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Holst, Lars; Konstantopoulos, Takis

Runs in coin tossing: a general approach for deriving distributions for functionals. (English) Zbl 1345.60041

J. Appl. Probab. 52, No. 3, 752-770 (2015).
Summary: We take a fresh look at the classical problem of runs in a sequence of independent and identically distributed coin tosses and derive a general identity/recursion which can be used to compute (joint) distributions of functionals of run types. This generalizes and unifies already existing approaches. We give several examples, derive asymptotics, and pose some further questions.

Cited in 6 Documents

MSC:

60G40 Stopping times; optimal stopping problems; gambling theory
60G50 Sums of independent random variables; random walks
60F99 Limit theorems in probability theory
60E10 Characteristic functions; other transforms

Keywords:

coin tossing; longest run; regeneration; Poisson approximation; Laplace transform; Rouché’s theorem
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\textit{L. Holst} and \textit{T. Konstantopoulos}, J. Appl. Probab. 52, No. 3, 752--770 (2015; Zbl 1345.60041)
Full Text: DOI arXiv Euclid
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