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Question: A person has 6 cards A, K, 2, Q, 10, 9. The person randomly draws the cards one by one with replacem...

A person has 6 cards A, K, 2, Q, 10, 9. The person randomly draws the cards one by one with replacement till he gets 3 consecutive A. If PnP_n represents the probability that atleast n cards are drawn, then 216Pn5Pn330Pn2180Pn1216P_n - 5P_{n-3} - 30P_{n-2} - 180P_{n-1} is (For n > 3)

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Solution

Let the process be such that a card is drawn with replacement until three consecutive A’s appear. Define the state probabilities after n draws as follows:

  • Let unu_n = probability the process is active and ends in “non-A” (0 consecutive A’s),
  • vnv_n = probability the process is active and ends in “A” (1 consecutive A),
  • wnw_n = probability the process is active and ends in “AA” (2 consecutive A’s),

with initial conditions u0u_0 = 1, v0v_0 = 0, w0w_0 = 0.

At every draw:

  • If a non-A card is drawn (with probability 5/6), the process goes to state 0 regardless of the previous state.
  • If an A is drawn (with probability 1/6):
    • From state 0, it goes to state 1,
    • From state 1, to state 2,
    • From state 2, drawing A would complete three A’s so the process stops.

Thus, the recurrences are:

{un=56(un1+vn1+wn1)=56f(n1),vn=16un1,wn=16vn1.\begin{cases} u_n = \frac{5}{6}(u_{n-1}+v_{n-1}+w_{n-1}) = \frac{5}{6}f(n-1),\\[1mm] v_n = \frac{1}{6}u_{n-1},\\[1mm] w_n = \frac{1}{6}v_{n-1}. \end{cases}

where f(n)=un+vn+wnf(n) = u_n+v_n+w_n is the probability that no three consecutive A’s are obtained in n draws.

Then,

f(n)=56f(n1)+16un1+16vn1.f(n)=\frac{5}{6}f(n-1)+\frac{1}{6}u_{n-1}+\frac{1}{6}v_{n-1}.

Since un1=56f(n2)u_{n-1}=\frac{5}{6}f(n-2) and vn1=16un2=536f(n3)v_{n-1}=\frac{1}{6}u_{n-2}=\frac{5}{36}f(n-3), we have:

f(n)=56f(n1)+536f(n2)+5216f(n3).f(n)=\frac{5}{6}f(n-1)+\frac{5}{36}f(n-2)+\frac{5}{216}f(n-3).

Multiplying both sides by 216 yields:

216f(n)=180f(n1)+30f(n2)+5f(n3).216\,f(n)=180\,f(n-1)+30\,f(n-2)+5\,f(n-3).

Now note that "at least n cards are drawn" means that in the first n1n-1 draws, the process has not stopped. Define:

Pn=f(n1).P_n = f(n-1).

Substitute n1n-1 for n in the recurrence:

216f(n1)=180f(n2)+30f(n3)+5f(n4),216\,f(n-1)=180\,f(n-2)+30\,f(n-3)+5\,f(n-4),

or, writing in terms of PP,

216Pn=180Pn1+30Pn2+5Pn3.216\,P_n=180\,P_{n-1}+30\,P_{n-2}+5\,P_{n-3}.

Rearrange to obtain:

216Pn5Pn330Pn2180Pn1=0,216P_n - 5P_{n-3} - 30P_{n-2} - 180P_{n-1} = 0,

for n>3n > 3.