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CHAPTER 2
DTMCs: Transient Behavior
Modeling Exercises
2.1. The state space of {Xn , n ≥ 0} is S = {0, 1, 2, 3, ...}. Suppose Xn = i.
Then the age of the lightbulb in place at time n is i. If this light bulb does not fail at
time n + 1, then Xn+1 = i + 1. If it fails at time n + 1, then a new lightbulb is put
in at time n + 1 with age 0, making Xn+1 = 0. Let Z be the lifetime of a lightbulb.
We have
P(Xn+1 = 0|Xn = i, Xn−1 , ..., X0 ) = P(lightbulb of age i fails at age i + 1)
= P(Z = i + 1|Z > i)
p
= P∞i+1
j=i+1 p j
Similarly
P(Xn+1 = 0|Xn = i, Xn−1 , ..., X0 ) = P(Z > i + 1|Z > i)

P∞
pj
= Pj=i+2
∞
j=i+1 p j
It follows that {Xn , n ≥ 0} is a success-runs DTMC with

P∞
pj
pi = Pj=i+2
∞ ,
j=i+1 p j
and
pi+1
qi = P∞ ,
j=i+1 pj
for i ∈ S.
2.2 The state space of {Yn , n ≥ 0} is S = {1, 2, 3, ...}. Suppose Yn = i > 1, then
the remaining life decreases by one at time n + 1. Thus Xn+1 = i − 1. If Yn = 1, a
new light bulb is put in place at time n + 1, thus Yn+1 is the lifetime of the new light
bulb. Let Z be the lifetime of a light bulb. We have
P(Yn+1 = i − 1|Xn = i, Xn−1 , ..., X0 ) = 1, i ≥ 2,
5
6 DISCRETE-TIME MARKOV CHAINS: TRANSIENT BEHAVIOR
and
P(Xn+1 = k|Xn = 1, Xn−1 , ..., X0 ) = P(Z = k) = pk , k ≥ 1.
2.3. Initially the urn has w + b balls. At each stage the number of balls in the urn
increases by k − 1. Hence after n stages, the urn has w + b + n(k − 1) balls. Xn of
them are black, and the remaining are white. Hence the probability of getting a black
ball on the n + 1st draw is
Xn
.
w + b + n(k − 1)
If the n + 1st draw is black, Xn+1 = Xn + k − 1, and if it is white, Xn+1 = Xn .
Hence
i
P(Xn+1 = i|Xn = i) = 1 − ,
w + b + n(k − 1)
and
i
P(Xn+1 = i + k − 1|Xn = i) = .
w + b + n(k − 1)
Thus {Xn , n ≥ 0} is a DTMC, but it is not time homogeneous.
2.4. {Xn , n ≥ 0} is a DTMC with state space {0 = dead, 1 = alive} because the
movements of the cat and the mouse are independent of the past while the mouse is
alive. Once the mouse is dead, it stays dead. If the mouse is still alive at time n, he
dies at time n + 1 if both the cat and mouse choose the same node to visit at time
n + 1. There are N − 2 ways for this to happen. In total there are (N − 1)2 possible
ways for the cat and the mouse to choose the new nodes. Hence
N−2
P(Xn+1 = 0|Xn = 1) = .
(N − 1)2
Hence the transition probability matrix is given by
1 0
P = N −2 N −2 .
(N −1)2
1− (N −1)2
2.5. Let Xn = 1 if the weather is sunny on day n, and 2 if it is rainy on day n.

Let Yn = (Xn−1 , Xn ), be the vector of weather on day n − 1 and n, n ≥ 1. Now
suppose Yn = (1, 1). This means the weather was sunny on day n − 1 and n. Then,
it will be sunny on day n + 1 with probability .8 and the new weather vector will
be Yn+1 = (1, 1). On the other hand it will rain on day n + 1 with probability .2,
and the weather vector will be Yn+1 = (1, 2). These probabilities do not depend on
the weather up to time n − 2, i.e., they are independent of Y1 , Y2 , ...Yn−2 . Similar
analysis in other states of Yn shows that {Yn , n ≥ 1} is a DTMC on state space
{(1, 1), (1, 2), (2, 1), (2, 2)} with the following transition probability matrix:
0.8 0.2 0 0
0 0 .5 .5
P = .
.75 .25 0 0
0 0 0.4 0.6
DISCRETE-TIME MARKOV CHAINS: TRANSIENT BEHAVIOR 7
2.6. The state space is S = {0, 1, · · · , K}. Let

K i
αi = p (1 − p)K−i , 0 ≤ i ≤ K.
i
Thus, when a functioning system fails, i components fail simultaneously with prob-
ability αi , i ≥ 1. The {Xn , n ≥ 0} is a DTMC with transition probabilities:
p0,i = αi , 0 ≤ i ≤ K,
pi,i−1 = 1, 1 ≤ i ≤ K.
2.7. Suppose Xn = i. Then, Xn+1 = i + 1 if the first coin shows heads, while
the second shows tails, which will happen with probability p1 (1 − p2 ), independent
of the past. Similarly, Xn+1 = i − 1 if the first coin shows tails and the second coin
shows heads, which will happen with probability p2 (1 −p1 ), independent of the past.
If both coins show heads, or both show tails, Xn+1 = i. Hence, {Xn , n ≥ 0} is a
space homogeneous random walk on S = {..., −2, −1, 0, 1, 2, ...} (see Example 2.5)
with
pi = p1 (1 − p2 ), qi = p2 (1 − p1 ), ri = 1 − pi − qi .
2.8. We define Xn , the state of the weather system on the nth day, as the length
of the current sunny or rainy spell. The state is k, (k = 1, 2, 3, ...), if the weather
is sunny and this is the kth day of the current sunny spell. The state is −k, (k =
1, 2, 3, ..), if the the weather is rainy and this is the kth day of the current rainy spell.
Thus the state space is S = {±1, ±2, ±3, ...}.
Now suppose Xn = k, (k = 1, 2, 3, ...). If the sunny spell continues for one
more day, then Xn+1 = k + 1, or else a rainy spell starts, and Xn+1 = −(k + 1).
Similarly, suppose Xn = −k. If the rainy spell continues for one more day, then
Xn+1 = −(k + 1), or else a sunny spell starts, and Xn+1 = 1. The Markov property
follows from the fact that the lengths of the sunny and rainy spells are independent.
Hence, for k = 1, 2, 3, ...,
P(Xn+1 = k + 1|Xn = k) = pk ,
P(Xn+1 = −1|Xn = k) = 1 − pk ,
P(Xn+1 = −(k + 1)|Xn = −k) = qk ,
P(Xn+1 = 1|Xn = −k) = 1 − qk .
2.9. Yn is the outcome of the nth toss of a six sided fair die. Sn = Y1 + ...Yn .
Xn = Sn (mod 7). Hence we see that
Xn+1 = Xn + Yn+1 (mod 7).
Since Yn s are iid, the above equation implies that {Xn , n ≥ 0} is a DTMC with
state space S = {0, 1, 2, 3, 4, 5, 6}. Now, for i, j ∈ S, we have
P(Xn+1 = j|Xn = i) = P(Xn + Yn+1 (mod 7) = j|Xn = i)
= P(i + Yn+1 (mod 7) = j)
0 if i = j
= 1
if i = j.
6
Thus the transition probability matrix is given by
1 1 1 1 1 1
0
06 6 6 6 6 6
1 1 1 1 1 1
6 6 6 6 6 6
1 1 1 1 1 1
6 6 0 6 6 6 6
1 1 1 1 1 1
P = 6 6 6 0 6 6 6
1 1 1 1
0 1 1 .
6 6 6 6 6 6
1 1 1 1 1 1
6 6 6 6 6
0 6
1 1 1 1 1 1
6 6 6 6 6 6 0
2.10. State space of {Xn , n ≥ 0} is S = {0, 1, · · · , r − 1}. We have

Xn+1 = Xn + Yn+1 (mod r),
which shows that {Xn , n ≥ 0} is a DTMC. We have
∞
X
P(Xn+1 = j|Xn = i) = P(Yn+1 = (j − i)(mod r)) = αj−i+mr .
m=0
Here we assume that αk = 0 for k ≤ 0.

2.11. Let Bn (Gn ) be the bar the boy (girl) is in on the nth night. Then {(Bn , Gn ), n ≥
0} is a DTMC on S = {(1, 1), (1, 2), (2, 1), (2, 2)} with the following transition
probability matrix:
1 0 0 0
a(1 − d) ad (1 − a)(1 − d) (1 − a)d
P = .
(1 − b)c (1 − b)(1 − c) bc b(1 − c)
0 0 0 1
The story ends in bar k if the bivariate DTMC gets absorbed in state (k, k), for
k = 1, 2.
2.12. Let Q be the transition probability matrix of {Yn , n ≥ 0}. Suppose Zm =

f (i), that the DTMC Y is in state i when the filled gas for the mth time. Then, the
student fills gas next after 11 − i days. The DTMC Y will be in state j at that time
with probability [Q11−i ]ij . This shows that {Zm , m ≥ 0} is a DTMC with state
space {f (0), f (1), · · · , f (10)}, with transition probabilities
P(Zm+1 = f (j)|Zm = f (i)) = [Q11−i ]ij .
2.13. Following the analysis in Example 2.1b, we see that {Xn , n ≥ 0} is a
DTMC on state space S = {1, 2, 3, ..., k} with the following transition probabilities:
P(Xn+1 = i|Xn = i) = pi , 1 ≤ i ≤ k,
P(Xn+1 = i + 1|Xn = i) = 1 − pi , 1 ≤ i ≤ k − 1,
P(Xn+1 = 1|Xn = k) = 1 − pk .
2.14. Let the state space be {0, 1, 2, 12}, where the state is 0 if both components
are working, 1 if component 1 alone is down, 2 i f component 2 alone is down, and
12 if components 1 and 2 are down. Let Xn be the state on day n. {Xn , n ≥ 0} is a
DTMC on {0, 1, 2, 12} with tr pr matrix
α0 α1 α 2 α12
r1 1 − r1 0 0
P = .
r2 0 1 − r2 0
0 0 r1 1 − r1
Here we have assumed that if both components fail, we repair component 1 first, and
then component 2.
2.15. Let Xn be the pair that played the nth game. Then X0 = (1, 2). Suppose
Xn = (1, 2). Then the nth game is played between player 1 and 2. With probability
b12 player 1 wins the game, and the next game is played between players 1 and
3, thus making Xn+1 = (1, 3). On the other hand, player 2 wins the game with
probability b21 , and the next game is played between players 2 and 3, thus making
Xn+1 = (2, 3). Since the probabilities of winning are independent of the past, it is
clear that {Xn , n ≥ 0} is a DTMC on state space {(1, 2), (2, 3), (1, 3)}. Using the
arguments as above, we see that the transition probabilities are given by
0 b21 b12
P = b23 0 b32 .
b13 b31 0
2.16. Let Xn be the number of beers at home when Mr. Al Anon goes to the store.
Then {(Xn , Yn ), n ≥ 0} is DTMC on state space
S = {(0, L), (1, L), (2, L), (3, L), (4, L), (0, H), (1, H), (2, H), (3, H), (4, H)}
with the following transition probability matrix:
0 0 0 0 α 0 0 0 0 1−α
0 0 0 0 α 0 0 0 0 1−α
0 0 0 0 α 0 0 0 0 1−α
0 0 0 0 α 0 0 0 0 1−α
0 0 0 0 α 0 0 0 0 1−α
.
1− β 0 0 0 0 β 0 0 0 0
1− β 0 0 0 0 β 0 0 0 0
0 1− β 0 0 0 0 β 0 0 0
0 0 1− β 0 0 0 0 β 0 0
0 0 0 1− β 0 0 0 0 β 0
2.17. We see that
Xn+1 = max{Xn , Yn+1 }.
Since the Yn ’s are iid, {Xn , n ≥ 0} is a DTMC. The state space is S = {0, 1, · · · , M }.
Now, for 0 ≤ i < j ≤ M ,
pi,j = P(max{Xn , Yn+1 } = j|Xn = i) = P(Yn = j) = αj .
Also,
Xi
pi,i = P(max{Xn , Yn+1 } = i|Xn = i) = P(Yn ≤ i) = αk .
k=0
2.18. Let Yn = u is the machine is up at time n and d if it is down at time n. If

Yn = u, let Xn be the remaining up time at time n; and if Yn = d, let Xn be the
remaining down time at time n. Then {(Xn , Yn ), n ≥ 0} is a DTMC with state space
S = {(i, j) : i ≥ 1, j = u, d}
and transition probabilities
p(i,j),(i−1,j) = 1, i ≥ 2, j = u, d,
p(1,u),(i,d) = di , p(1,d),(i,u) = ui , i ≥ 1.
2.19. Let Xn be the number of messages in the inbox at 8:00am on day n. Ms.
Friendly answers Zn = Bin(Xn , p) emails on day n. hence Xn − Zn = Bin(Xn , 1 −
p) emails are left for the next day. Yn is the number messages that arrive during
24 hours on day n. Hence at the beginning of the next day there Xn+1 = Yn +
Bin(Xn , 1 − p) in her mail box. Since {Yn , n ≥ 0} is iid, {Xn , n ≥ 0} is a DTMC.
2.20. Let Xn be the number of bytes in this buffer in slot n, after the input during
the slot and the removal (playing) of any bytes. We assume that the input during the
slot occurs before the removal. Thus
Xn+1 = max{min{Xn + An+1 , B} − 1, 0}.
Thus if Xn = 0 and there is no input, Xn+1 = 0. Similarly, if Xn = B, Xn+1 =
B − 1. The process {Xn , n ≥ 0} is a random walk on {0, ..., B − 1} with the
following transition probabilities:
p0,0 = α0 + α1 , p0,1 = α2 ,
pi,i−1 = α0 , pi,i = α1 , pi,i+1 = α2 , 0 < i < B − 1,
pB−1,B−1 = α1 + α2 ; pB−1,B−2 = α0 .
2.21. Let Xn be the number of passengers on the bus when it leaves the nth stop.
Let Dn+1 be the number of passengers that alight at the (n + 1)st stop. Since each
person on board the bus gets off with probability p in an independent fashion, Dn+1
is Bin(Xn , p) random variable. Also, Xn − Dn+1 is a Bin(Xn , 1 − p) random
variable. Yn+1 is the number of people that get on the bus at the (n + 1)st bus stop.
Hence
Xn+1 = min{Xn − Dn+1 + Yn+1 , B}.
Since {Yn , n ≥ 0} is a sequence of iid random variables, it follows from the above
recursive relationship, that {Xn , n ≥ 0} is a DTMC. The state space is {0, 1, ..., B}.
For 0 ≤ i ≤ B, and 0 ≤ j < B, we have
pi,j = P(Xn+1 = j|Xn = i)
= P(Xn − Dn+1 + Yn+1 = j|Xn = i)
= P(Yn+1 − Bin(i, p) = j − i)
Xi
= P(Yn+1 − Bin(i, p) = j − i|Bin(i, p) = k)P(Bin(i, p) = k)
k=0
Xi
i k
= P(Yn+1 = k + j − i|Bin(i, p) = k) p (1 − p)i−k
k=0
k
i
X i k
= p (1 − p)i−k αk+j−i ,
k=0
k
where we use the convention that αk = 0 if k < 0. Finally,

B−1
X
pi,B = 1 − pij .
j=0
2.22. The state space is {−1, 0, 1, 2, ..., k −1}. The system is in state -1 at time n if
it is in economy mode after the n-th item is produced (and possibly inspected). It is in
state i (1 ≤ i ≤ k) if it is in 100% inspection mode and i consecutive non-defective
items have been found so far. The transition probabilities are
p−1,0 = p/r, p−1,−1 = 1 − p/r,
pi,i+1 = 1 − p, pi,0 = p, 0 ≤ i ≤ k − 2
pk−1,−1 = 1 − p, pk−1,0 = p.
2.23. Xn is the amount on hand at the beginning of the nth day, and Dn is the
demand during the nth day. Hence the amount on hand at the end of the nth day is
Xn − Dn . If this is s or more, no order is placed, and hence the amount on hand at
the beginning of the (n + 1)st day is Xn − Dn . On the other hand, if Xn − Dn < s,
then the inventory is brought upto S at the beginning of the next day, thus making
Xn+1 = S. Thus
Xn − Dn if Xn − Dn ≥ s,
Xn+1 =
S if Xn − Dn < s.
Since {Dn , n ≥ 0} are iid, {Xn , n ≥ 0} is a DTMC on state space {s, s + 1, ..., S −
1, S}. We compute the transition probabilities next. For s ≤ j ≤ i ≤ S, j = S, we
have
P(Xn+1 = j|Xn = i) = P(Xn − Dn = j|Xn = i)
= P(Dn = i − j) = αi−j .
and for s ≤ i < S, j = S we have
P(Xn+1 = S|Xn = i) = P(Xn − Dn < s|Xn = i)
∞
X
= P(Dn > i − s) = αk .
k=i−s
Finally
P(Xn+1 = S|Xn = S) = P(Xn − Dn < s, or Xn − Dn = S|Xn = S)

X∞
= P(Dn > S − s) + P(Dn = 0) = αk + α0 .
k=S−s+1
The transition probability matrix is given below:

α0 0 0 ... 0 b0
α1 α0 0 ... 0 b1
α2 α1 α0 ... 0 b2
P = ..
. . . . .
,
.
αS−s−1 .
αS−s−2 .
αS−s−3 . . .. α.0 .
bS−s−1 .
αS−s αS−s−1 αS−s−2 ... α1 α0 + b S
where ∞
X
bj = P(Dn > j) = αk .
k=j+1
2.24. The state space of {(Xn , Yn ), n ≥ 0} is

S = {(i, j) : i ≥ 0, j = 1, 2}.
Let ∞
X
βki = αij , k ≥ 1, i = 1, 2.
j=k
The transition probabilities are given by (see solution to Modeling Exercise 2.1)
p(i,1),(i+1,1) = β 1i+2 /βi+1
1
, i ≥ 0,
p(i,2),(i+1,2) = β 2i+2 /βi+1
2
, i ≥ 0,
p(i,1),(0,j) = vj α1i+1 /βi+1
1
, i ≥ 0,
p(i,2),(0,j) = vj α2i+1 /βi+1
2
, i ≥ 0.
2.25. Xn is the number of bugs in the program just before running it for the nth
time. Suppose Xn = k. Then no is discovered on the nth run with probability 1−βk ,a
nd hence Xn+1 = k. A bug will be discovered on the n run with probability βk , in
which case Yn additional bugs are introduced, (with P(Yn = i) = αi , i = 0, 1, 2)
and Xn+1 = k − 1 + Yn . Hence, given Xn = k,
k −1 with probability βk α0 = qk
Xn+1 = k with probability βk α1 + 1 − βk = rk
k+1 with probability βk α2 = pk
Thus {Xn , n ≥ 0} is a DTMC with state space {0, 1, 2, ...} with transition proba-
bility matrix
1 0 0 0 0 ...
q1 r1 p1 0 0 ...
P = 0 q2 r2 p2 0 ... .
0 0 q3 r3 p3 ...
..
. . . . . .
2.26. Xn = number of active rumor mongers at time n.

Yn = number of individuals who have not heard the rumor up to and including time
n.
Zn = number of individuals who have heard the rumor up to and including time n,
but have stopped spreading it.
The rumor spreading process is modeled as a three dimensional process {(Xn , Yn , Zn ), n ≥
0}. We shall show that it is a DTMC.
Since the total number of individuals in the colony is N , we must have
Xn + Yn + Zn = N, n ≥ 0.
Now let An be the number of individuals who hear the rumor for the first time at
time n + 1. Now, an individual who has not heard the rumor by time n does not hear
it by time n + 1 if each the Xn rumor mongers at time n fails to contact him at time
n + 1. The probability of that is ((N − 2)/(N − 1))Xn . Hence
An ∼ Bin(Yn , 1 − ((N − 2)/(N − 1))Xn ).
Similarly, let Bn be the number of active rumor-mongers at time n that become
inactive at tiem n + 1. An active rumor monger becomes inactive if he contacts a
person whos has already heard the rumor. The probability of that is (Xn + Yn −
1)/(N − 1). Hence
Bn ∼ Bin(Xn , (Xn + Yn − 1)/(N − 1)).
Now, from the definitions of the various random variables involved,
Xn+1 = Xn − Bn + An ,
Yn+1 = Yn − An ,
Zn+1 = Zn + Bn .
Thus {(Xn , Yn , Zn ), n ≥ 0} is a DTMC.
2.27. {Xn , n ≥ 0} is a DTMC with state space S = {rr, dr, dd}, since gene type
of the n+1st generation only depends on that of the parents in the nth generation. We
are given that X0 = rr. Hence, the parents of the first generation are rr, dd. Hence
X1 is dr with probability 1. If Xn is dr, then the parents of the (n + 1)st generation
are dr and dd. Hence the (n + 1)th generation is dr or dd with probability .5 each.
Once the nth generation is dd it stays dd from then on. Hence transition probability
matrix is given by
0 1 0
P = 0 .5 .5 .
0 0 1
2.28. Using the analysis in 2.27, we see that {Xn , n ≥ 0} is a DTMC with state
space S = {rr, dr, dd} with the following transition probability matrix:
.5 .5 0
P = .25 .5 .25 .
0 .5 .5
2.29. Let Xn be the number of recipients in the nth generation. There are 20
recipients to begin with. Hence X0 = 20. Let Yi , n be the number of letters sent out
by the ith recipient in the nthe generation. The {Yi,n : n ≥ 0, i = 1, 2, ..., Xn } are
iid random variables with common pmf given below:
P(Yi,n = 0) = 1 − α; P(Yi,n = 20 = α.
The number of recipients in the (n + 1)st generation are given by
Xn
X
Xn+1 = Yi,n .
i=1
Thus {Xn , n ≥ 0} is a branching process, following the terminology of Section 2.2.

Note that we cannot start with X0 = 1 since we would need to use Y1,0 = 20 with
probability 1, which is different distribution from the other Yi,n s. This would invali-
date the assumptions of a branching process.
2.30. Let Xn be the number of backlogged packets at the beginning of the nth
slot. Furthermore, let In be the collision indicator defined as follows: In = id if
there are no transmissions in the (n − 1)st slot (idle slot), In = s if there is exactly 1
transmission in the (n − 1)st slot (successful slot), and In = e if there are 2 or more
transmissions in the (n − 1)st slot (error or collision in the slot). We shall model
the state of the system at the beginning of the n the slot by (Xn , In ). Now suppose
Xn = i, In = s. Then, the backlogged packets retry with probability r. Hence, we
get
P(Xn+1 = i − 1, In+1 = s|Xn = i, In = s) = (1 − p)N −i ir(1 − r)i−1 ,
P(Xn+1 = i, In+1 = s|Xn = i, In = s) = (N − i)p(1 − p)N −i−1 (1 − r)i ,
P(Xn+1 = i, In+1 = id|Xn = i, In = s) = (1 − p)(N −i) (1 − r)i ,
P(Xn+1 = i, In+1 = e|Xn = i, In = s) = (1 − p)(N −i) (1 − (1 − r)i − ir(1 − r)i−1 ).
P(Xn+1 = i + 1, In+1 = e|Xn = i, In = s) = (N − i)p(1 − p)N −i−1 (1 − (1 − r)i )
N −i i
P(Xn+1 = i + j, In+1 = e|Xn = i, In = s) = p (1 − p)N −i−j , 2 ≤ j ≤ N − i.
j
Next suppose Xn = i, In = id. Then, the backlogged packets retry with probability
r 00 > r. The above equations become:
P(Xn+1 = i − 1, In+1 = s|Xn = i, In = id) = (1 − p)N −i ir 0 (1 − r 0 )i−1 ,
P(Xn+1 = i, In+1 = s|Xn = i, In = id) = (N − i)p(1 − p)N −i−1 (1 − r 0 )i ,
P(Xn+1 = i, In+1 = id|Xn = i, In = id) = (1 − p)(N −i) (1 − r 0 )i ,
P(Xn+1 = i, In+1 = e|Xn = i, In = id) = (1 − p)(N −i) (1 − (1 − r 0 )i − ir 0 (1 − r 0 )i−1 ).
P(Xn+1 = i + 1, In+1 = e|Xn = i, In = id) = (N − i)p(1 − p)N −i−1 (1 − (1 − r 0 )i )
N −i i
P(Xn+1 = i + j, In+1 = e|Xn = i, In = id) = p (1 − p)N −i−j , 2 ≤ j ≤ N − i.
j
Finally, suppose Xn = i, In = e. Then, the backlogged packets retry with probabil-

ity r 00 < r. The above equations become:
P(Xn+1 = i − 1, In+1 = s|Xn = i, In = e) = (1 − p)N −i ir 00 (1 − r 00 )i−1 ,
P(Xn+1 = i, In+1 = s|Xn = i, In = e) = (N − i)p(1 − p)N −i−1 (1 − r 00 )i ,
P(Xn+1 = i, In+1 = id|Xn = i, In = e) = (1 − p)(N −i) (1 − r 00 )i ,
P(Xn+1 = i, In+1 = e|Xn = i, In = e) = (1 − p)(N −i) (1 − (1 − r 00 )i − ir 00 (1 − r 00 )i−1 ).
P(Xn+1 = i + 1, In+1 = e|Xn = i, In = e) = (N − i)p(1 − p)N −i−1 (1 − (1 − r 00 )i )
N −i i
P(Xn+1 = i + j, In+1 = e|Xn = i, In = e) = p (1 − p)N −i−j , 2 ≤ j ≤ N − i.
j
This shows that {(Xn , In ), n ≥ 0} is a DTMC with transition probabilities given

above.
2.31. Let Xn be the number of packets ready for transmission at time n. Let Yn be
the number of packets that arrive during time (n, n + 1]. If Xn = 0, no packets are
transmitted during the nth slot and we have
Xn+1 = Yn .
If Xn > 0, exactly one packet is transmitted during the nth time slot. Hence,
Xn+1 = Xn − 1 + Yn .
Since {Yn , n ≥ 0} are iid, we see that {Xn , n ≥ 0} is identical to the DTMC given
in Example 2.16.
2.32. Let Yi,n , i = 1, 2, be the number of non-defective items in the inventory

of the ith machine at time n, after all production and any assembly at time n is
done. Since the assembly is instantaneous, both Y1,n and Y2,n cannot be positive
simultaneously. Now define
Xn = B2 + Y1,n − Y2,n .
The state space of {Xn , n ≥ 0} is S = {0, 1, 2, ..., B1 + B2 − 1, M1 + M2 }. Now,
Xn = k > B2 ⇒ Y1,n = k − B2 , Y2,n = 0,
Xn = k < B2 ⇒ Y1,n = 0, Y2,n = B2 − k,
Xn = k = B2 ⇒ Y1,n = 0, Y2,n = 0.
Thus Xn contains complete information about Y1,n and Y2,n . {Xn , n ≥ 0} is a
random walk on S as in Example 2.5 with
α1 if n = 0,
pn,n+1 = pn =
α1 (1 − α2 ) if 0 < n < B1 + B2 ,
α2 if n = B1 + B2 ,
pn,n−1 = qn =
α2 (1 − α1 ) if 0 < n < B1 + B2 ,
1 − α1 if n = 0,
pn,n = rn = α1 α2 + (1 − α1 )(1 − α2 ) if 0 < n < B1 + B2 ,
1 − α2 if n = B1 + B2 .
2.33. Let Xn be the age of the light bulb in place at time n. Using the solution
to Modeling Exercise 2.1, we see that {Xn , n ≥ 0} is a success-runs DTMC on
{0, 1, ..., K − 1} with
qi = pi+1 /bi+1 , pi = 1 − qi , 0 ≤ i ≤ K − 2, qK−1 = 1,
P∞
where bi = P (Zn ≥ i) = j=i pj .
2.34. The same three models of reader behavior in Section 2.3.7 work if we con-
sider a citation from paper i to paper j as link from webpage i to web page j, and
action of visiting a page is taken to the same as actually looking up a paper.
Computational
Exercises
2.1. Let Xn be the number of white balls in urn A after n experiments. {Xn , n ≥
0} is a DTMC on {0, 1, ..., 10} with the following transition probability matrix:
0 1.00 0 0 0 0 0 0 0 0 0
0.01 0.18 0.81 0 0 0 0 0 0 0 0
0 0.04 0.32 0.64 0 0 0 0 0 0 0
0 0 0.09 0.42 0.49 0 0 0 0 0 0
0 0 0 0.16 0.48 0.36 0 0 0 0 0
P = 0 0 0 0 0.25 0.50 0.25 0 0 0 0 .
0 0 0 0 0 0.36 0.48 0.16 0 0 0
0 0 0 0 0 0 0.49 0.42 0.09 0 0
0 0 0 0 0 0 0 0.64 0.32 0.04 0
0 0 0 0 0 0 0 0 0.81 0.18 0.01
0 0 0 0 0 0 0 0 0 1.00 0
Using the equation given in Example 2.21 we get the following table:
n X0 = 8 X0 = 5 X0 = 3
0 8.0000 5.0000 3.0000
1 7.4000 5.0000 3.4000
2 6.9200 5.0000 3.7200
3 6.5360 5.0000 3.9760
4 6.2288 5.0000 4.1808
5 5.9830 5.0000 4.3446
6 5.7864 5.0000 4.4757
7 5.6291 5.0000 4.5806
8 5.5033 5.0000 4.6645
9 5.4027 5.0000 4.7316
10 5.3221 5.0000 4.7853
11 5.2577 5.0000 4.8282
12 5.2062 5.0000 4.8626
13 5.1649 5.0000 4.8900
14 5.1319 5.0000 4.9120
15 5.1056 5.0000 4.9296
16 5.0844 5.0000 4.9437
17 5.0676 5.0000 4.9550
18 5.0540 5.0000 4.9640
19 5.0432 5.0000 4.9712
20 5.0346 5.0000 4.9769
2.2. Let P be the transition probability matrix and a the initial distribution given
in the problem.
1. Let a(2) be the pmf of X2 . It is given by Equation 2.31. Substituting for a and P
we get
a(2) = [0.2050 0.0800 0.1300 0.3250 0.2600].
2.
P(X2 = 2, X4 = 5) = P(X4 = 5|X2 = 2)P(X2 = 2)
= P(X2 = 5|X0 = 2) ∗ (.0800)
= [P 2 ]2,5 ∗ (.0800)
= (.0400) ∗ (.0800) = .0032.
3.
P(X7 = 3|X3 = 4) = P(X4 = 3|X0 = 4)
= [P 4 ]4,3
= .0318.
4.
5
X
P(X1 ∈ {1, 2, 3}, X2 ∈ {4, 5}) = P(X1 ∈ {1, 2, 3}, X2 ∈ {4, 5}|X0 = i)P(X0 = i)
i=1
5
X 3 X
X 5
= ai P(X1 = j, X2 = k}|X0 = i)
i=1 j=1 k=4
5 3 5
X X X
= ai pi,j pj,k
i=1 j =1 k=4
= .4450.
2.3. Easiest way is to prove this by induction. Assume a+b = 2. Using the formula
given in Computational Exercise 3, we see that
1 1−b 1−a 1 1−a a −1 1 0
P0 = + =
1−b 1− a , b−1 1−b
2−a −b 2−a −b 0 1
and
1 1−b 1−a a + b −1 1−a a −1 a 1−a

P1 = 1−b 1− a + b−1 1−b = 1−b .
2−a −b 2−a −b b
Thus the formula is valid for n = 0 and n = 1. Now suppose it is valid for n = k ≥
1. Then
P k+1 = Pk ∗P
1 1−b 1− a (a+ b−1)k 1−a a−1 a 1−a
= ∗
+
1−b 1− a b−1 1−b , 1−b
2−a −b 2−a −b b
1 1−b 1− a (a+ b−1)k+1 1−a a−1

=
+
2−a −b 1−b 1− a 2−a −b b−1 1−b
where the last equation follows after some algebra. Hence the formula is valid for
n = k + 1. Thus the result is established by induction.
If a + b = 2, we must have a = b = 1. Hence,
P =Pn = 1 0 .
0 1
The formula reduces to this after an application of L’Hopital’s rule to compute the
limit.
2.4. Let Xn be as defined in Example 2.1b. Then {Xn , n ≥ 0} is a DTMC with

transition matrix given below:
p1 1 − p1
P = 1 − p2 p2 .
Using the results of Computational exercise 3 above, we get

1 1 − p2 1− (p1 + p2 −1) n 1 − p1 p1 − 1
Pn = + .
p1
2 − p1 − p 2 1 − p2 1 − p1 2 − p1 − p 2 p2 − 1 1 − p2
Using the fact that the first patient is given a drug at random, we have
P(X1 = 1) = P(X1 = 2) = .5.
Hence, for n ≥ 1, we have
P(Xn = 1) = P(Xn = 1|X1 = 1) ∗ .5 + P(Xn = 1|X1 = 2) ∗ .5
1
= · ([P n−1 ]1,1 + [P n−1 ]2,1 )
2
(p −p2 ) ∗((p1 + p2 −1)(n−1) −1)
= 1− 1 .
2−a −b
Now, let Yr = 1 if the rth patient gets drug 1, and 0 otherwise. Then
n
X
Zn = Yr
r=1
is the number of patients among the first n who receive drug 1. Hence
n
X
E(Zn ) = E( Yr )
r=1
n
X
= E(Yr )
r=1
Xn
= P(Yr = 1)
r=1
Xn
= P(Xr = 1)
r=1
Xn
(p −p1 ) ∗((p1 + p2 −1) (n−1) −1)
= 1+ 2
r=1
2−a −b
2(1 −p2 ) (p1 −p2 )

= n − · ((p1 + p2 − 1)n − 1).
2 − p1 − p 2 (2 − p1 − p2 )2
2.5. Let Xn be the brand chosen by a typical customer in the nth week. Then
{Xn , n ≥ 0} is a DTMC with transition probability matrix P given in Example 2.6.
We are given the initial distribution a to be
a = [.3 .3 .4].
The distribution of X3 is given by
a(3) = aP 3 = [0.1317 0.3187 0.5496].
Thus a typical customer buys brand B in week 3 with probability .3187. Since all
k customers behave independently of each other, the number of customers that buy
brand B in week 3 is B(k, .3187) random variable.
2.6. Since the machines are identical and independent, the total expected revenue
(n)
over {0, 1, · · · , n} is given by rM 11 , where M (n) is given in Example 2.24.
2.7. Let α = 1+u and
write 1−d
Xn = (1 − d)n αZn .
Using the results about the generating functions of a binomial, we get

E(Xn ) = (1 − d)n E(αZn ) = (1 − d)n (pα + 1 − p)n ,
and
E(X 2n) = (1 − d)2n E(α2Zn ) = (1 − d)2n (pα2 + 1 − p)n .
This gives the mean and variance of Xn .
2.8. The initial distribution is
a = [1 0 0 0].
(i) a(2) = aP 2
= [0.42 0.14 0.11 0.33]. Hence,
P(X2 = 4) = .33.
(ii) Since P(X0 = 1) = 1, we have
4
X
P(X1 = 2, X2 = 4, X3 = 1) = P(X1 = 2, X2 = 4, X3 = 1|X0 = i)P(X0 = i)
i=1
= p(X1 = 2, X2 = 4, X3 = 1|X0 = 1)
= p1,2 p2,4 p4,1
= .015.
(iii) Using time homogeneity, we get
P(X7 = 4|X5 = 2) = P(X2 = 4|X0 = 2)

= [P 2 ]2,1 = .25
(iv) Let b = [1234]0 . Then
E(X3 ) = a ∗ P 3 ∗ b = 2.455.
2.9. From the definition of Xn and Yn we see that
20 if Xn − Yn < 10,
Xn+1 =
Xn − Yn if Xn − Yn ≥ 10.
Since {Yn , n ≥ 0} are iid random variables, it follows that {Xn , n ≥ 0} is a DTMC
on state space {10, 11, 12, ..., 20}. The transition probability matrix is given by
.1 0 0 0 0 0 0 0 0 0 .9
.2 .1 0 0 0 0 0 0 0 0 .7
.3 .2 .1 0 0 0 0 0 0 0 .4
.4 .3 .2 .1 0 0 0 0 0 0 0
0 .4 .3 .2 .1 0 0 0 0 0 0
P = 0 0 .4 .3 .2 .1 0 0 0 0 0 .
0 0 0 .4 .3 .2 .1 0 0 0 0
0 0 0 0 .4 .3 .2 .1 0 0 0
0 0 0 0 0 .4 .3 .2 .1 0 0
0 0 0 0 0 0 .4 .3 .2 .1 0
0 0 0 0 0 0 0 .4 .3 .2 .1
The initial distribution is
a = [0 0 0 0 0 0 0 0 0 0 1].
Let
b = [10 11 12 13 14 15 16 17 18 19 20]0 .
Then we have
E(Xn ) = aP n b, n ≥ 0.
Using this we get
n E(Xn )
0 20.0000
1 18.0000
2 16.0000
3 14.0000
4 13.1520
5 14.9942
6 16.5868
7 16.5694
8 15.4925
9 14.5312
10 14.5887
2.10. From Example 2.12, {Xn , n ≥ 0} is a random walk on {0, 1, 2, 3, ...} with
parameters
r0 = 1 − p = .2, p0 = .8,
qi = q(1 − p) = .14, pi = p(1 − q) = .24, ri = .62, i ≥ 1.
We are given X0 = 0. Hence,
P(X1 = 0) = .2, P(X1 = 1) = .8.
And,
P(X2 = 0) = P(X2 = 0|X1 = 0)P(X1 = 0) + P(X2 = 0|X1 = 1)P(X1 = 1)
= .2 ∗ .2 + .14 ∗ .8
= .152.
2.11. The simple random walk of Example 2.19 has state space {0, ±1, ±2, ...},
and the following transition probabilities:
pi,i+1 = p, pi,i−1 = q = 1 − p.
We want to compute
pni,j = P(Xn = j|X0 = i).
Let R be the number of right steps taken by the random walk during the first n steps,
and L be the number of right steps taken by the random walk during the first n steps.
Then,
R + L = n, R − L = j − i.
Thus
1 1
R= (n + j − i), L= (n + i − j).
2 2
This is possible if and only if n + j − i is even. There are n

R ways of taking R steps
to the right and L steps to the left in the first n steps. Hence, if n + j − i is even, we
have
n R L
pni,j = p q ,
R
otherwise it is zero.
2.12. Let {Xn , n ≥ 0} be the DTMC of Modeling Exercise 2.5. Let Yn =

(Xn−1 , Xn ). {Yn , n ≥ 1} is a DTMC with transition probability matrix given below:
0.8 0.2 0 0
0 0 .5 .5
P = .
.75 .25 0 0
0 0 0.4 0.6
Suppose the rainy spell starts on day 1, i.e Y1 = (1, 2). Let R be the length of the
rainy spell.Then
P(R = 1) = P(Y2 = (2, 1)|Y1 = (1, 2)) = .5.
For k ≥ 2 we have
P(R = k) = P(Yi = (2, 2), i = 2, 3, ..., k, Yk+1 = (2, 1)|Y1 = (1, 2))
k−1
Y
= P(Y2 = (2, 2)|Y1 = (1, 2)) P(Yi+1 = (2, 2)|Yi = (2, 2))P(Yk+1 = (2, 1)|Yk = (2, 2))
i=2
= (.5)(.6)k−2 (.4).
By a similar analysis, the distribution of the length of the sunny spell S, is given by
P(S = 1) = .25,
and, for k ≥ 2,
P(S = k) = (.75)(.8)k−2 (.2).
2.13. The matlab program to compute the quantities is given below.

**************************************************************
C = 20; % Capacity of the bus.
l = 10; % Passengers ata stop are P(l).
p = 0.4; % prob that a rider gets off at a stop.
N = 20; % Number of stops.
%pp(i+1) = p(a Poisson(l) rv = i).
pp= zeros(1,C+1);pp(1)=exp(-l);
for i = 1:C pp(i+1) = pp(i)*l/(i);
end;
% P = transition probability matrix of the DTMC {Xn , n ≥ 0}.
P = zeros(C+1);
for i = 0:C
%pb(j+1) = P(a Bin(i,p) rv = j).
pb=zeros(1,i+1);
pb(1) = p(i);
for j=1:i
pb(j+1) = pb(j)*((1-p)/p)*(i-j+1)/(j);
end;
for j=0:C-1
P(i+1,j+1) = 0;
for k=0:min(i,j)
P(i+1,j+1) = P(i+1,j+1) + pb(k+1)*pp(j-k+1);
end;
end;
end;
b = sum(P’);
P(:,C+1) = ones(C+1,1) - b’;
% ex(n) = E(Xn ).
nv=[];ex = [];b=[0:C]’;a=[1 zeros(1,C)];
for n=0:N
nv = [nv n];
ex = [ex a*Pn̂*b];
end;
[nv 0 ex0 ]
*************************************************************
The final output is
n E(Xn )
0 0
1 9.9972
2 15.6322
3 17.9843
4 18.7442
5 18.9664
6 19.0294
7 19.0471
8 19.0520
9 19.0534
10 19.0538
11 19.0539
12 19.0539
13 19.0539
14 19.0539
15 19.0539
16 19.0539
17 19.0539
18 19.0539
19 19.0539
20 19.0539
2.14. Follows from direct verification that

P xk = λk xk , yk P = λk yk , 1 ≤ k ≤ m.
2.15. The statement holds for n = 1. Now suppose it holds for a given n ≥ 1.
Then ∞ ∞
X X
n+1
p00 = P(Xn = i)pi0 = q P(Xn = i) = q.
i=0 i=0
The result is true by induction.
2.16. The matlab program is listed below:

********************************************
N = 3; %Number of points on the circle.
p = .4; %probability of clockwise jump.
%P = the transition probability matrix.
P = zeros(N,N);
P(1,N) = 1-p;P(1,2) = p;
for i = 2:N-1
P(i,i+1) = p;
P(i,i-1) = 1-p;
end;
P(N,1) = p; P(N,N-1) = 1-p;
[V, D] = eig(P);
IV = inv(V);
for i=1:N
i
%i th eigenvalue is printed next.
D(i,i)
% the matrix Bi is printed next.
V(:,i)*IV(i,:)
end;
*******************************************
The output of the above program is
λ1 = 1, λ2 = −.5 + .1732i, λ3 = −.5 − .1732i.
The corresponding matrices are
0.3333 0.3333 0.3333
B1 = 0.3333 0.3333 0.3333 ,
0.3333 0.3333 0.3333
0.3333 −0.1667 + 0.2887i −0.1667 − 0.2887i

B2 = −0.1667 − 0.2887i 0.3333 −0.1667 + 0.2887i ,
−0.1667 + 0.2887i −0.1667 − 0.2887i 0.3333
0.3333 −0.1667 − 0.2887i −0.1667 + 0.2887i

B3 = −0.1667 + 0.2887i 0.3333 −0.1667 − 0.2887i .
−0.1667 − 0.2887i −0.1667 + 0.2887i 0.3333
Then
P n = B1 + (−.5 + .1732i)n B2 + (−.5 − .1732i)n B3 .
2.18. We show by induction that

(n)
pij = qpj , j = 0, 1, 2, ..., n − 1,
pi,i+n = pn .
(n)
All other p i,j are zero. This is clearly true at n=1. We show that if it holds for n, it
holds for n + 1. For j = 0, 1, ..., n − 1
(n+1) (n) (n)
p
i,j = qp0,j + ppi+1,j
= qqpj + pqpj = qpj .
For j = n, we hace
(n+1) (n) (n)
p = qp0,n + ppi+1,n
i,n
= qpn + 0 = qpn .
Finally,
(n+1) (n) (n)

p = qp0,n+1 + ppi+1,i+1+n
i,i+n+1
= 0 + ppn =
pn+1 .
Thus the result holds for n + 1. Hence it holds for all n by induction.
2.19. We are given

0.3 0.4 0.3
P = 0.4 0.5 0.1 .
0.6 0.2 0.2
Hence
1 − 0.3z −0.4z −0.3z
I − zP =
−0.4z 1 − 0.5z −0.1z .
−0.6z −0.2z 1 − 0.2z
Following Example 2.15, we get
X∞
−1
11 z
n
= (I − zP )11
(n)
p
n=0
det(A)
=
det(I − zP )
where
1 − 0.5z −0.1z
A= .
−0.2z 1 − 0.2z
Expanding, we get
∞ 2
X 1 −0.7z+ .08z
zn =
(n)
11 (1 − z − .05z 2 + .05z 3
p
n=0
.4 0.5236 0.0764
= + −
1−z 1 + 0.2236z 1 − .2236z
∞
X
= (.4 + 0.5236(−0.2236)n + 0.0764(0.2236)n )z n
n=0
Hence, we get
(n)
p
11 = .4 + 0.5236(−0.2236)n + 0.0764(0.2236)n , n ≥ 0.
2.20. From the structure of the DTMC
(n)
p ij = 0 if j > i.
Also,
n
(n) 1
p
= , i ≥ 0.
ii
i+1
Hence,
∞
X (n)
φii (z) = p ii zn
n=0
X∞ n
z
=
n=0
i+1
= 1/(1 − z/(i + 1)).
Next,
∞
X
φi,i−1 (z) = p(n)
i,i−1 z
n
n=0
∞
X 1 (n−1) 1 (n−1) n
= { p
p
i,i−1 }z +
i+1 i + 1 i−1,i−1
n=0
z z
= φi,i−1 (z) + φi−1,i−1 (z).
i+1 i+1
Solving the above we get
−1
z z z
φi,i−1 (z) = (1 − )(1 − ) .
i+1 i+1 i
In general we have
i
z
X
φi,j = ( φk,j (z)).
i+1 k=j
The result follows from this by induction.
2.21. The {Xn , n ≥ 0} as defined in Modeling Exercise 2.28 is a 3-state DTMC

with transition probability matrix given by
0 1 0
P = 0 .5 .5 .
0 0 1
Using Matlab, we get
P = XDX −1 ,
where
1.0000 0.8944 1
X = 0 0.4472 1 ,
0 0 1
0 0 0
D = 0 0.5 0 ,
0 0 1
and
1 −2 1
X −1 = 0 1 −1 .
0 0 1
Hence, n ≥ 1,
0 21−n 1 − 21−n
−1
P n
= XD X n
= 0 2−n 1 − 2−n .
0 0 1
2.22. The {Xn , n ≥ 0} as defined in Modeling Exercise 2.27 is a 3-state DTMC

with transition probability matrix given by
0.5 0.5 0
P = 0.25 .5 .25 .
0 0.5 0.5
Using Matlab, we get
P = XDX −1 ,
where
1 1 −1
X = −1 1 0 ,
1 1 1
0 0 0
D = 0 1 0 ,
0 0 0.5
and
0.25 −0.50 0.25
X −1 = 0.25 0.50 0.25 .
0.00 0 0.50
Hence, n ≥ 1,
.25 + 2−n−1 .50 .25 − 2−1−n
n n −1
P = XD X = 0.25 0.50 0.25 .
.25 − 2−1−n 0.50 .25 + 2−n−1
2.23. Let {Xn , n ≥ 0} be a branching process with X0 = i. Suppose the in-

dividuals in the zeroth generation are indexed 1, 2, ..., i. Let Xnk be the number of
individuals in the nth generation that are direct descendants of the kth individual in
generation zero. Then,
X 0k = 1, 1 ≤ k ≤ i,
and
i
X
Xn = X nk , n ≥ i.
k=1
Since the offsprings do not interact with each other, it is clear that {X kn, n ≥ 0},
1 ≤ k ≤ i are i independent and stochastically identical branching processes, each
beginning with a single individual. Hence,
i
X
E(Xn ) = E( Xnk )
k=1
i
X
= E(Xnk )
k=1
n
= iµ ,
from Equation 2.37. Similarly
i
X
V ar(Xn ) = V ar( X nk )
k=1
i
X
= V ar(Xnk )
k=1
inσ 2 if µ = 1,
= n−1
iµn−1 σ 2 µµ−1 if µ = 1.
2.24. The transition probability matrix is

1 0 0 0
q 0 p 0
P = .
0 q 0 p
0 0 0 1
√
Finding the eigenvalues and eigenvectors, we get, with θ = pq,
θ 0 0 0
0 −θ 0 0
D = ,
0 1 0
0 0 0 1
and
0 0 1 − pq −p2
θ −θ q 0
X = .
q q q2 pq
0 0 0 q
Then we get
P n = XD n X −1 .
2.25. The Wright-Fisher model satisfies

Xn+1 ∼ Bin(N, Xn /N ).
Hence
E(Xn+1 ) = N E(Xn /N ) = E(Xn ).
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instruct them, and went two or three evenings in the week, from five
or six o'clock to eight, and spend the time in learning to sing? Would
not this be an innocent and profitable recreation, and would it not
have a tendency, if prudently managed, to prevent the expense of
time on other occasions? Has it not a tendency to divert young
people, who are most proper to learn, from learning idle, foolish, yea
pernicious songs and ballads, and banish all such trash from their
minds? Experience proves this. Would it not be proper for school
masters in country parishes to teach their scholars? Are not they
very unwise who plead against learning to sing by rule, when they
can't learn to sing at all unless they learn by rule? Has not the grand
enemy of souls a hand in this who prejudices them against the best
means of singing? Will it not be very servisible in ministers to
encourage their people to learn to sing? Are they not under some
obligation by virtue of their office to do so? Would there not, at least
in some places, appear more of that fear of man, which brings a
snare, than of true Christian prudence in omitting this? And, as
circumstances may allow, would it not be very useful and profitable if
such ministers as are capable would instruct their people in this art?'
The introduction of Satan as the protagonist of unskillful singing is an

ingenious and appropriate touch. One might infer from the allusion to
idle, foolish and pernicious songs and ballads that the young people
of New England were not unlike young people of less godly places
and expressed their feelings in ways that might have shocked their
proper elders. If they did, it is a pity that some of their songs and
ballads have not come down to us, be they never so pernicious. The
advice of the Rev. Mr. Symmes, however, appears to have been
followed, for we find that about the year 1720 singing societies
began to sprout in various parts of New England. At first these were
concerned exclusively with church music, but the elementary musical
training they afforded was helpful in developing a capacity for the
practice and appreciation of other music.
The growth of singing societies naturally created a demand for some

sort of musical literature and inspired the publication of many books
of psalm-tunes and instructions. This demand was anticipated as
early as 1712 by the Rev. John Tufts, pastor of the Second Church in
Newbury, who published in that year 'A very Plain and Easy
Instruction to the Art of Singing Psalm tunes; with the Cantos or
Trebles of twenty-eight Psalm tunes, contrived in such a manner as
that the Learner may attain the Skill of Singing them with the
greatest ease and speed imaginable.' About two years later he
published 'An Introduction to the singing of Psalm Tunes, in a plain
and easy method. With a collection of Tunes in Three Parts.' The
essence of the 'plain and easy method' seems to have been the
substitution of letters for the customary musical notation, together
with lessons 'to assist in Raising and Falling of notes either gradual
or by leaps, the groundwork of all good singing, and is not to be
obtained ordinarily without help of some Skilful Person, or of an
Instrument.' 'But being attained and observing the few foregoing
Rules,' the reverend author continues encouragingly, 'you will be
able to leap with your voice from one note to another, as they occur
in various distances, and with a little practice to sing all tunes in this
book, or other prick'd after this method in all their parts, with ease
and pleasure.' The tunes and their arrangements were taken by the
Rev. Mr. Tufts from Playford's 'Book of Psalms.'
In 1721 the Rev. Thomas Walter, of Roxbury, Mass., published a

book comprehensively entitled 'The Grounds and Rules of Musick
explained. Or an introduction to the Art of singing by Note: Fitted to
the meanest capacity. By Thomas Walter, A.M. Recommended by
Several Ministers.' As illustrating the Rev. Mr. Walter's qualifications
to explain 'the Grounds and Rules of Musick' we would quote the
following delightful and illuminating disquisition: 'There are in Nature
but seven distinct sounds, every eighth Note being the same. Thus
when a tune is sung by another upon a Key too low for the Compass
of my Voice, if I will sing with the Person, it must be all the Way,
eighth Notes above him. I naturally sound an Eighth higher. So a
Woman naturally strikes eighth notes above the grum and low
sounding Voice of a Man, and it makes no more Difference than the
singing of two Persons upon an Union or a Pitch. So, on the
contrary, when we sing with a Voice too High and shrill for us, we
strike very naturally into an Octave or Eighth below. And here let it be
observed that the Height of a note and the Strength of singing it are
too different Things. Two notes of equal Height may be sounded with
different degrees of Strength so as that one shall be heard much
further than the other.' This book has the honor of containing the 'first
music printed with bars in America,' Mr. Tufts having omitted in his
works the bars marking the measures.[11] The arrangements were
taken from Playford.
In 1741 Dr. Watts' 'Psalms' were printed in Boston, and an edition of

Watts' 'Hymns' were printed in the same year by Dr. Franklin in
Philadelphia. The next important publication was a part of Tansur's
collection,[12] which was printed by William Bailey at Newburyport,
Mass., in 1755, under the title of 'A Complete Melody in Three Parts.'
In 1761 there was published in Philadelphia a large work called
'Urania, or a Choice Collection of Psalm-Tunes, Anthems and
Hymns. From the most approv'd Authors with some entirely new: In
Two, Three and Four Parts. The Whole peculiarly adapted to the use
of Churches, and Private Families. To which are prefix'd the Plainest
and most Necessary Rules of Psalmody. By James Lyon, A.B....'
Three years later appeared in Boston 'A Collection of the best Psalm
Tunes, in two, three and four parts; from the most approved authors,
fitted to all measures, and approved by the best masters in Boston,
New England; the greater part of them never before printed in
America. Engraved by Paul Revere, printed and sold by him and
Jos. Flagg.' In his preface Flagg, with admirable patriotism, pointed
out that, though most of the tunes in his book came from across the
Atlantic, the paper on which they were written was of American
manufacture; and he hoped that the fact would recommend his book
'even to those who have no peculiar relish for the music.' We shall
have more to say of Flagg in a later chapter. Daniel Bailey, of
Newburyport, published in 1764 'A new and complete Introduction to
the Grounds and Rules of Music in two books,' of which the first is
taken from Williams and the second from Tansur. In 1769-71 Bailey
issued a two-volume work called 'The American Harmony.' The first
volume is a reprint of Tansur's 'Royal Melody,' together with 'A new
and correct Introduction to the Grounds of Musick, Rudimental,
Practical and Technical,' also taken from Tansur. The second volume
is a reprint of Aaron Williams' 'New Universal Psalmodist.'[13]
Most of the music in the collections of Lyons, Flagg, and Bailey was
the work of contemporary English church-composers. Some of it
may have been written by Americans, but there has been identified
only the anthem called 'Liverpool,' in Lyon's collection, which is the
work of William Tuckey, of New York. This is only pseudo-American,
however, as Tuckey was an Englishman. It is merely an imitation of
the weak style of verse anthem then popular in England, and the
same is true of the other compositions which may be American.
Notwithstanding the poor quality of the music, the success of
Bailey's collections serves to show the advance which church
singing must have made in New England. The florid 'fuguing
choruses' and canons, popular among the hymn-writers who
followed Purcell in England, were not very noble or inspiring music,
but their performance entailed a degree of musical expertness far
removed from the cacophantic crudity of which the Rev. Thomas
Symmes and his contemporaries so plaintively spoke. At the same
time it may be pointed out that these early collections of psalm-tunes
are full of errors, due to the lack of persons competent to read proofs
of musical works, and, if the leaders of church choirs were not
musicians enough to correct such errors in the rendering, either their
ears were yet imperfectly trained or they had a sense of free
harmony far in advance of their age. Furthermore, it was very late in
the eighteenth century before the reform in church singing became
general throughout New England. In the 'History of Worcester' we
read of an energetic duel on August 5th, 1779, between the old
deacon and the singers, in which the deacon read the psalm
according to the 'lining-out' method, while the choir simultaneously
sang the verse without pause, according to the new system. Force of
numbers and noise finally overpowered the doughty old champion of
tradition, who, we are informed, 'retired from the meeting-house in
tears.' It was as late as 1785 before the parish of Rowley joined the
march of progress, as we find the following entry under that date in
the 'History of Rowley': 'The parish desire the singers, both male and
female, to sit in the gallery and will allow them to sing once on each
Lord's day without reading by the deacon.'
II
We may assume that musical culture made noticeable progress in
New England in the second half of the eighteenth century. Among
the mass of the people it remained somewhat primitive, but among
the cultivated classes in Boston and the larger cities the best
contemporary music was heard frequently and with appreciation. As
we shall see in a later chapter, public concerts were held in Boston
at least as early as 1731, and they seem to have compared
favorably with similar functions in European cities. But of musical life
in the intimate sense there was still comparatively little. Brissot de
Warville writes from Boston in 1788: 'You no longer meet here that
Presbyterian austerity which interdicted all pleasure, even that of
walking, which forbade travelling on Sunday, which persecuted men
whose opinions were different from their own. The Bostonians unite
simplicity of morals with that French politeness and delicacy of
manners which render virtue more amiable. They are hospitable to
strangers and obliging to friends; they are tender husbands, fond
and almost idolatrous parents, and kind masters. Music, which their
teachers formerly proscribed as a diabolical art, begins to make part
of their education. In some houses you hear the forte-piano. This art,
it is true, is still in its infancy; but the young novices who exercise it
are so gentle, so complaisant and so modest, that the proud
perfection of art gives no pleasure equal to what they afford.'
There were at that time very few pianos in New England and we find
from the newspaper advertisements that the teacher usually lent his
own piano to his pupils for practice. We have it on the authority of
Mr. Elson that the efforts of the pupils were customarily confined to
Gyrowetz, or to 'Washington's March,' 'The Battle of Prague,' or the
Sonata pour le Clavecin ou Forte-piano, qui représente la bataille de
Rossbach. Composée par M. Bach—not the majestic Johann
Sebastian, of course. Ritter has copied the following titles from a
manuscript book of the late eighteenth century: Ça Ira, 'White
Cockade,' 'Irish Howl,' 'French March,' 'Hessian Camp,' 'Duchess of
Brunswick,' 'Duetto' by Mancinelli, 'Water Rice,' 'Nancy of the Mill,' 'O
Bessy Bell,' 'German Spaw,' 'Ossian's Ghost,' 'Duke of York's March,'
'Duetto,' by Dr. Arne, 'Every Inch a Soldier,' 'Quick March of the
Twenty-sixth Regiment,' 'March,' 'Poor Soldier,' 'Sound Alarm,' 'When
Nichola first to court began,' 'Sweet Village of the Valley,' 'Minuetto,'
'Dead March in Saul,' 'Bright Phœbus,' 'Ode to Harmony,' 'Swedish
Air,' 'Quick March,' 'King of Sweden's March,' Marche des
Marseillais, 'Hessian Air,' 'Baron Steuben's March,' 'Prince
Frederick's March,' 'Sonata from Minuetto in Samson,' 'March in
Joseph,' 'Trio' by Humphrey.
It may be of interest to note some of the secular music published in

New England at that time. We find the following advertisement in the
'Columbian Centinel' of Boston in 1798. 'Just published, price one
dollar, neatly bound and lettered, sold by E. Larkin, No. 47, Cornhill,
"The Columbian Songster and Free Mason's Pocket Companion." A
Collection of the newest and most celebrated Sentimental, Convivial,
Humorous, Satirical, Pastoral, Hunting, Sea and Masonic Songs,
being the largest and best collection ever published in America.
Selected by S. Larkin.' In the same year there appeared in
Northampton, Mass., 'The American Miscellany.' From the foreword
of the ingenuous editor we learn that in this work 'a general
preference has been given to American productions, and perhaps
nothing will more effectually exhibit the progress of the human mind
in the refinements which characterize the age, than the songs which,
from general consent, are now in vogue.' The exhibit is not very
complimentary to the 'progress of the human mind.' Most of the
songs contained in these collections are flatly commonplace, many
of them are cheap and tawdry in the extreme. It would hardly be fair
to look upon such publications as reflecting the musical taste of the
cultured class in New England. Just what proportion that class bore
to the total population we cannot say. We can safely assume,
however, that the concerts given in Boston and elsewhere during the
second half of the eighteenth century fairly indicate the taste of the
musical elect in New England. The citation of a few programs in this
place will, consequently, not prove amiss.
A concert in honor of President Washington's visit to Boston, given

on the 27th October, 1789, is advertised as follows:
FOR PUBLIC ORNAMENT
An Oratorio
or Concert of Sacred Musick
will be performed at Stone Chapel, Boston, in presence

of the President of the United States.
First Part
1. A Congratulatory Ode to the President
2. A favourite Air in the 'Messiah' (composed by the celebrated

Handel) 'Comfort ye my People.' By Mr. Rea
3. Organ Concerto By Mr. Shelby
4. The favourite Air in the Oratorio of Samson (composed by the

celebrated Mr. Handel) By Mr. Rea
5. Anthem from 100th Psalm, composed by Mr. Selby
Part the Second
The Oratorio of Jonah
Complete. The Solos by Messrs. Rea, Fay, Brewer, and

Dr. Rogerson.
The Choruses by the Independent Musical Society; The Instrumental
parts of a Society of Gentlemen, with the band of his Most Christian
Majesty's Fleet.[14]
As the above Oratorio has been highly applauded by the best

judges, and has never been performed in America; and as the first
Performers of this country will be joined by the excellent band of his
Most Christian Majesty's squadron, the Publick will have every
reason to expect a more finished and delightful performance than
ever was exhibited in the United States.'
In Salem on the 15th May, 1798, was given the following concert:
Part 1st
Grand Symphony Pleyel
Song: 'On by the Spur of Valour goaded.' Mr. Collins, Shield
Clarinet Quartette Vogel

Messrs. Granger, Laumont, von Hagen and Graupner
Song: 'He pipes so sweet.' Mrs. Graupner Hook
Concerto on the French Horn. Mr. Rosier Ponton
A favourite new Song: 'Little Sally's wooden ware' Arnold
Miss Solomon
Full Piece Hayden[?]
Part 2nd
Quartetto: 'Who shall deserve the glowing Praise?' Linly

Mrs. Graupner, Mr. Granger, Mr. Collins and Mr. Mallett
Concerto on the Clarinet, composed and performed by Mr. Schaffer

A new favourite echo Song: 'How do you do?' Hook
Mrs. Graupner, and accompanied on the hautboy by Mr.
Graupner
Concerto on the Violin. Laumont Foder[?]
A Comic Irish song: 'Boston News' Mr. Collins
Concerto on the Hautboy, the composition of the celebrated Fisher

Mr. Graupner
Duet: 'They Dance to the Fiddle and Tabor,' from the much admired
Opera of the 'Lock and Key'
Mrs. Graupner and Mr. Collins
Finale Pleyel
Audiences in those days must have had Gargantuan musical

appetites. Mr. Mallet, a French musician resident in Boston, gave a
concert there on the 19th May, 1801, which included two overtures,
four concertos (for clarinet, violin, bass and oboe, respectively), six
solo vocal pieces and one duet!
III
No doubt these concerts show that the musical taste even of
cultured New England was somewhat indiscriminate. But the
tendency to serve strangely mixed programs was not confined to
America. We find, too, that concerts were very frequently a medium
for the exploitation of compositions by the concert givers or their
friends. This custom was not confined to America either, nor was it
confined to the eighteenth century. On the whole, and considering all
the circumstances, the concert life of New England speaks well for
the musical culture of its people. The same may be said of concert-
life elsewhere in America. Unfortunately our information concerning
general musical culture in other parts of the country is extremely
scanty, but we may assume that the inhabitants of the Middle and
Southern colonies enjoyed a fuller musical life than was possible in
New England, where it was retarded by conditions that were not
operative elsewhere. In Pennsylvania, it is true, Quakerism must
have exercised a repressive influence, though, from the evidence at
our disposal, we find that Philadelphia at the end of the eighteenth
century was more advanced musically than any other city in
America. Practically our only sources of information concerning early
musical life in New York, Philadelphia and the South are the records
of operatic and concert performances, and, while we shall speak of
those activities more fully in later chapters, we may be pardoned for
referring briefly to them here.[15]
In New York English opera was heard perhaps as early as the year
1702, but performances did not become common until about 1750.
After the production of the 'Beggar's Opera' in the latter year 'all the
most popular ballad-operas,' to quote Ritter,[16] 'successively
appeared on the New York stage. Besides these most of the musical
farces, melodramas, pantomimes, which proved successful in
London, were also produced in New York.' Concerts became
increasingly common in the second half of the century and some of
the programs were remarkably interesting. By way of illustration we
quote the following program of a concert given on the 9th February,
1770, for the benefit of Mr. Stotherd:
Act 1st
1st. Overture of Bach, opera prima

3d. Concerto of Avison, opera quarta
A Hunting Song—Black Sloven
A French Horn Concerto, by Mr. Stotherd
4th Concerto of Stanley
Duet on the French Horn
8th Periodical Overture.
Act 2d
Overture of Saul[17]
Select pieces for four French Horns
2d Concerto of Humphries
A Hunting Song
A French Horn Concerto by Mr. Stotherd
3d Concerto of Corelli
Overture of Atalanta
In January, 1770, a large part of Handel's 'Messiah' was given in

New York for the benefit of William Tuckey, with the assistance of 'a
considerable number of ladies and gentlemen.' The program of a
concert given by gentlemen of the army and navy in April, 1782,
reads:
Act I
Sinfonie of Toeschi
Quartetto of Davaux for Violins
Song by Mrs. Hyde 'Soldiers tir'd of War's alarms'
Violino Concerto of Borchay
Quintetto of C. Bach for Flauto
Sinfonie of Stamitz
Act II
Sinfonie of Haydn
Quartetto of Kammell, for violino
Song by Mrs. Hyde, 'If 'tis joy to wound a lover'
Hoboy Solo Concerto of C. Fisher
Quartetto of Vanhall for Flauto
Sinfonie of Haydn
Act III
Sinfonie of Bach
Quartetto of Davaux for violino
Clarinetto Solo Concerto of Mahoy
Quartetto of Toeschi for Flauto
Sinfonie of Mardino
Of course, all the concerts given in New York were not on an equally
high plane. Many of them were frankly popular and many mixed
judiciously the popular with the serious. A large proportion of these
were given at Vauxhall, Ranelagh, Columbia and other public
gardens where it was necessary to cater to the taste of an assorted
assemblage. On the whole, however, the musical taste of the New
York public was remarkably good. Haydn seems to have been the
favorite composer of the time and after him we notice most
frequently the names of Pleyel, Handel, Corelli, Gossec, Stamitz,
Gyrowetz, and Bach.[18]
The musical life of Philadelphia during the second half of the

eighteenth century was apparently richer than in any other American
city. There are no records of public concerts there before the year
1757, but after that date they became so suddenly common and
maintained such a relatively high standard that the musical soil in
which they grew must have been extremely fertile—notwithstanding
the Quakers. Indeed, the musical taste of the Philadelphians seems
to have been at once more eclectic and more discriminating than
that of the citizens of Boston and New York. Besides Haydn, Pleyel,
Handel, and the rest we find in their programs the names of Grétry,
Boccherini, Viotti, Kreutzer, Paesiello, Sacchini, Cimarosa, Piccini,
Gluck, and Mozart.[19] The programs were much less mixed than
was customary in Boston and New York. We find fewer comic
numbers and fewer songs to Mars and Bacchus, to larks and pining
hearts and sighing breezes. And quite as much consideration was
shown to the native American composer as is shown by the concert-
givers of to-day. Consider the following program of the first Uranian
Concert, given at the Reformed Church, in Race Street, on the 12th
April, 1787:
Syllabus Authors
I. Martini's celebrated Overture
II. Jehovah reigns: an anthem from 97th Psalm Tuckey
III. Te Deum laudamus Arnold
IV. Violin Concerto By Mr. Phile of New York
V. I heard a great voice: an Anthem from Rev. XIV Billings
VI. Vital Spark: An Anthem on Mr. Pope's ode 'The dying Christian
to his Soul' Billings
VII. Overture Artaxerxes Arne
VIII. Friendship thou charmer of the mind: From Watts' Lyric Poems
Lyon
IX. The Rose of Sharon: an Anthem from 2d of Canticles Billings
X. Flute Concerto By the Chevalier du Ponceau
XI. Sundry Scriptures: an Anthem on the nativity of Christ Williams
XII. The Hallelujah chorus: on the extent and duration of Christ's

Government
(from the 'Messiah') Handel
We may mention here the extraordinary Grand Concert given at the

Reformed Church in Race Street on May 4, 1786, with a chorus of
two hundred and twenty and an orchestra of fifty. Of course, such
concerts were unusual in Philadelphia. Choruses of two hundred and
twenty and orchestras of fifty were not then common, even in
European capitals. But, as Mr. Sonneck has observed, such
undertakings were not possible 'without a logical evolution of
conditions,' and this concert throws a very favorable light on musical
conditions in Philadelphia. Incidentally, we learn that nearly one
thousand tickets were sold for the event, a remarkable showing for a
city of about 40,000 people.
There was a very active musical life in the South during the
eighteenth century, and it was much more diffused than in the Middle
or New England colonies. A peculiar feature of the public concerts in
the South was the frequency with which amateurs appeared as
performers. We find the vocal part in one concert was taken by 'a
gentleman who does it merely to oblige on this occasion.' In the
advertisement of another we read that 'the gentlemen who are the
best Performers, both in Town and Country, are so obliging as to
assist ... on this Occasion.' Again we notice the announcement of a
'Concert of Vocal and Instrumental Musick to be performed by
Gentlemen of the place, for the entertainment of all lovers of
Harmony.' Such announcements were common. Of course,
amateurs sometimes took part in concerts in the North, especially
before the Revolution. As a rule, they were gentlemen of the king's
army and navy, among whom the practice of music seems to have
been sedulously cultivated. But it would appear that the proportion of
practical amateur musicians was much greater in the South than
elsewhere in America, and that fact alone speaks volumes for the
culture of the Old Dominion.
Charleston was beyond doubt the leading Southern city in musical

matters. We know definitely that public concerts were given there as
early as 1732, and it is quite probable that they were given earlier. In
1762 was formed the St. Cæcilia Society,[20] an organization
devoted to the cultivation of the best in music. It was the first musical
society formed in America. The following program, given on the 6th
March, 1794, under its patronage, will illustrate the taste of the
people of Charleston:
Act 1st
Sinfonie Pleyel
Song, Mr. Chambers
Quartett Violin Pleyel
Song, Mr. Clifford
Overture Gretrie[?]
Act 2nd
Grand Overture (la Chasse) Gossec

Song, Mr. West
Sonata Pianoforte, Rondo, by Mrs. Sully
Duett, Mr. Chambers and Mrs. Chambers
Act 3d
Grand Overture Haydn

Song, Mr. Chambers
Concerto Violin, by Mr. Petit Viotti
Glee, Mr. Chambers, Mrs. Chambers and Mr. West.
It is noteworthy to find a symphony of Mozart on a program of March

9, 1797.
It would appear that the citizens of Baltimore were not quite so

refined in their musical taste as their neighbors in Carolina.
Nevertheless they enjoyed an active musical life. Concerts of fair
quality were common enough, and we read also of such interesting
things as the production in English of Pergolesi's Serva Padrona in
1790.[21]
In Williamsburg, Fredericksburg, Richmond, Petersburg, Norfolk,

Alexandria and elsewhere in Virginia there were public concerts
given at an early period. Unfortunately there has not yet been
unearthed much documentary evidence which would throw light on
the early musical life of these cities. But from what we know of
Charleston and Baltimore and from our general knowledge of
conditions among the Southern colonists we should be inclined to
say that the Virginia cities possessed a musical life quite creditable
in proportion to their size. The same is true of Savannah and New
Orleans. It must not be forgotten that, with the exceptions of
Charleston and Baltimore, no Southern city had a population of more
than ten thousand people. Most of them had very considerably less.
Obviously it would be unfair to expect that they enjoyed metropolitan
conditions.
IV
Enough, perhaps, has been said to show that the American colonists
were not the musical barbarians they are so frequently and
complacently pictured. Of course, European writers visiting the
colonies almost invariably took occasion to incorporate in their
literary works slighting references to the state of culture in America.
The custom still obtains among literary visitors to these shores.
Since the time of Columbus, apparently, it has been an unwritten law
that European travellers must speak slightingly of American culture,
just as American travellers must make uncomplimentary remarks
about European hotel accommodations and transportation systems.
Such comments are usually the result of a congenital incapacity to
see more than one thing at one time. As a rule they are accurate, but
they do not mean what they seem to mean. They are sentences
detached from their context. A statement that there is no first-class
symphony orchestra in New York would have a very different
significance from a statement that there is no first-class symphony
orchestra in Oskaloosa—though both sound alike to one who knows
nothing about either New York or Oskaloosa. Equally ridiculous are
the well-meant attempts to demonstrate the growth of our artistic
stature by drawing parallels between the musical activity of the
colonies and the musical activities of America to-day. In 1750 the
population of Boston, New York, Philadelphia, Baltimore, Richmond,
and Charleston combined was less than one hundred thousand, and
even as late as 1800 it was little over two hundred thousand. If we
are to be fair to the American colonists, we must take into
consideration the conditions under which they lived, the youth of the
country, its comparative isolation from the old-established centres of
culture, the many and complex circumstances that operated to retard
its æsthetic development. And if we take these things into
consideration, we cannot fairly persevere in our supercilious attitude
toward the musical life of eighteenth-century America.
There is another side to the picture, however. In spite of the

undeniable growth of musical culture among the American people of
the eighteenth century, it cannot be said that music had a really
intimate meaning for them, that they had woven it into the web of
their lives, that they had found in it a necessary form of expression.
Art is created that way. It may be the folk-song of an ignorant
peasant or the symphony of a Mozart or Beethoven. But always it is
born of a need for personal expression. Music was not personal to
the American colonists; it was still an exotic, a pleasure supplied
from outside sources, a diversion which serious men might
occasionally enjoy but to which they could not afford to devote
serious attention. Even among a certain class of Americans of the
present day this attitude persists to some degree. Music is not yet
generally regarded as a profession for men. Men go into business;
they become brokers, lawyers, or politicians; they even become
newspaper reporters—but not musicians. Music is still par
excellence the avocation of long-haired, libidinous foreigners. We
may, perhaps, without injustice trace this attitude to Puritan New
England. The aristocracy of the South had the aristocratic point of
view. Most Southern gentlemen were practical musicians. They were
not, of course, professional musicians—gentlemen did not adopt
professions, except that of arms. But music had a certain personal
meaning for them. It was a graceful and elegant medium for the
expression of their gallant, romantic and courtly sentiments. They
could sing of arms and the red glow of wine and the red lips of
women—all frankly important things in their lives, all supposedly
unimportant things in the lives of the upright New Englanders. But,
as a vehicle for the expression of profound and fundamental
emotions, music had no meaning to them.
The aristocratic Southern point of view, however, did not impress

itself on the mass of the American people; the New England point of
view did. The psychological effect of New England on the rest of the
country has been extraordinary. Certainly the New Englanders were
fond of music; they encouraged it; they had considerable taste; they
were glad to have their daughters take music lessons—music was a
thoroughly ladylike accomplishment. When Priscilla spilled the 'Battle
of Prague' con brio over the 'forte piano' her performance brought
undiluted joy to the parental heart. When Fil Trajetto played a
concerto of Corelli the more cultivated Bostonian could justly
appreciate the virtues of the composition and its performance. The
people of New England had relatively as much taste and culture as
the same class of people elsewhere. Nevertheless they did not feel
music as a serious and necessary thing.
V
Such an attitude was most unfavorable to the growth of a native art.
During the eighteenth century there were few native American
musicians by profession. In the South the professional musicians
were chiefly French, in the North chiefly English. As a consequence
there were few American composers. Of course, many Americans
manufactured music. Every civilized man at some period of his life
has composed a tune or a poem or a play. It is as inevitable as the
measles. The American colonists did not escape the infection. Many
American compositions lie unidentified in the early collections of
hymns and anthems; many more undoubtedly were denied even
such an anonymous burial. We have already alluded to William
Tuckey, whose anthem was included in the collection of James Lyon.
Tuckey was organist of Trinity Church, New York. He has sometimes
been called the first American composer, and he would be did he not
happen to be born in Somersetshire, England. Many of Tuckey's
contemporaries, such as Flagg, and undoubtedly others whose
names have been forgotten, composed church music in the style of
the period—the weak, insipid, undistinguished style of Tansur and
Williams. We can easily afford to forget their efforts.
There are, however, a few American composers of this period whom

we cannot afford to forget It is really impossible to say who was the
first American composer, but the right to the title seems to be divided
between Francis Hopkinson and James Lyon, natives of Philadelphia
and Newark, N. J., respectively. Certainly they were the first of any
importance. Hopkinson, a lawyer, poet, musician, inventor, painter,
and signer of the Declaration of Independence, was one of the most
remarkable men of his time. He was born in 1737, was graduated at
the College of Philadelphia, received the degrees of Master of Arts
and Doctor of Laws from that institution and the degree of Master of
Arts, gratiæ causa, from the College of New Jersey. After his
admission to the bar he held a number of public offices, became a
delegate to the first Continental Congress and was appointed by that
body to 'execute the business of the Navy under their direction.' He
presided over the Admiralty Court of Pennsylvania from 1779 until its
jurisdiction became vested in the United States and took an
important part in the debates of the convention which framed the
Constitution. We know little of his musical education, but the most
important part of it seems to have been guided by James Bremner,
while his taste was undoubtedly polished by subsequent visits to
Europe. He was an able harpsichordist, we learn, and often
deputized for Brenner as organist of Christ Church. In spite of his
official duties he found time to promote musical education, to give
concerts and to participate in frequent musicales at the home of
Governor John Penn. His inventive turn found expression in an
improved method of quilling a harpsichord, the application of a
keyboard to the harmonica and a 'contrivance for the perfect
measurement of time,' known as the Bell-harmonic.
The most important thing about Francis Hopkinson from our point of
view, however, is that his song 'My Days Have Been so Wondrous
Free,' dated 1759, is, as far as we know, the earliest secular
American composition extant. It is included in a collection of songs
made by Hopkinson which contains also several other specimens of
his muse. They are pretty, simple, graceful, and somewhat
amateurish. Among them is an anthem with figured bass—a rarity in
early American music. Possibly Hopkinson was editor and part
author of the 'Collection of Psalm Tunes with a few Anthems and
Hymns' published in 1763 for the use of Christ and St. Peter's
churches. He has been credited with the authorship of one of the
numerous 'Washington's Marches,' though which of them he wrote—
if he wrote any—his sole and painstaking biographer[22] has been
unable to discover. Mr. Sonneck, however, has succeeded in proving
that he composed 'The Temple of Minerva, a Musical Entertainment
performed in Nov., 1781, by a Band of Gentlemen and Ladies at the
hotel of the Minister of France in Philadelphia.' The music of this
piece, unfortunately, is not extant. A collection of eight songs by
Hopkinson, with accompaniments for harpsichord or pianoforte, was
published in Philadelphia in 1788. Speaking of these Mr. Sonneck
says: 'As a composer Francis Hopkinson did not improve greatly
during the twenty years which separate this song collection from his
earliest efforts. His harmony is still faulty at times, and he possesses
not an original musical profile. To claim the adjective of beautiful or
important for these songs or his other compositions would mean to
confuse the standpoint of the musical critic with that of the
antiquarian. But even the critic who cares not to explain and pardon
shortcomings from a historical point of view will admit that
Hopkinson's songs are not without grace and that our first poet-
composer obeyed the laws of musical declamation more carefully
than a host of fashionable masters of that period. Artistically, of
course, he resembles his contemporaries. His musical world, like
theirs, was an untrue Arcadia, populated with over-sentimental
shepherds and shepherdesses, or with jolly tars, veritable models of
sobriety and good behavior, even when filling huge bumpers for
drinking-bouts. Then again we notice in Francis Hopkinson's music
the studied simplicity of that age for which treble and bass had
become the pillars of the universe. This and much more is
antiquated to-day. But why should we criticize at all our first "musical
compositions?" It becomes us better to look upon these primitive
efforts as upon venerable documents of the innate love of the
American people for the beauties of music and as documents of the
fact that among the signers of the Declaration of Independence there
was at least one who proved to be a "successful Patron of Arts and
Sciences."'
It is a peculiar coincidence that in 1759, the same year in which

Hopkinson's first songs were written, an ode, set to music by James
Lyon, a student at Nassau Hall, was performed at the college
commencement. This, perhaps the earliest of American
commencement-odes, is unfortunately not extant. Lyon was
graduated from Princeton in 1759 and took up his residence in
Philadelphia. There he seems to have founded or taught in a singing

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DTMCs: Transient Behavior

P(Xn+1 = 0|Xn = i, Xn−1 , ..., X0 ) = P(Z > i + 1|Z > i)

It follows that {Xn , n ≥ 0} is a success-runs DTMC with

2.5. Let Xn = 1 if the weather is sunny on day n, and 2 if it is rainy on day n.

2.6. The state space is S = {0, 1, · · · , K}. Let

2.10. State space of {Xn , n ≥ 0} is S = {0, 1, · · · , r − 1}. We have

Here we assume that αk = 0 for k ≤ 0.

2.12. Let Q be the transition probability matrix of {Yn , n ≥ 0}. Suppose Zm =

2.18. Let Yn = u is the machine is up at time n and d if it is down at time n. If

where we use the convention that αk = 0 if k < 0. Finally,

P(Xn+1 = S|Xn = S) = P(Xn − Dn < s, or Xn − Dn = S|Xn = S)

The transition probability matrix is given below:

2.24. The state space of {(Xn , Yn ), n ≥ 0} is

2.26. Xn = number of active rumor mongers at time n.

Thus {Xn , n ≥ 0} is a branching process, following the terminology of Section 2.2.

Finally, suppose Xn = i, In = e. Then, the backlogged packets retry with probabil-

This shows that {(Xn , In ), n ≥ 0} is a DTMC with transition probabilities given

2.32. Let Yi,n , i = 1, 2, be the number of non-defective items in the inventory

1 1−b 1−a a + b −1 1−a a −1 a 1−a

1 1−b 1− a (a+ b−1)k+1 1−a a−1

If a + b = 2, we must have a = b = 1. Hence,

2.4. Let Xn be as defined in Example 2.1b. Then {Xn , n ≥ 0} is a DTMC with

Using the results of Computational exercise 3 above, we get

2(1 −p2 ) (p1 −p2 )

Using the results about the generating functions of a binomial, we get

P(X7 = 4|X5 = 2) = P(X2 = 4|X0 = 2)

2.9. From the definition of Xn and Yn we see that

The initial distribution is

This is possible if and only if n + j − i is even. There are n

2.12. Let {Xn , n ≥ 0} be the DTMC of Modeling Exercise 2.5. Let Yn =

2.13. The matlab program to compute the quantities is given below.

2.14. Follows from direct verification that

The result is true by induction.

2.16. The matlab program is listed below:

0.3333 −0.1667 + 0.2887i −0.1667 − 0.2887i

0.3333 −0.1667 − 0.2887i −0.1667 + 0.2887i

2.18. We show by induction that

(n+1) (n) (n)

2.19. We are given

The result follows from this by induction.

2.21. The {Xn , n ≥ 0} as defined in Modeling Exercise 2.28 is a 3-state DTMC

2.22. The {Xn , n ≥ 0} as defined in Modeling Exercise 2.27 is a 3-state DTMC

2.23. Let {Xn , n ≥ 0} be a branching process with X0 = i. Suppose the in-

2.24. The transition probability matrix is

2.25. The Wright-Fisher model satisfies

The introduction of Satan as the protagonist of unskillful singing is an

The growth of singing societies naturally created a demand for some

In 1721 the Rev. Thomas Walter, of Roxbury, Mass., published a

In 1741 Dr. Watts' 'Psalms' were printed in Boston, and an edition of

It may be of interest to note some of the secular music published in

A concert in honor of President Washington's visit to Boston, given

FOR PUBLIC ORNAMENT

or Concert of Sacred Musick

will be performed at Stone Chapel, Boston, in presence