Large deviation behavior for the longest head run in an IID Bernoulli sequence

DOI10.1007/s10959-013-0498-8zbMath1319.60054OpenAlexW1999474702MaRDI QIDQ2346980

Feng Wang, Yong Hua Mao, Xian Yuan Wu

Publication date: 26 May 2015

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

Full work available at URL: https://doi.org/10.1007/s10959-013-0498-8

zbMATH Keywords

large deviationshitting timeBernoulli sequenceskip-free Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

Related Items (6)

A general large deviation principle for longest runs ⋮ On longest consecutive patterns in Markov chains ⋮ The Hausdorff dimension of level sets described by Erdős-Rényi average ⋮ Limiting behaviors for longest consecutive switches in an IID Bernoulli sequence ⋮ A generalization of the Erdős-Rényi limit theorem and the corresponding multifractal analysis ⋮ Unnamed Item

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• On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials
• On the field of combinatory analysis

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