Proportions in an Infinite Line
On an infinite sidewalk, every animal is a cat or a dog, and each animal is followed by the next animal in line. Six out of every seven cats are immediately followed by a dog, while one out of every four dogs is immediately followed by a cat. Modelling the sequence of species as a stationary two-state Markov chain, find the long-run proportion of dogs among all animals on the sidewalk.
Work it out, then compare with the answer.
SolutionShow the worked solution
Let and be the long-run proportions of cats and dogs, so . The transition probabilities are
Balance of flows. In a stationary sequence, the proportion of consecutive pairs of the form (cat, dog) is . The proportion of pairs of the form (dog, cat) is .
Along the line, cat-blocks and dog-blocks alternate. Hence every switch from cats to dogs is followed by a switch back, and the two kinds of switch occur equally often in the long run:
This is exactly the stationarity equation for a two-state chain.
Substituting into gives . Hence and .
Generalisation. Suppose a cat is followed by a dog with probability , and a dog by a cat with probability . Then , so the proportion of dogs is .