For the rat in the maze example discussed in the handouts su
Solution
Let P(ij) denote the probablity moving from compartment i to j
So, the initial state probabilites are --> P(01) = P(02) = P(03) = P(04) = 1/4
After first move,
P(11) = 0 (as the rat is moving one compartment to another, it\'s probability of remaining in the same compartment is 0) , similarly P(22) = P(33) = P(44) = 0, so the probability of moving from one compartment to rest three will be 1/3 each.
P(12) = P(13) = P(14) = 1/3 , similarly, P(21) = P(23) = P(24) = 0 ... and so on ...
So probability of being in compartment 1 after first move = P(01)*P(11) + P(02)*P(21) + P(03)*P(31) + P(04)*P(41) = 1/4*0 + 1/4*1/3 + 1/4*1/3 + 1/4*1/3 = 1/4
The probablities are multiplied, because the movement of the rate from one compartment to the next move after move are disjoint set of events, as the rat does not follow any pattern and chooses a passageway at random.
Similarly, calculate the Probability of rat being in compartment 3 after 2 moves, as below --
P(01)*P(12)*P(23) + P(01)*P(14)*P(43) +
P(02)*P(21)*P(13) + P(02)*P(24)*P(43) +
P(03)*P(31)*P(13) + P(03)*P(32)*P(23) + P(03)*P(34)*P(43) +
P(04)*P(41)*P(13) + P(04)*P(42)*P(23)