On long runs of heads and tails

Tamás F. Móri

Statistics & Probability Letters, 1994, vol. 19, issue 2, 85-89

Abstract: In a string of n independent coin tosses we consider the difference between the lengths of the longest blocks of consecutive heads resp. tails. We prove that this quantity has an a.s. logarithmic limit distribution as n --> [infinity], though it does not converge in distribution in the ordinary sense. This answers a question of Erdös.

Keywords: Simple; symmetric; random; walk; runs; a.s.; limit; distribution (search for similar items in EconPapers)
Date: 1994
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