RUNS IN COIN TOSSING : A GENERAL APPROACH FOR DERIVING DISTRIBUTIONS FOR FUNCTIONALS

• 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.

Ämnesord

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Nyckelord

Regeneration

coin tossing

runs

longest run

Poisson approximation

Laplace transform

Rouches theorem

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