Abstract
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.
Citation
Lars Holst. Takis Konstantopoulos. "Runs in coin tossing: a general approach for deriving distributions for functionals." J. Appl. Probab. 52 (3) 752 - 770, September 2015. https://doi.org/10.1239/jap/1445543844
Information