On the length of the longest head run

DOI10.1016/j.spl.2017.06.020zbMath1380.60069OpenAlexW2737152433MaRDI QIDQ2407532

Serguei Novak

Publication date: 6 October 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://eprints.mdx.ac.uk/22123/1/STAPRO-D-16-01227R2.pdf

zbMATH Keywords

longest head runextremes in samples of random size

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Extreme value theory; extremal stochastic processes (60G70) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (3)

On longest consecutive patterns in Markov chains ⋮ Limiting behaviors for longest consecutive switches in an IID Bernoulli sequence ⋮ A note on the closed-form solution for the longest head run problem of Abraham de Moivre

Cites Work

• Time intervals of constant sojourn of a homogeneous Markov chain in a fixed subset of states
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• Longest runs in a sequence of \(m\)-dependent random variables
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• On a new law of large numbers
• New improved bounds for reliability of consecutive-k-out-of-n:F systems
• Limit distribution for a consecuttve-k-out-of-n: F system
• On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials
• Run Probabilities in Sequences of Markov-Dependent Trials
• On the field of combinatory analysis
• ON THE POWER FUNCTION OF THE LONGEST RUN AS A TEST FOR RANDOMNESS IN A SEQUENCE OF ALTERNATIVES
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