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Introduction to
Probability Models
Ninth Edition
This page intentionally left blank
Introduction to
Probability Models
Ninth Edition
Sheldon M. Ross
University of California
Berkeley, California
Permissions may be sought directly from Elsevier’s Science & Technology Rights
Department in Oxford, UK: phone: (+44) 1865 843830, fax: (+44) 1865 853333,
E-mail: [email protected]. You may also complete your request on-line
via the Elsevier homepage (http://elsevier.com), by selecting “Support & Contact”
then “Copyright and Permission” and then “Obtaining Permissions.”
ISBN-13: 978-0-12-598062-3
ISBN-10: 0-12-598062-0
Preface xiii
2. Random Variables 23
2.1. Random Variables 23
2.2. Discrete Random Variables 27
2.2.1. The Bernoulli Random Variable 28
2.2.2. The Binomial Random Variable 29
2.2.3. The Geometric Random Variable 31
2.2.4. The Poisson Random Variable 32
2.3. Continuous Random Variables 34
2.3.1. The Uniform Random Variable 35
2.3.2. Exponential Random Variables 36
2.3.3. Gamma Random Variables 37
2.3.4. Normal Random Variables 37
v
vi Contents
Exercises 346
References 364
Index 775
This page intentionally left blank
Preface
xiii
xiv Preface
• Section 4.11 deals with hidden Markov chains. These models suppose that
a random signal is emitted each time a Markov chain enters a state, with
the distribution of the signal depending on the state entered. The Markov
chain is hidden in the sense that it is supposed that only the signals and not
the underlying states of the chain are observable. As part of our analysis
of these models we present, in Subsection 4.11.1, the Viterbi algorithm for
determining the most probable sequence of first n states, given the first n
signals.
• Section 8.6.4 analyzes the Poisson arrival single server queue under the as-
sumption that the working server will randomly break down and need repair.
There is also new material in almost all chapters. Some of the more significant
additions being the following.
• Example 5.9, which is concerned with the expected number of normal cells
that survive until all cancer cells have been killed. The example supposes
that each cell has a weight, and the probability that a given surviving cell is
the next cell killed is proportional to its weight.
• A new approach—based on time sampling of a Poisson process—is pre-
sented in Subsection 5.4.1 for deriving the probability mass function of the
number of events of a nonhomogeneous Poisson process that occur in any
specified time interval.
• There is additional material in Section 8.3 concerning the M/M/1 queue.
Among other things, we derive the conditional distribution of the number of
customers originally found in the system by a customer who spends a time t
in the system before departing. (The conditional distribution is Poisson.) In
Example 8.3, we illustrate the inspection paradox, by obtaining the probabil-
ity distribution of the number in the system as seen by the first arrival after
some specified time.
Course
Ideally, this text would be used in a one-year course in probability models. Other
possible courses would be a one-semester course in introductory probability the-
ory (involving Chapters 1–3 and parts of others) or a course in elementary sto-
chastic processes. The textbook is designed to be flexible enough to be used in a
variety of possible courses. For example, I have used Chapters 5 and 8, with smat-
terings from Chapters 4 and 6, as the basis of an introductory course in queueing
theory.
Preface xv
Many examples are worked out throughout the text, and there are also a large
number of exercises to be solved by students. More than 100 of these exercises
have been starred and their solutions provided at the end of the text. These starred
problems can be used for independent study and test preparation. An Instructor’s
Manual, containing solutions to all exercises, is available free to instructors who
adopt the book for class.
Organization
Acknowledgments
We would like to acknowledge with thanks the helpful suggestions made by the
many reviewers of the text. These comments have been essential in our attempt to
continue to improve the book and we owe these reviewers, and others who wish
to remain anonymous, many thanks:
1.1. Introduction
1
Any realistic model of a real-world phenomenon must take into account the possi-
bility of randomness. That is, more often than not, the quantities we are interested
in will not be predictable in advance but, rather, will exhibit an inherent varia-
tion that should be taken into account by the model. This is usually accomplished
by allowing the model to be probabilistic in nature. Such a model is, naturally
enough, referred to as a probability model.
The majority of the chapters of this book will be concerned with different prob-
ability models of natural phenomena. Clearly, in order to master both the “model
building” and the subsequent analysis of these models, we must have a certain
knowledge of basic probability theory. The remainder of this chapter, as well as
the next two chapters, will be concerned with a study of this subject.
Suppose that we are about to perform an experiment whose outcome is not pre-
dictable in advance. However, while the outcome of the experiment will not be
known in advance, let us suppose that the set of all possible outcomes is known.
This set of all possible outcomes of an experiment is known as the sample space
of the experiment and is denoted by S.
Some examples are the following.
S = {H, T }
where H means that the outcome of the toss is a head and T that it is a tail.
1
2 1 Introduction to Probability Theory
S = {1, 2, 3, 4, 5, 6}
S = {(H, H ), (H, T ), (T , H ), (T , T )}
The outcome will be (H, H ) if both coins come up heads; it will be (H, T )
if the first coin comes up heads and the second comes up tails; it will be
(T , H ) if the first comes up tails and the second heads; and it will be (T , T )
if both coins come up tails.
4. If the experiment consists of rolling two dice, then the sample space consists
of the following 36 points:
⎧ ⎫
⎪
⎪ (1, 1), (1, 2), (1, 3), (1, 4), (1, 5), (1, 6)⎪⎪
⎪
⎪(2, 1), (2, 2), (2, 3), (2, 4), (2, 5), (2, 6)⎪ ⎪
⎪
⎪ ⎪
⎪
⎨ ⎬
(3, 1), (3, 2), (3, 3), (3, 4), (3, 5), (3, 6)
S=
⎪
⎪ (4, 1), (4, 2), (4, 3), (4, 4), (4, 5), (4, 6)⎪⎪
⎪
⎪ ⎪
⎪
⎪ (5, 1), (5, 2), (5, 3), (5, 4), (5, 5), (5, 6)⎪⎪
⎪
⎩ ⎭
(6, 1), (6, 2), (6, 3), (6, 4), (6, 5), (6, 6)
where the outcome (i, j ) is said to occur if i appears on the first die and j
on the second die.
5. If the experiment consists of measuring the lifetime of a car, then the sample
space consists of all nonnegative real numbers. That is,
S = [0, ∞)∗
∗ The set (a, b) is defined to consist of all points x such that a < x < b. The set [a, b] is defined
to consist of all points x such that a x b. The sets (a, b] and [a, b) are defined, respectively, to
consist of all points x such that a < x b and all points x such that a x < b.
1.2. Sample Space and Events 3
3 . In Example (3), if E = {(H, H ), (H, T )}, then E is the event that a head
appears on the first coin.
4 . In Example (4), if E = {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)}, then
E is the event that the sum of the dice equals seven.
5 . In Example (5), if E = (2, 6), then E is the event that the car lasts between
two and six years.
For any two events E and F of a sample space S we define the new event E ∪ F
to consist of all outcomes that are either in E or in F or in both E and F . That is,
the event E ∪ F will occur if either E or F occurs. For example, in (1) if E = {H }
and F = {T }, then
E ∪ F = {H, T }
That is, E ∪ F would be the whole sample space S. In (2) if E = {1, 3, 5} and
F = {1, 2, 3}, then
E ∪ F = {1, 2, 3, 5}
and thus E ∪ F would occur if the outcome of the die is 1 or 2 or 3 or 5. The event
E ∪ F is often referred to as the union of the event E and the event F .
For any two events E and F , we may also define the new event EF , sometimes
written E ∩ F , and referred to as the intersection of E and F , as follows. EF
consists of all outcomes which are both in E and in F . That is, the event EF
will occur only if both E and F occur. For example, in (2) if E = {1, 3, 5} and
F = {1, 2, 3}, then
EF = {1, 3}
and thus EF would occur if the outcome of the die is either 1 or 3. In Example (1)
if E = {H } and F = {T }, then the event EF would not consist of any outcomes
and hence could not occur. To give such an event a name, we shall refer to it as
the null event and denote it by Ø. (That is, Ø refers to the event consisting of no
outcomes.) If EF = Ø, then E and F are said to be mutually exclusive.
We also define unions and intersections of more than two events in a simi-
lar manner. If E1 , E2 , . . . are events, then the union of these events, denoted by
∞
n=1 En , is defined to be that event which consists of all outcomes that are in En
for at least one value of n = 1, 2, . . . . Similarly, the intersection of the events En ,
denoted by ∞ n=1 En , is defined to be the event consisting of those outcomes that
are in all of the events En , n = 1, 2, . . . .
Finally, for any event E we define the new event E c , referred to as the
complement of E, to consist of all outcomes in the sample space S that are not
in E. That is, E c will occur if and only if E does not occur. In Example (4)
4 1 Introduction to Probability Theory
if E = {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)}, then E c will occur if the sum of
the dice does not equal seven. Also note that since the experiment must result in
some outcome, it follows that S c = Ø.
Consider an experiment whose sample space is S. For each event E of the sample
space S, we assume that a number P (E) is defined and satisfies the following
three conditions:
(i) 0 P (E) 1.
(ii) P (S) = 1.
(iii) For any sequence of events E1 , E2 , . . . that are mutually exclusive, that is,
events for which En Em = Ø when n = m, then
∞
∞
P En = P (En )
n=1 n=1
P ({H }) = P ({T }) = 1
2
On the other hand, if we had a biased coin and felt that a head was twice as likely
to appear as a tail, then we would have
P ({H }) = 23 , P ({T }) = 1
3
Example 1.2 In the die tossing example, if we supposed that all six numbers
were equally likely to appear, then we would have
From (iii) it would follow that the probability of getting an even number would
equal
Since the events E and E c are always mutually exclusive and since E ∪ E c = S
we have by (ii) and (iii) that
1 = P (S) = P (E ∪ E c ) = P (E) + P (E c )
or
P (E c ) = 1 − P (E) (1.1)
In words, Equation (1.1) states that the probability that an event does not occur is
one minus the probability that it does occur.
We shall now derive a formula for P (E ∪ F ), the probability of all outcomes
either in E or in F . To do so, consider P (E) + P (F ), which is the probability
of all outcomes in E plus the probability of all points in F . Since any outcome
that is in both E and F will be counted twice in P (E) + P (F ) and only once in
P (E ∪ F ), we must have
P (E) + P (F ) = P (E ∪ F ) + P (EF )
or equivalently
P (E ∪ F ) = P (E) + P (F ) − P (EF ) (1.2)
Note that when E and F are mutually exclusive (that is, when EF = Ø), then
Equation (1.2) states that
P (E ∪ F ) = P (E) + P (F ) − P (Ø)
= P (E) + P (F )
a result which also follows from condition (iii). [Why is P (Ø) = 0?]
Example 1.3 Suppose that we toss two coins, and suppose that we assume
that each of the four outcomes in the sample space
S = {(H, H ), (H, T ), (T , H ), (T , T )}
is equally likely and hence has probability 14 . Let
E = {(H, H ), (H, T )} and F = {(H, H ), (T , H )}
That is, E is the event that the first coin falls heads, and F is the event that the
second coin falls heads.
6 1 Introduction to Probability Theory
By Equation (1.2) we have that P (E ∪ F ), the probability that either the first
or the second coin falls heads, is given by
P (E ∪ F ) = P (E) + P (F ) − P (EF )
= 1
2 + 1
2 − P ({H, H })
=1− 1
4 = 3
4
We may also calculate the probability that any one of the three events E or F
or G occurs. This is done as follows:
P (E ∪ F ∪ G) = P ((E ∪ F ) ∪ G)
Now we leave it for you to show that the events (E ∪ F )G and EG ∪ F G are
equivalent, and hence the preceding equals
P (E ∪ F ∪ G)
= P (E) + P (F ) − P (EF ) + P (G) − P (EG ∪ F G)
= P (E) + P (F ) − P (EF ) + P (G) − P (EG) − P (F G) + P (EGF G)
= P (E) + P (F ) + P (G) − P (EF ) − P (EG) − P (F G) + P (EF G) (1.3)
In words, Equation (1.4) states that the probability of the union of n events equals
the sum of the probabilities of these events taken one at a time minus the sum of
the probabilities of these events taken two at a time plus the sum of the probabili-
ties of these events taken three at a time, and so on.
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Church property confiscated tales eagerly spread, and by no means
wholly disbelieved even by the spoilers themselves, are current of
the "judgments" and retribution which have sooner or later fallen on
those who have been enriched by the secularization of Church
property or who have taken part in the acts by which the Church has
been dispossessed. But rarely has what the world now calls "chance"
brought about what the Church would call so startlingly striking a
manifestation of the wrath of Heaven against the despoilers of
"God's house." St. Norbert was the original founder of the
Premonstratensian rule. And it was precisely on St. Norbert's Day
next after the dissolution of the monastery of Allerheiligen that a
tremendous and—the local chroniclers say—unprecedented storm of
thunder, lightning and hail broke over the woodland valley and the
devoted fabric in such sort that the lightning, more than once
striking the buildings, set them on fire and reduced the vast pile to
the few picturesque ruins which now delight the tourist and the
landscape painter. Could the purpose and intent of the supernal
Powers have been more strongly emphasized or more clearly
marked? Truly, the scattered monks may have been excused for
recalling with awe, not unmingled with a sense of triumph, the
prophetic denunciation of their foundress Uta, which has been cited
above, against whoso should undo the pious deed she was doing.
For more than six hundred years her work had prospered and her
will had been respected, and now after all those centuries the
warning curse was still potent. Neither thunder nor lightning, nor the
anger of St. Norbert, however, availed to rebuild the monastery or
recall the monks. Their kingdom and the glory thereof has passed to
another, even to Herr Mittenmeyer, Wirth und Gastgeber, who has
built a commodious hostelry close by the ruins, which are mainly
those of the church, and on the site of the monastic buildings, and
who distributes a hospitality as universal, if not quite so
disinterested, as that practised by his cowled predecessors. There,
for the sum of six marks—about a dollar and a half—per diem you
may find a well-furnished cell and a fairly well-supplied refectory,
and may amuse yourself with pacing in the walks where St.
Norbert's monks paced, looking on the scenes of beauty on which
they gazed, and casting your mind for the nonce into the mould of
the minds of those who so looked and mused. You may do so,
indeed, thanks to Herr Mittenmeyer, with greater comfort, materially
speaking, than the old inmates of the valley could have done. For
the most charming and delicious walks have been made through the
woods on either side of the narrow valley, and skilfully planned so as
to show you all the very remarkable beauties of it. These, in truth,
are of no ordinary kind. The hillsides which enclose the valley are
exceedingly steep, almost precipitous indeed in some places, though
not sufficiently so to prevent them from being clothed with
magnificent forests. Down this narrow valley a little stream runs, and
about a quarter of a mile from the spot on which the convent stood,
and the ruins stand, makes a series of cascades of every variety of
form and position that can be conceived. All these falls, together
with the crystalline pools in huge caldrons worn by the waters out of
the rocks at their feet, were no doubt well known to the vassal
fishermen who brought their tribute of trout to the convent larder.
But the majority of the holy men themselves, I fancy, lived and died
without seeing some of the falls, for they would be by no means
easily accessible without the assistance of the paths which by dint of
long flights of steps, constructed of stones evidently brought from
the ruins of the abbey, carry the visitor to every spot of vantage-
ground most favorable for commanding a view of them. If, however,
you have the advantage over the monks in this respect, your retreat
will be less adapted to the purposes of retirement in another point of
view. Ten or a dozen carriages a day filled with German tourists, all
in high spirits and all very thirsty ("Thanks be!" says Herr
Mittenmeyer), are not appropriate aids to the indulgence of
contemplation. Scott advised his readers if they "would view fair
Melrose aright, to visit it by the pale moonlight." And to those who
would view Allerheiligen aright I would add the recommendation that
the moon should be an October moon. The usual holiday-making
months in Germany are by that time over. The professors have gone
back to their chairs in the different universities; the privat-docents
have reopened their courses; the substantial burghers have returned
to their shops; and the raths of all sorts and degrees have
ensconced themselves once more behind their official desks, and
have ceased to "babble of green fields" any more till this time
twelvemonth. The tourists will have gone, and the autumnal colors
will have come into the woods. There is much beech mixed with the
pine in these forests, and the beech in October is as gorgeous a
master of color as Rubens or Veronese. Herr Mittenmeyer's mind,
too, will have entered into a more placid and even-tempered phase.
A stout, thickset man is Herr Mittenmeyer, with broad, rubicund face
and short bull neck, of the type that suggests the possibility of an
analogous shortness of temper under the pressure of being called in
six different directions at once. Altogether, it is better in October. The
song of the waterfall will not then be the only one making the woods
melodious. There will be a fitful soughing of the wind in the forest.
There will be a carpeting of dry, pale-brown oak-leaves on all the
paths which "will make your steps vocal." Again and again, when
slowly and musingly climbing the steep homeward path up the valley
in the dark hour, when the sun has set and before the moon has yet
risen, you will fancy that you hear the tread among the leaves of a
sandalled foot behind you. But it is well that the path leads you, for
there is no more any vesper-bell flinging its sweet and welcome
notes far and wide over hill and vale to guide the returning wanderer
through the forest.
Then the whole of this Black Forest region is full of legends and
traditional stories, which live longer and are more easily preserved
among a people where the sons and the daughters live and marry
and die for the most part under the shadow of the same trees and
the same thatch beneath which their fathers and mothers did the
same. Of course, the Black Huntsman is as well known as of yore,
though perhaps somewhat more rarely seen. But his habits and
specialties have become too well known to all readers of folk-lore to
need any further notice. Less widely known histories, each the
traditional subject of inglenook talk in its own valley, may be found
at every step. There is a rather remarkable grotto or cavern in the
hill above Allerheiligen, the main ridge which divides that valley from
Achern and the Rhine. It is, you are told, the Edelfrauengrab (the
"Noble Lady's Grave"). And you will be further informed, if you
inquire aright, how that unhallowed spot came to be a noble lady's
grave, and something more than a grave. 'Twas at the time of the
Crusades—those mischief-making Crusades, which, among all the
other evil which they produced, would have absolutely overwhelmed
the divorce courts of those days with press of business if there had
then been any divorce courts. This noble lady's lord went to the
Crusades. How could a gallant knight and good Christian do aught
else? Of course he went to the Crusades! And of course his noble
lady felt extremely dull and disconsolate during his absence. What
was she to do? There was no circulating library; and even if there
had been, she would not have been able to avail herself of its
resources, for, though tradition says nothing upon the subject, it may
be very safely assumed that she could not read. And needlework in
the company of her maids must have become terribly wearisome
after a time. She could go to mass, and to vespers also. Probably
she did so at the new church of the recently-established community
nestling in so charming a spot of the lovely valley beneath her. Let
us hope that it was not there that she fell in with one whom in an
hour of weakness she permitted to console her too tenderly for the
absence of her crusading lord. Had she waited with patience but
only nine months longer for his return, all would have been well. For
he did return as nearly as possible about that time; and, arriving at
his own castle-door, met one whom he at once recognized as his
wife's confidential maid coming out of the house and carrying a large
basket. The natural inquiry whither she was going, and what she
had in her basket, was answered by the statement—uttered with
that ingenuous fluency and masterly readiness for which ladies'
maids have in all countries, and doubtless in all ages, been
celebrated—that the basket contained a litter of puppies which she
was taking to the river to drown. Alas! the girl had adhered but too
nearly to the truth. There were seven living and breathing creatures
in the basket, and the confidential maid had been sent on the very
confidential errand of drowning them. Woe worth the day! They
were seven little unchristened Christians, doomed to die one death
as they had been born at one birth—the result of that erring noble
lady's fault. The methods of injured husbands were wont to be
characterized by much simplicity and directness of purpose in those
days. The noble crusader invoked the aid of no court, either spiritual
or lay. He happened to remember the existence of a certain dismal
cavern in the sandstone rock not far from his dwelling. The entrance
to it was very easily walled up. That cavern became the noble lady's
prison and deathbed, as well as her grave! And a valuable
possession has that lady's death and grave become to the
descendants of her lord's vassals, for many a gulden is earned by
guiding the curious to see the spot and by retailing the tragic history.
Well! and of the two changes, the two abolitions, which have been
here recorded, which was the most needed, which the most salutary,
which the least mingled in its results with elements of evil? Poor
Baden piteously complains that it does not take half the money in
the course of the year that it used to receive as surely as "the
season" came round in the old times. And the poor, wholly
unconverted by maxims of political economy, declare that there have
been no good times in the land since the destruction of the
monasteries. After all, Abbot Fischer (that was the name of the last
of the long line) and his monks were less objectionable than M.
Benazet and his croupiers. Could we perhaps keep the scales even
and make things pleasant all round by re-establishing both the
abolished institutions—restoring the croupiers and "makers of the
game" to their green table, and requiring them out of their
enormous gains to re-endow the convent? "C'est une idée, comme
une autre!" as a Frenchman says.
T. Adolphus Trollope.
SONG.
Sweet wind that blows o'er sunny isles
The softness of the sea!
Blow thou across these moving miles
News of my love to me.
Oscar Laighton.
"FOR PERCIVAL."
CHAPTER IV.
WISHING WELL AND ILL.
Lottie's birthday had
dawned, the fresh
morning hours had
slipped away, the sun
had declined from his
midday splendor into
golden afternoon, and
yet to Lottie herself the
day seemed scarcely
yet begun. Its crowning
delight was to be a
dance given in her
honor, and she awaited
that dance with feverish
anxiety.
It was nearly three
o'clock when the dog-
cart from Brackenhill
came swiftly along the
dusty road. It was
nearing its destination:
already there were
distant glimpses of
Fordborough with its
white suburban villas.
Percival Thorne thoroughly enjoyed the bright June weather, the
cloudless blue, the clear singing of the birds, the whisper of the
leaves, the universal sweetness from far-off fields and blossoms near
at hand. He gazed at the landscape with eyes that seemed to be
looking at something far away, and yet they were observant enough
to note a figure crossing a neighboring field. It was but a
momentary vision, and the expression of his face did not vary in the
slightest degree, but he turned to the man at his side and spoke in
his leisurely fashion: "I'll get down here and walk the rest of the
way. You may take my things to Mr. Hardwicke's."
The man took the reins, but he looked round in some wonder, as if
seeking the cause of the order. His curiosity was unsatisfied. The
slim girlish figure had vanished behind a clump of trees, and nothing
was visible that could in any way account for so sudden a change of
purpose. Glancing back as he drove off, he saw only Mr. Percival
Thorne, darkly conspicuous on the glaring road, standing where he
had alighted, and apparently lost in thought. The roan horse turned
a corner, the sound of wheels died away in the distance, and Percival
walked a few steps in the direction of Brackenhill, reached a stile,
leaned against it and waited.
"Many happy returns of the day to you!" he said as the girl whom he
had seen came along the field-path.
Light leafy shadows wavered on her as she walked, and, all
unconscious of his presence, she was softly whistling an old tune.
The color rushed to her face, and she stopped short. "Percival! You
here?" she said.
"Yes: did I startle you? I was driving into the town, and saw you in
the distance. I could not do less—could I?—than stop then and there
to pay my respects to the queen of the day. And what a glorious day
it is!"
Lottie sprang over the stile, and looked up and down the road. "Oh,
you are going to walk?" she said.
"I'm going to walk—yes. But what brings you here wandering about
the fields to-day?"
She had recovered her composure, and looked up at him with
laughing eyes: "It is wretched indoors. They are so busy fussing
over things for to-night, you know."
"Exactly what I thought you would be doing too."
"I? Oh, mamma said I wasn't a bit of use, and Addie said that I was
more than enough to drive Job out of his mind. The fact was, I
upset one of her flower-vases. And afterward—well, afterward I
broke a big china bowl."
"I begin to understand," said Percival thoughtfully, "that they might
feel able to get on without your help."
"Yes, perhaps they might. But they needn't have made such a noise
about the thing, as if nobody could enjoy the dance to-night because
a china bowl was smashed! Such rubbish! What could it matter?"
"Was it something unique?"
"Oh, it was worse than that," she answered frankly: "it was one of a
set. But I don't see why one can't be just as happy without a
complete set of everything."
"There I agree with you," he replied. "I certainly can't say that my
happiness is bound up with crockery of any kind. And, do you know,
Lottie, I'm rather glad it was one of a set. Otherwise, your mother
might have known that there was something magical about it, but
one of a set is prosaic—isn't it? Suppose it had been a case of—
"Well, the luck would have been in uncommonly little bits," she
replied. "I smashed it on a stone step, and they were so cross that I
was crosser, so I said I would come out for a walk."
"And do you feel any better?" he asked in an anxious voice.
"Yes, thank you. Being in the open air has done me good."
"Then may I go with you? Or will nothing short of solitude effect a
complete cure?"
"You may come," she said gravely. "That is, if you are not afraid of
the remains of my ill-temper."
"No, I'm not afraid. I don't make light of your anger, but I believe
I'm naturally very brave. Where are we going?"
She hesitated a moment, then looked up at him: "Percival, isn't this
the way to the wishing-well? Ever since we came to Fordborough,
three months ago, I've wanted to go there. Do you know where it
is?"
"Oh yes, I know it. It is about a mile from here, or perhaps a little
more. That won't be too far for you, will it?"
"Too far!" She laughed outright. "Why, I could walk ten times as far,
and dance all night afterward."
"Then we'll go," said Percival. And, crossing the road, they passed
into the fields on the opposite side. A pathway, too narrow for two to
walk abreast, led them through a wide sea of corn, where the flying
breezes were betrayed by delicate tremulous waves. Lottie led the
way, putting out her hand from time to time as she went, and
brushing the bloom from the softly-swaying wheat. She was silent.
Fate had befriended her strangely in this walk. The loneliness of the
sunlit fields was far better for her purpose than the crowd and
laughter of the evening, but her heart almost failed her, and with
childish superstition she resolved that she would not speak the
words which trembled on her lips until she and Percival should have
drunk together of the wishing-well. He followed her, silent too. He
was well satisfied to be with his beautiful school-girl friend, free to
speak or hold his peace as he chose. Freedom was the great charm
of his friendship with Lottie—freedom from restraint and
responsibility. For if Percival was serenely happy and assured on any
single point, he was so with regard to his perfect comprehension of
the Blakes in general, and Lottie in particular. He had some idea of
giving his cousin Horace a word of warning on the subject of Mrs.
Blake's designs. He quite understood that good lady's feelings
concerning himself. "I'm nobody," he thought. "I'm not to be thrown
over, because I introduced Horace to them; besides, I'm an
additional link between Fordborough and Brackenhill, and Mrs. Blake
would give her ears to know Aunt Middleton. And I am no trouble so
long as I am satisfied to amuse myself with Lottie. In fact, I am
rather useful. I keep the child out of mischief, and I don't give her
black eyes, as that Wingfield boy did." And from this point Percival
would glide into vague speculation as to Lottie's future. He was
inclined to think that the girl would do something and be something
when she grew up. She was vehement, resolute, ambitious. He
wondered idly, and a little sentimentally, whether hereafter, when
their paths had diverged for ever, she would look back kindly to
these tranquil days and to her old friend Percival. He rather thought
not. She would have enough to occupy her without that.
It was true, after a fashion, that Lottie was ambitious in her dreams
of love. Her lover must be heroic, handsome, a gentleman by birth,
with something of romance about his story. A noble poverty might
be more fascinating than wealth. There was but one thing absolutely
needful: he must not be commonplace. It was the towering yet
unsubstantial ambition of her age, a vision of impossible splendor
and happiness. Most girls have such dreams: most women find at six
or seven and twenty that their enchanted castles in the air have
shrunk to brick-and-mortar houses. Tastes change, and they might
even be somewhat embarrassed were they called on to play their
parts in the passionate love-poems which they dreamed at
seventeen. But the world was just opening before Lottie's eyes, and
she was ready to be a heroine of romance.
"This way," said Percival; and they turned into a narrow lane, deep
and cool, with green banks overgrown with ferns, and arching
boughs above. As they strolled along he gathered pale honeysuckle
blossoms from the hedge, and gave them to Lottie.
"How pretty it is!" said the girl, looking round.
"Wait till you see the well," he replied. "We shall be there directly: it
is prettier there."
"But this is pretty too: why should I wait?" said Lottie.
"You are right. I don't know why you should. Admire both: you are
wiser than I, Lottie."
As he spoke, the lane widened into a grassy glade, and Lottie
quickened her steps, uttering a cry of pleasure. Percival followed her
with a smile on his lips. "Here is your wishing-well," he said. "Do you
like it, now that you have found it out?"
She might well have been satisfied, even if she had been harder to
please. It was a spring of the fairest water, bubbling into a tiny
hollow. The little pool was like a brimming cup, with colored pebbles
and dancing sand at the bottom, and delicate leaf-sprays clustered
lightly round its rim. And this gem of sparkling water was set in a
space of mossy sward, with trees which leant and whispered
overhead, their quivering canopy pierced here and there by golden
shafts of sunlight and glimpses of far-off blue.
"It is like fairy-land," said Lottie.
"Or like something in Keats's poems," Percival suggested.
"I never read a line of them, so I can't say," she answered with
defiant candor, while she inwardly resolved to get the book.
He smiled: "You don't read much poetry yet, do you? Ah, well, you
have time enough. How about wishing, now we are here?" he went
on, stooping to look into the well. "Your wishes ought to have a
double virtue on your birthday."
"I only hope they may."
"What! have you decided on something very important? Seventeen
to-day! Lottie, don't wish to be eighteen: that will come much too
soon without wishing."
"I don't want to be eighteen. I think seventeen is old enough," she
answered dreamily.
"So do I." He was thinking, as he spoke, what a charming childish
age it was, and how, before he knew Lottie, he had fancied from
books that girls were grown up at seventeen.
"Now I am going to wish," she said seriously, "and you must wish
after me." Bending over the pool, she looked earnestly into it, took
water in the hollow of her hand and drank. Then, standing back, she
made a sign to her companion.
He stepped forward, and saying, with a bright glance, "My wishes
must be for you to-day, Queen Lottie," he followed her example. But
when he looked up, shaking the cold drops from his hand, he was
struck by the intense expression on her downward-bent face. "What
has the child been wishing?" he wondered; and an idea flashed
suddenly into his mind which almost made him smile. "By Jove!" he
said to himself, "there will be a fiery passion one of these fine days,
when Lottie falls in love." But even as he thought this the look which
had startled him was gone.
"We needn't go back directly, need we?" she said. "Let us rest a little
while."
"By all means," Percival replied, "I'm quite ready to rest as long as
you like: I consider resting my strong point. What do you say to this
bank? Or there is a fallen tree just across there?"
"No. Percival, listen! There are some horrid people coming: let us go
on a little farther, out of their way."
He listened: "Yes, there are some people coming. Very likely they are
horrid, though we have no fact to go upon except their desire to find
the wishing-well: at any rate, we don't want them. Lottie, you are
right: let us fly."
They escaped from the glade at the farther end, passed through a
gate into a field, and found themselves once more in the broad
sunlight. They paused for a moment, dazzled and uncertain which
way to go. "Why did those people come and turn us out?" said
Thorne regretfully. A shrill scream of laughter rang through the
shade which they had just left. "What shall we do now?"
"I don't mind: I like this sunshine," said Lottie. "Percival, don't you
think there would be a view up there?"
"Up there" was a grassy little eminence which rose rather abruptly in
the midst of the neighboring fields. It was parted from the place
where they stood by a couple of meadows.
"I should think there might be."
"Then let us go there. When I see a hill I always feel as if I must get
to the top of it."
"I've no objection to that feeling in the present case, as the hill
happens to be a very little one," Percival replied. "And the shepherds
and shepherdesses in our Arcadia are unpleasantly noisy. But I don't
see any gate into the next field."
"Who wants a gate? There's a gap by that old stump."
"And you don't mind this ditch? It isn't very wide," he said as he
stood on the bank.
"No, I don't mind it."
He held out his hand: she laid hers on it and sprang lightly across,
with a word of thanks. A few months earlier she would have scorned
Cock Robin's assistance had the ditch been twice as wide, as that
day she would have scorned any assistance but Percival's. It was
well that she did not need help, for his outstretched hand, firm as it
was, gave her little. It rather sent a tremulous thrill through her as
she touched it that was more likely to make her falter than succeed.
She was not vexed that he relapsed into silence as they went on
their way. In her eyes his aspect was darkly thoughtful and heroic.
As she walked by his side the low grass-fields became enchanted
meads and the poor little flowers bloomed like poets' asphodel. A
lark sang overhead as never bird sang before, and the breeze was
sweet with memories of blossom. When they stood on the summit of
the little hill the view was fair as Paradise. A big gray stone lay
among the tufts of bracken, as if a giant hand had tossed it there in
sport. Lottie sat down, leaning against it, and Percival threw himself
on the grass at her feet.
She was nerving herself to overcome an unwonted feeling of
timidity. She had dreamed of this birthday with childish eagerness.
Her fancy had made it the portal of a world of unknown delights.
She grew sick with fear, lest through her weakness or any mischance
the golden hours should glide by, and no golden joy be secured
before the night came on. Golden hours? Were they not rather
golden moments on the hillside with Percival? He loved her—she was
sure of that—but he was poor, and would never speak. What could
she say to him? She bent forward a little that she might see him
better as he lay stretched on the warm turf unconscious of her eyes.
Through his half-closed lids he watched the little gray-blue butterflies
which flickered round him in the sunny air, emerging from or melting
into the eternal vault of blue.
"Percival!"
She had spoken, and ended the long silence. She almost fancied that
her voice shook and sounded strange, but he did not seem to notice
it.
"Yes?" he said, and turned his face to her—the face that was the
whole world to Lottie.
"Percival, is it true that your father was the eldest son, and that you
ought to be the heir?"
He opened his eyes a little at the breathless question. Then he
laughed: "I might have known that you could not live three months
in Fordborough without hearing something of that."
"It is true, then? Mayn't I know?"
"Certainly." He raised himself on his elbow. "But there is no injustice
in the matter, Lottie. The eldest son died, and my father was the
second. He wanted to have his own way, as we most of us do, and
he gave up his expectations and had it. He did it with his eyes open,
and it was a fair bargain."
"He sold his birthright, like Esau? Well, that might be quite right for
him, but isn't it rather hard on you?"
"Not at all," he answered promptly. "I never counted on it, and
therefore I am not disappointed. Why should I complain of not
having what I did not expect to have? Shall I feel very hardly used
when the archbishopric of Canterbury falls vacant and they pass me
over?"
"But your father shouldn't have given up your rights," the girl
persisted.
"Why, Lottie," he said with a smile, "it was before I was born! And
I'm not so sure about my rights. I don't know that I have any
particular rights or wrongs." There was a pause, and then he looked
up. "Suppose the birthright had been Jacob's, and he had thrown it
away for Rachel's sake: would you have blamed him?"
"No," said Lottie, with kindling eyes.
"Then Jacob and Rachel's son is not hardly used, and has no cause
to complain of his lot," Percival concluded, sinking back lazily.
Lottie was silent for a moment. Then she apparently changed the
subject: "Do you remember that day Mrs. Pickering called and talked
about William?"
"Oh yes, I remember. I scandalized the old lady, didn't I? Lottie, I'm
half afraid I scandalized your mother into the bargain."
"I've been thinking about what you said," Lottie went on very
seriously—"about being idle all your life."
"Ah!" said Percival, drawing a long breath. "You are going to lecture
me? Well, I don't know why I should be surprised. Every one
lectures me: they don't like it, but feel it to be their duty. I dare say
Addie will begin this evening." He was amused at the idea of a
reproof from Lottie, and settled his smooth cheek comfortably on his
sleeve that he might listen at his ease. "Go on," he said: "it's very
kind of you, and I'm quite ready."
"Suppose I'm not going to lecture you," said Lottie.
"Why, that's still kinder. What then?"
"Suppose I think you are right."
"Do you?"
"Yes," she answered simply. "William Pickering may spend his life
scraping pounds and pence together. Men who can't do anything
else may as well do that, for it is nice to be rich. But if you have
enough, why should you spend your time over it—the best years of
your life which will never come back?"
"Never!" said Percival. "You are right."
There was a long pause. Lottie pulled a bit of fern, and looked at
him again. There was a line between his dark brows, as if he were
pursuing some thought which her words had suggested, but he held
his head down and was silent. She threw the fern away and pressed
her hands together: "But, Percival, you do care for money, after all.
You set it above everything else, as they all do, only in a different
way. You are right in what you say, but they are more honest, for
they say and do alike."
"Do I care for money? Lottie, it's the first time I have ever been
charged with that."
"Because you talk as if you didn't. But you do. Why did you say you
would never marry an heiress? The color went right up to the roots
of your hair when they talked about it, and you said it would be
contemptible: that was the word—contemptible. Then I suppose if
you cared for her, and she loved you with all her heart and soul, you
would go away and leave her to hate the world and herself and you,
just because she happened to have a little money. And you say you
don't care about it!"
"Lottie, you don't know what you are talking about." His eyes were
fixed on the turf. She had called up a vision in which she had no
part. "You don't understand," he began.
"It is you who don't understand," she answered desperately. "You
men judge girls—I don't know how you judge them—not by
themselves: by their worldly-wise mammas, perhaps. Do you fancy
we are always counting what money men have or what we have?
It's you who think so much about it. Oh, Percival!" the strong voice
softened to sudden tenderness, "do you think I care a straw about
what I shall have one day?"
"Good God!" Percival looked up, and for the space of a lightning
flash their eyes met. In hers he read enough to show him how blind
he had been. In his she read astonishment, horror, repulsion.
Repulsion she read it, but it was not there. To her dying day Lottie
will believe that she saw it in his eyes. Did she not feel an icy stab of
pain when she recognized it? Never was she more sure of her own
existence than she was sure of this. And yet it was not there. She
had suddenly roused him from a dream, and he was bewildered,
shocked—sorry for his girl-friend, and bitterly remorseful for himself.
Lottie knew that she had made a terrible mistake, and that Percival
did not love her. There was a rushing as of water in her ears, a black
mist swaying before her eyes. But in a moment all that was over,
and she could look round again. The sunlit world glared horribly, as
if it understood and pressed round her with a million eyes to mock
her burning shame.
"No, I never thought you cared for money," said Percival, trying to
seem unconscious of that lightning glance with all its revelations. He
had not the restless fingers so many men have, and could sit
contentedly without moving a muscle. But now he was plucking
nervously at the turf as he spoke.
"What does it matter?" said Lottie. "I shall come to care for it one of
these days, I dare say."
He did not answer. What could he say? He was cursing his blind folly.
Poor child! Why, she was only a child, after all—a beautiful,
headstrong, wilful child, and it was not a year since he met her in
the woods with torn frock and tangled hair, her long hands bleeding
from bramble-scratches and her lips stained with autumn berries.
How fiercely and shyly she looked at him with her shining eyes! He
remembered how she stopped abruptly in her talk and answered him
in monosyllables, and how, when he left the trio, the clear, boyish
voice broke instantly into a flood of happy speech. As he lay there
now, staring at the turf, he could see his red-capped vision of Liberty
as plainly as if he stood on the woodland walk again with the
September leaves above him. He felt a rush of tender, brotherly pity
for the poor mistaken child—"brotherly" in default of a better word.
Probably a brother would have been more keenly alive to the
forward folly of Lottie's conduct. Percival would have liked to hold
out his hand to the girl, to close it round hers in a tight grasp of
fellowship and sympathy, and convey to her, in some better way
than the clumsy utterance of words, that he asked her pardon for
the wrong he had unconsciously done her, and besought her to be
his friend and comrade for ever. But he could not do anything of the
kind: he dared not even look up, lest a glance should scorch her as
she quivered in her humiliation. He ended as he began, by cursing
the serene certainty that all was so harmless and so perfectly
understood, which had blinded his eyes and brought him to this.
And Lottie? She hardly knew what she thought. A wild dream of a
desert island in tropic seas, with palms towering in the hot air and
snow-white surf dashing on the coral shore, and herself and Cock
Robin parted from all the world by endless leagues of ocean, flitted
before her eyes. But that was impossible, absurd.
but at any rate he meant to be civil, and people who saw you talking
together would not know what he said. Or you might find the old
friend you had not seen for years, gold eye-glass in hand, peering at
a plate of potatoes. Or you were young, and there was a girl—no,
the girl, the one girl in all the world—bewitchingly dressed, a miracle
of beauty, looking at Jones's patent root-pulper. You lived for months
on the remembrance of the words you exchanged by a friendly
though rather deafening threshing-machine when her mamma (who
never liked you) marched serenely on, unconscious that Edith was
lingering behind. Then there was the flower-show, where a band
from the nearest garrison town played the last new waltzes, and
people walked about and looked at everything except the flowers.
Fordborough was decked with flags and garlands, and appropriate
sentiments on the subject of agriculture, in evergreen letters
stitched on calico, were lavishly displayed. Every one who possessed
anything beyond a wheelbarrow got into it and drove about, the
bells clashed wildly in the steeple, and everything was exceedingly
merry—if it didn't rain.
People in that part of the world always filled their houses with guests
when the time for the show came round. Even at Brackenhill, though
the squire said he was too old for visitors, he made a point of
inviting Godfrey Hammond, while Mrs. Middleton, as soon as the day
was fixed, sent off a little note to Horace. It was taken for granted
that Horace would come. Aunt Harriet considered his invariable
presence with them on that occasion as a public acknowledgment of
his position at Brackenhill. But the day was gone by when Mr.
Thorne delighted to parade his grandson round the field, showing off
the slim handsome lad, and proving to the county that with his heir
by his side he could defy the son who had defied him. Matters were
changed since then. The county had, as it were, accepted Horace.
The quarrel was five-and-twenty years old, and had lost its savor. It
was tacitly assumed that Alfred had in some undefined way behaved
very badly, that he had been very properly put on one side, and that
in the natural course of things Horace would succeed his
grandfather, and was a nice, gentlemanly young fellow. Mr. Thorne
had only to stick to what he had done to ensure the approval of
society.
But people did not want, and did not understand, the foreign-looking
young man with the olive complexion and sombre eyes who had
begun of late years to come and go about Brackenhill, and who was
said to be able to turn old Thorne round his finger. This was not
mere rumor. The squire's own sister complained of his infatuation. It
is true that she also declared that she believed the newcomer to be
a very good young fellow, but the complaint was accepted and the
addition smiled away. "It is easy to see what her good young man
wants there," said her friends; and there was a general impression
that it was a shame. Opinions concerning the probable result varied,
and people offered airily to bet on Horace or Percival as their
calculations inclined them. The majority thought that old Thorne
could never have the face to veer round again; but there was the
possibility on Percival's side that his grandfather might die intestate,
and with so capricious and unaccountable a man it did not seem
altogether improbable. "Then," as people sagely remarked, "this
fellow would inherit—that is, if Alfred's marriage was all right." No
one had any fault, except of a negative kind, to find with Percival,
yet the majority of Mr. Thorne's old friends were inclined to dislike
him. He did not hunt or go to races: he cared little for horses and
dogs. No one understood him. He was indolent and sweet-tempered,
and he was supposed to be satirical and scheming. What could his
grandfather see in him to prefer him to Horace? Percival would have
answered with a smile, "I am not his heir."
Mr. Thorne was happy this July, his boy having come to Brackenhill
for a few days which would include the show.
It was the evening before, and they were all assembled. Horace,
coffee-cup in hand, leant in his favorite attitude against the chimney-
piece. He was troubled and depressed, repulsed Mrs. Middleton's
smiling attempts to draw him out, and added very little to the
general conversation. "Sulky" was Mr. Thorne's verdict.
Percival was copying music for Sissy. She stood near him, bending
forward to catch the full light of the lamp to aid her in picking up a
dropped stitch in her aunt's knitting. Close by them sat Godfrey
Hammond in an easy-chair.
He was a man of three or four and forty, by no means handsome,
but very well satisfied with his good figure and his keen, refined
features. He wanted color, his closely-cut hair was sandy, his eyes
were of the palest gray, and his eyebrows faintly marked. He was
slightly underhung, and did not attempt to hide the fact, wearing
neither beard nor moustache. His face habitually wore a questioning
expression.
Godfrey Hammond never lamented his want of good looks, but he
bitterly regretted the youth which he had lost. His regret seemed
somewhat premature. His fair complexion showed little trace of age,
he had never known what illness was, and men ten or fifteen years
younger might have envied him his slight active figure. But in truth
the youth which he regretted was a dream. It was that legendary
Golden Age which crowns the whole world with far-off flowers and
fills hearts with longings for its phantom loveliness. The present
seemed to Hammond hopeless, commonplace and cold, a dull
procession of days tending downward to the grave. He was thus far
justified in his regrets, that if his youth were as full of beauty and
enthusiasm as he imagined it, he was very old indeed.
"What band are they going to have to-morrow, Percival?" asked
Sissy.
"I did hear, but I forget. Stay, they gave me a programme when I
was at the bookseller's this afternoon." He thrust his hand into his
pocket and pulled out a handful of papers and letters. "It was a pink
thing—I thought you would like it: what has become of it, I
wonder?"
As he turned the papers over a photograph slipped out of its
envelope. Sissy saw it: "Percival, is that some one's carte? May I
look?"
"What!" said Godfrey Hammond, sticking a glass in his eye and
peering short-sightedly, "Percy taking to carrying photographs about
with him! Wonders will never cease! What fair lady may it be?—
Come, man, let us have a look at her."
Percival colored very slightly, and then, as it were, contradicted his
blush by tossing the envelope and its contents across to Godfrey:
"No fair lady. Ask Sissy what she thinks of him."
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