*11/16

E [ Nb (2) ] = N*5/16*5/16

E [ Nb (t) ] = N*(5/16)^t

The expectation for the number of black balls after trial t using N balls is:

N*(5/16)^t
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Leadfoot
 
  0  
Reply Tue 15 Mar, 2016 03:30 am
And wtf do you mean 'unless they turn red'?

What's the difference between a duck?
0 Replies
 
engineer
 
  3  
Reply Tue 15 Mar, 2016 06:09 am
@ahad,
Are you saying that for any given subset, the minority balls will turn the color of the majority balls? What about two blue, two red?
neologist
 
  1  
Reply Tue 15 Mar, 2016 10:53 am
@engineer,
engineer wrote:
Are you saying that for any given subset, the minority balls will turn the color of the majority balls? What about two blue, two red?
Lack of specificity will ruin the result.
I had to guess that initial Nb=Nr and 2 blue, 2 red would mean all turn red. But it was just guess.
Kolyo
 
  1  
Reply Tue 15 Mar, 2016 02:58 pm
@neologist,
Of course, if we specify that Nb(0) = Na(0), and we also specify that the balls *stay the same color* in the event of a 2-2 tie within a group, then this becomes a very easy problem.

The answer in that specific case would be E [Na (t)]=E [Nb (t)] = N/2, by symmetry considerations. There is no dependence on time in that specific case.

I plan to revisit the more general case in a few weeks when I have more time free.
0 Replies
 
markr
 
  1  
Reply Wed 16 Mar, 2016 01:10 am
@ahad,
For a given Nb and Nr, you could use Markov chains to determine probabilities for each possible distribution. Once you have the probabilities, the expected value is simple to compute. It will take some work to figure out the transition probabilities.

If a 2/2 split turns into 4 red, then at t=1 both colors will have a multiple of 4 balls. That means your matrix for the Markov chain requires states only for multiples of 4 (fewer states and fewer transition probabilities to calculate).

If Nb and Nr aren't multiples of 4 at the start, you will still have to calculate the probabilities for going from the t=0 distribution to the t=1 distributions that are all multiples of 4.

I manually worked out the matrices that would be used beyond t=1 (if not starting with multiples of 4 for each color) for Nb+Nr = 4, 8, 12, 16. The row and column headings are the number of blue balls.

They are:
Code:
0 4
---
0|1 0
4|0 1

0 4 8
-------------
0|1 0 0
4|18/35 17/35 0
8|0 0 1

0 4 8 12
-----------------
0|1 0 0 0
4|4/5 1/5 0 0
8|0 12/55 43/55 0
12|0 0 0 1

0 4 8 12 16
--------------------------------
0|1 0 0 0 0
4|58/65 7/65 0 0 0
8|72/715 472/715 171/715 0 0
12|0 0 54/455 337/455 64/455
16|0 0 0 0 1

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Leadfoot
 
  2  
Reply Wed 16 Mar, 2016 05:43 am
It's still a fool's errand without fully defined terms.
markr
 
  1  
Reply Wed 16 Mar, 2016 11:23 am
@Leadfoot,
I'm going with the assumption that "unless" was intended to be "otherwise."
As for the initial relationship between Nb and Nr, that does not need to be specified. The ideal general solution would be specified in terms of Nb and Nr.
In any case, the technique applies, but possibly with different matrices.
Leadfoot
 
  1  
Reply Wed 16 Mar, 2016 11:39 am
@markr,
True that, assumptions on those are only way to proceed.
Interesting approach to solution btw.
0 Replies
 
 

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