On the length of the longest head run

S.Y. Novak

Statistics & Probability Letters, 2017, vol. 130, issue C, 111-114

Abstract: We evaluate the accuracy of approximation to the distribution of the length of the longest head run in a Markov chain with a discrete state space. An estimate of the accuracy of approximation in terms of the total variation distance is established for the first time.

Keywords: Longest head run; Extremes in samples of random size (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2017.06.020

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