Smart lamp two steps ahead
A smart lamp is either on or off each minute, controlled by a jumpy sensor whose next state depends only on the current one:
- If the lamp is on now, it is on next minute with probability (and off with probability ).
- If the lamp is off now, it is on next minute with probability (and off with probability ).
Right now the lamp is off.
What is the probability that the lamp is on two minutes from now?