haruspex said:
I investigated tie-breaker games. These are tricky because the service keeps changing, so there are two parameters for the probability of winning a point.
Seems to me the easiest approach is to pretend that an even number of points is always played. This can result in scores like 8-2 instead of 7-2, but it doesn't matter. I used three transition probabilities
p = A wins both
q = one each
r = B wins both
p+q+r=1.
Having obtained a formula in p, q and r, I then eliminated q (this was the hard part).
Not counting the case of reaching 6-6, the expression has 21 terms!
The same approach (combining results in consecutive pairs) can be used to get from game probabilities to set probabilities.
For a set, I did it the same way:
P = probability of holding serve, Q = probability of breaking serve;
A = PQ (probability of winning two games)
B = P(1-Q) + Q(1-P) (winning one game)
C = (1-P)(1-Q) (losing both games)
Then, for winning a non-tie-break set, I got:
##P(Set \ without \ TB) = A^3 + 3A^3B + 6A^2B^2 + 3A^3C + 12A^3BC + 12A^2B^2C + 4A^2B^3 + 4AB^4##
##+ 6A^3C^2 + 12A^2B^2C + AB^4 + 30A^3BC^2 + 20A^2B^3C + AB^5##
##P(Tie-break) = 30A^2B^2C^2 + 20AB^4C + B^6##
The set formula would need to be extended (with p, q, a, b and c) to get the odds of winning the tie-break 7-5 or better. The tie-break formula is the same to get to 6-6 in the tie-break (with a, b, c); from where the odds of winning the tie-break are a/(1-b).
And, I think that's everything! Hopefully there are no typos.