Combinatorics of geometrically distributed random variables: Length of ascending runs

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Let \(X_1,X_2,\dots\) be i.i.d. random variables with \(P(X_i= k)= p(1-p)^{k-1}\), \(k= 1,2,\dots\), where \(0< p< 1\). The sequences \(X_h\), \(h\leq n\), and \(h<\infty\), are divided into strictly ascending runs, e.g. when \(X_1< X_2< X_3\geq X_4= X_5< X_6\), then \(X_1,\dots, X_6\) contains three runs, viz. \((X_1,X_2,X_3)\), \(X_4\) (by definition) and \((X_5,X_6)\). The paper derives relations, a generating function and the asymptotic behaviour as \(m\to\infty\) of \(L_m\), the expected length of the \(m\)th run. In the limit, for \(p\to 0\), \(L_m\) is the same as in a random permutation. Corresponding results for weakly ascending runs are also given. For the entire collection see [Zbl 0935.00049].











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