Longest runs in coin tossing
From MaRDI portal
Publication:1892987
DOI10.1016/0167-6687(94)90790-0zbMath0821.62008MaRDI QIDQ1892987
Paul Embrechts, Klemens Binswanger
Publication date: 3 July 1995
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(94)90790-0
simulations; finance; coin tossing; roulette; maximum drawdown; exchange rate models; longest runs; almost sure lower and upper bounds
62E20: Asymptotic distribution theory in statistics
62E15: Exact distribution theory in statistics
60E99: Distribution theory
60F99: Limit theorems in probability theory
Related Items
Limiting behaviors for longest consecutive switches in an IID Bernoulli sequence, On success runs of length exceeded a threshold, On runs of length exceeding a threshold: normal approximation, On one-sided strong laws for large increments of sums, Modeling claim exceedances over thresholds., A generalization of the Erdős-Rényi limit theorem and the corresponding multifractal analysis, Weak runs in sequences of binary trials, On the distribution of the number of success runs in a continuous time Markov chain, On the longest block in Lüroth expansion
Cites Work
- Three problems on the lengths of increasing runs
- An Erdős-Rényi law with shifts
- An extreme value theory for long head runs
- Maximal length of common words among random letter sequences
- The limit distribution of the length of the longest head-run
- On the Erdös-Rényi theorem for random fields and sequences and its relationships with the theory of runs and spacings
- Long repetitive patterns in random sequences
- On the longest run of coincidences
- On the Length of the Longest Head-Run for a Markov Chain with Two States
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item