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The A.S. Limit Distribution of the Longest Head Run

Published online by Cambridge University Press:  20 November 2018

Tamás F. Móri
Affiliation:
Department of Probability Theory and Statistics Eotvos Lor and University H-J088 Budapest Hungary
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Abstract

It is well known that the length Zn of the longest head run observed in n tosses with a fair coin is approximately equal to log2 n with a stochastically bounded remainder term. Though — log2 n does not converge in law, in the present paper it is shown to have almost sure limit distribution in the sense of the a. s. central limit theorem having been studied recently. The results are formulated and proved in a general setup covering other interesting problems connected with patterns and runs such as the longest monotone block or the longest tube of a random walk.

Type
Research Article
Copyright
Copyright © Canadian Mathematical Society 1993

References

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