Runs in coin tossing: a general approach for deriving distributions for functionals

DOI10.1239/JAP/1445543844zbMath1345.60041arXiv1407.6831OpenAlexW2116589995MaRDI QIDQ3449930

Takis Konstantopoulos, Lars Holst

Publication date: 30 October 2015

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.6831

zbMATH Keywords

Laplace transformRouché's theoremPoisson approximationregenerationcoin tossinglongest run

Mathematics Subject Classification ID

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

Related Items (6)

A general large deviation principle for longest runs ⋮ On the Combinatorics of Placing Balls into Ordered Bins ⋮ On longest consecutive patterns in Markov chains ⋮ Non-Markovian random walks with memory lapses ⋮ Bounds on the norm of Wigner-type random matrices ⋮ Unnamed Item

Cites Work

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• On success runs of length exceeded a threshold
• An extreme value theory for long head runs
• Simple expressions for success run distributions in Bernoulli trials
• On a new law of large numbers
• Long repetitive patterns in random sequences
• Conditional simulation of max-stable processes
• Successes, runs and longest runs

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