RUNS IN COIN TOSSING: A GENERAL APPROACH FOR DERIVING DISTRIBUTIONS FOR FUNCTIONALS
2015 (English)In: Journal of Applied Probability, ISSN 0021-9002, E-ISSN 1475-6072, Vol. 52, no 3, 752-770 p.Article in journal (Refereed) Published
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.
Place, publisher, year, edition, pages
APPLIED PROBABILITY TRUST , 2015. Vol. 52, no 3, 752-770 p.
Regeneration, coin tossing, runs, longest run, Poisson approximation, Laplace transform, Rouches theorem
Probability Theory and Statistics
IdentifiersURN: urn:nbn:se:kth:diva-176987ISI: 000363223900010ScopusID: 2-s2.0-84946036939OAI: oai:DiVA.org:kth-176987DiVA: diva2:871707
FunderSwedish Research Council, 2013-4688
QC 201511162015-11-162015-11-132015-11-16Bibliographically approved