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

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.

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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

Published: September 2015
First available in Project Euclid: 22 October 2015

zbMATH: 1345.60041
MathSciNet: MR3414989
Digital Object Identifier: 10.1239/jap/1445543844

Subjects:
Primary: 60G40
Secondary: 60E10 , 60F99 , 60G50

Keywords: coin tossing , Laplace transform , longest run , Poisson approximation , regeneration , Rouché's theorem , Runs

Rights: Copyright © 2015 Applied Probability Trust

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Vol.52 • No. 3 • September 2015
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