I invented this problem and am unable to solve it. It is not a homework problem.
I make a phone call on a standard handset (with a coiled cord). I start with the phone on my right ear. With probability p I talk long enough that I transfer the phone to my left ear, putting a twist in the cord. If I hang up at that point the cord remains twisted. But at probability p^2 I talk even longer and transfer the phone back to my right ear, removing the twist. At p^3 I put the twist back, and at p^4 I remove the twist again, and so on. If the call can be unbounded, how do I compute the probability P(p) that a call will put a twist in the cord?
Here is a diagram of the call, where the (possibly infinite) call is on the horizontal and the possible hang-ups on the vertical. 1 means a twist, and 0 means no twist.
p^1 p^2 p^3 p^4
0---------1---------0---------1---------0... Phone call -->
| | | |
| 1-p^1 | 1-p^2 | 1-p^3 | 1-p^4 Hangups |
| | | | |
0 1 0 1 v
There are scenarios that result in a 1:
Q1 = p^1 * (1 - p^2) Twist and no untwist
Q3 = p^1 * p^2 * p^3 * (1 - p^4) Twist, untwist, twist again and no untwist
Q5 = p^1 * p^2 * p^3 * p^4 * p^5 * (1 - p^6) Two aborted twists and a twist
...
For any given call, there can be at most one Q. But that seems to mean the exclusive-or of an infinite number of Qs! How can that be done? Or is that the wrong approach?
I'm looking for: How to calculate P(p)? What is the limit of P(p) as p approaches 1.0? (if it exists) (Graphs of P(p) and (P(p) - p) might be interesting)
Update:
When p is 1.0 my Q scenarios all go to 0 because of the last term. It is impossible to avoid untwisting.
