Random Breakage of a Rod

into Unit Lengths

Joe Gani and Randall Swift
Joseph Gani is an applied probabilist whose main
research has been on epidemic modeling. He has held
positions in Australia and Britain, as well as in the USA,
having retired from the University of California, Santa
Barbara in 1994. He is currently a Visiting Fellow in the
Mathematical Sciences Institute of the Australian National
University, Canberra.
Randall Swift is a Professor of Mathematics and Statistics
at California State Polytechnic University, Pomona. He has
broad mathematical interests, with a central theme around
applications. In 1985, he took a course in Applied
Stochastic Processes at the University of California, Santa
Barbara that greatly inuenced his career in mathematics;
this course was taught by Professor Joe Gani with whom
he has since frequently collaborated.
In the manufacture of cotton yarn, a lower quality yarn is produced if the cotton bers
break during processing. Fiber length determines many characteristics, such as spin-
ning efciency, yarn strength and yarn uniformity. Several mathematical models have
been proposed for the random breakage of these bers. Early papers by Meyer et al.
[3] and Takeda [5], explore the problem empirically while more recently, Allen et al.
[1] use stochastic differential equations to model the breakage.
Random breakage models also apply to DNA sequence modelling. Ponomarev and
Sachs [4] and Holst [2] determine the expected length of a DNA strand when breakage
occurs at a random point.
We consider a simpler related problem. Suppose a rod of length L units is broken at
random at one of the points 1, 2, . . . , L 1; where breakage occurs with probability
0 < p < 1, and non-breakage with probability q = 1 p. The process is repeated, at
most one break per time period, until the rod is broken into L units. Of interest is the
duration time T
L
L 1 of this process.
If we assume breakage points occur independently, then to break a rod into L pieces,
there must be L 1 breaks or successes. The probability distribution for T
L
, the
time a rod of length L breaks into L unit pieces, then follows a negative binomial
distribution
P{T
L
= n} =
_
n 1
L 2
_
p
L1
q
nL+1
, for n = L 1, L, . . . . ()
In this paper we present a Markov chain model for this process that conrms this
distribution and provides information about sub-lengths of pieces of the rod that oc-
curred before the nal breakage.
doi:10.4169/college.math.j.42.3.201
VOL. 42, NO. 3, MAY 2011 THE COLLEGE MATHEMATICS JOURNAL 201
A simple case: L = 3 If L = 3, then, at a xed instant in time, there are three
possible congurations for the rod. It may remain of length 3, if no breakage has
occurred; there may be two rods, one of length 2 and one of length 1, if one break has
occurred; or if two breaks have occurred, there will be three rods, each of length 1. We
denote these breakage congurations (or states) by 3, (2, 1), and (1, 1, 1), respectively.
The order of the rods is irrelevant so that (1, 2) and (2, 1) are grouped together.
Since a breakage occurs with probability p, a rod of length 3 will remain of length
3 with probability q = 1 p or will become two rods, with breakage conguration
(2, 1), with probability p. Similarly, if the rod had breakage conguration (2, 1), it
will become (1, 1, 1) with probability p, and remain (2, 1) with probability q. These
congurations and their probabilities are described by a Markov chain with a transition
probability matrix
P
3
=
3
21
111
_
_
_
3
q
21
p
111
0
0 q p
0 0 1
_

_
.
Here the initial states are represented by the row and the nal states by the column
and, for instance, the probability of the transition 3 (2, 1) is p, which is the entry
in the matrix in row 1, column 2.
Writing the transition matrix in block format
P
3
=
3
21
111
_
_
_
3
q
21
p
111
0
0 q p
0 0 1
_

_
=
_
Q
3
R
3
0 1
_
,
allows us to track the break congurations and obtain the duration time T
L
. For in-
stance, in this notation, we can compactly write the two-step transition matrix as
P
2
3
=
_
Q
2
3
Q
3
R
3
+ R
3
0 1
_
.
The submatrix Q
3
represents the breakage congurations of the rod for the restricted
states 3 and 21. Thus, since
Q
n1
3
=
_
q
n1
(n 1)q
n2
p
0 q
n1
_
,
we have that
P{T
3
= n} =
_
1 0
_
Q
n1
3
R
3
=
_
1 0
_
_
q
n1
(n 1)q
n2
p
0 q
n1
_ _
0
p
_
= (n 1)q
n2
p
2
,
conrming () for L = 3.
202 THE MATHEMATICAL ASSOCIATION OF AMERICA
The Case: L = 4 Here the possible congurations are
4, (3, 1), (2, 2), (2, 1, 1), (1, 1, 1, 1),
and the transition matrix is
P
4
=
4
31
22
211
1111
_
_
_
_
_
_
_
4
q
31
2p
3
22
p
3
211
0
1111
0
0 q 0 p 0
0 0 q p 0
0 0 0 q p
0 0 0 0 1
_

_
=
_
Q
4
R
4
0 1
_
,
where
Q
4
=
_
A B
0 Q
3
_
, A =
_
q
2p
3
0 q
_
, and B =
_
p
3
0
0 p
_
.
It is easy to see that the time T
4
taken to reach state (1, 1, 1, 1) is
P
4
{T
4
= n} =
_
1 0 0 0
_
_
A B
0 Q
3
_
n1
_
_
_
0
0
0
p
_

_
=
_
1 0 0 0
_
_
A
n1

n2
j =0
A
j
BQ
n2j
3
0 Q
n1
3
_
_
_
_
0
0
0
p
_

_
,
=
n2

j =0
A
j
BQ
n2j
3
_
0
p
_
.
We now readily obtain
A
j
B =
_
q
j
2 j
3
q
j 1
p
0 q
j
_ _
p
3
0
0 p
_
=
_
p
3
q
j
2 j
3
q
j 1
p
2
0 q
j
p
_
,
and
Q
n2j
3
=
_
q
n2j
(n 2 j )q
n3j
p
0 q
n2j
_
,
so that, after some simplication
A
j
BQ
n2j
3
=
_
p
3
q
n2
(n 2 + j )
q
n3
p
2
3
0 q
n2
p
_
.
Hence,
n2

j =0
A
j
BQ
n2j
3
=
_
(n 1)
p
3
q
n2
q
n3
p
2
3

n2
j =0
(n 2 + j )
0 (n 1)q
n2
p
_
,
VOL. 42, NO. 3, MAY 2011 THE COLLEGE MATHEMATICS JOURNAL 203
and
P{T
4
= n} =
n2

j =0
A
j
BQ
n2j
3
_
0
p
_
=
_
n 1
2
_
p
3
q
n3
,
which tallies with the negative binomial distribution.
Using this formulation, we can calculate the probability of breakage through a par-
ticular path. For example, suppose that for L = 4, this path is
4 (2, 2) (2, 1, 1) (1, 1, 1, 1);
then the associated (incomplete) transition probability matrix will be
4
22
211
1111
_
_
_
4
q
22
p
3
211
0
1111
0
0 q p 0
0 0 q p
0 0 0 1
_

_
.
Hence, the time to reach (1, 1, 1, 1) by the prescribed path through (2, 2) is
P{T
4
= n 3} =
_
1 0 0
_
_
_
q
p
3
0
0 q p
0 0 q
_
_
n1
_
_
0
0
p
_
_
=
_
1 0 0
_
_
_
_
q
n1
npq
n2
3
_
n1
2
_
p
2
q
n3
3
0 q
n1
npq
n2
3
0 0 q
n1
_

_
_
_
0
0
p
_
_
=
_
n 1
2
_
p
2
q
n3
3
.
The Case: L = 5 If we increase L to 5, the transition probability matrix P
5
is
5
41
32
221
311
2111
11111
_
_
_
_
_
_
_
_
_
_
_
_
_
_
5
q
41
p
2
32
p
2
221
0
311
0
2111
0
11111
0
0 q 0
p
3
2p
3
0 0
0 0 q
2p
3
p
3
0 0
0 0 0 q 0 p 0
0 0 0 0 q p 0
0 0 0 0 0 q p
0 0 0 0 0 0 1
_

_
=
_
_
_
_
_
_
_
_
_
A B
4
0 Q
4
_
_
_
_
_
_
0
0
0
0
p
_

_
0 1
_

_
.
By a similar analysis we can use P
5
to conrm () when L = 5.
If we wish to keep track of conguration states, then for L 6 the matrix calcula-
tions become more complex, but the principle of induction is still valid.
The method presented above is more exible than we have shown here. One
may consider a rod of length L to be broken at random at one of the points j =
1, 2, . . . , L 1 with respective probabilities p
j
, and non-breakage probabilities
204 THE MATHEMATICAL ASSOCIATION OF AMERICA
q
j
= 1 p
j
. The transition matrix block conguration of this paper extends to this
situation, but the resulting calculations become quite lengthy.
Summary. In this article we consider the random breakage of a rod into L unit elements and
present a Markov chain based method that tracks intermediate breakage congurations. The
probability of the time to nal breakage for L = 3, 4, 5 is obtained and the method is shown
to extend in principle, beyond L = 5.
References
1. E. J. Allen, A. Khoujmane, M. Krifa, and H. Simsek, A stochastic differential equation model for cotton ber
breakage, Neural, Parallel Sci. Comput. 15 (2007) 181191.
2. L. Holst, A circle covering problem and DNA breakage, Statist. Probab. Lett. 9 (1990) 295298. doi:10.
1016/0167-7152(90)90134-S
3. R. Meyer, K. E. Almin, and B. Steenberg, Length reduction of bres subject to breakage, Brit. J. Appl. Phys.
17 (1966) 409416. doi:10.1088/0508-3443/17/3/314
4. A. L. Ponomarev and R. K. Sachs, Radiation breakage of DNA: a model based on random-walk chromatin
structure, J. Math. Biol. 43 (2001) 356376. doi:10.1007/s002850100098
5. H. Takeda, Fiber breakage in spinning operations, J. Textile Machinery S. of Japan 21 (1968) 7180.
Flaws, Fallacies, and Flimam: What Day Is It?
The international route map for United Airlines [1] has an error that seems to
have been there many years.
They show midnight at the International Dateline, with Monday in the zone
immediately to the west and Sunday in the zone to the east. Curiously, however,
midnight at the dateline is that time of day when, for an hour, it is the same date
everywhere in the world: to the west of the dateline it is late in that day; to the
east it is early the same day. Crossing the line from west to east, as Phineas Fogg
does in Around the World in 80 Days, still causes you to gain a daynot by
changing the date, but by beginning the same day over again.
To assure yourself of this, imagine inspecting consecutive zones around the
globe. Moving easterly fromthe dateline, time advances to 1 AM Sunday, to 2 AM
Sunday, and so on, until you reach the zone adjoining the dateline to the west,
where it is 11 PM but still Sunday, not Monday (as United would have it).
Reference
1. United Air Line International Flight Route Map; available at http://content.united.com/ual/
asset/UAL_World_Map.pdf
Allen Schwenk, (schwenk@wmich.edu)
Western Michigan University
VOL. 42, NO. 3, MAY 2011 THE COLLEGE MATHEMATICS JOURNAL 205