There exists a cube in space. Two ants start at two random and distinct corners of the cube and move only along the edges of the cube. If either ant is at a corner, it chooses an edge randomly and moves to an adjacent corner with uniform velocity. The ants make their decisions independently. They start moving simultaneously when the clock is at zero, and move continuously with constant speed. If it is known that an ant traverses a side of the cube in one second, find the expected time elapsed(in seconds) before they meet for the first time. Round your answer off to the nearest integer.
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The problem can be solved using a Markov Chain . We assume that both ants can meet either on an edge or on a vertex. Let's consider a cube which vertices are numbered from 1 to 8 . Let be S = { E , C , O , 0 } the set of all possible states the ants can be in.
Let's indicate with ∣ s ∣ , s ∈ S , the number of couples of each state indicating where the ants are at. For example, 0 = { ( 1 , 1 ) , ( 2 , 2 ) , . . . , ( 8 , 8 ) } , so ∣ 0 ∣ = 8 . You can figure out from the picture that ∣ E ∣ = 2 4 , ∣ C ∣ = 2 4 , ∣ O ∣ = 8 . Now, we can write the transition matrix P
\displaystyle \textbf{P}= \begin{array}{[cccc]c} \\ E & C & O & 0 \\ \frac{6}{9} & 0 & \frac{2}{9} & \frac{1}{9} & E \\ 0 & \frac{7}{9} & 0 & \frac{2}{9} & C \\ \frac{6}{9} & 0 & \frac{3}{9} & 0 & O \\ 0 & 0 & 0 & 1 & 0 \end{array}
Following the standard theory of Markov chains, we evaluate N = ( I − Q ) − 1
N = ( I − Q ) − 1 = ⎝ ⎛ 9 0 9 0 2 9 0 3 0 2 9 ⎠ ⎞
We define U = u i , for 1 ≤ i ≤ 4 ,as the stochastic vector indicating the probabilities of each state being the starting state. We have
u 1 = P ( E ) = 8 2 − 8 ∣ E ∣ = 5 6 2 4 u 2 = P ( C ) = 8 2 − 8 ∣ C ∣ = 5 6 2 4 u 3 = P ( O ) = 8 2 − 8 ∣ O ∣ = 5 6 8 u 4 = P ( 0 ) = 0
Eventually, the expected value of arriving at the absorbing state is
E [ 0 ] = i = 1 ∑ 3 i = 1 ∑ 3 n i j u i = 5 6 2 4 ⋅ 1 2 + 2 9 ⋅ 5 6 2 4 + 2 2 7 ⋅ 5 6 8 = 9