How does the trick work? Well, the dealer picks her own secret card to
begin the process in her mind, say . She now carries out the
same procedure, keeping track of her secret cards
, etc.
She keeps dealing for a while and then points
out one of her own secret cards. Probabilistically, her sequence and the
player's sequence will dove tail into the same sequence. The main point
is that as soon as one of her secret cards coincides with one of the player's
secret cards, their two sequences of secret cards are identical from that
point onward.
A natural question is: ``what is the probability that the dealer will
correctly guess one of the player's secret cards after n cards have
been dealt?'' We reduce the problem to a discrete, absorbing
Markov Process. In general, we find the m by m
matrix of transition probabilites for a ``deck'' of cards with m face values.
In the last section we go back to the standard deck with m=10 face values,
where we throw out the jacks, queens, and kings for simplicity.