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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 3, Pages 510–520
(Mi tvp2586)
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This article is cited in 22 scientific papers (total in 22 papers)
On the length of the longest head-run for the Markov chain with two states
S. S. Samarova Moscow
Abstract:
In the article the asymptotic formula for the lenght of the longest head-run in the trajectory of a Markov chain with two states is obtained. The main theorem is the amplification and generalization (on the Markov chain) of the results proved by P. Erdös and P. Révész for the sequence of independent identically distributed random variables $\xi_i$ with
$$
\mathbf P\{\xi_i=1\}=\mathbf P\{\xi_i=0\}=1/2.
$$
Received: 10.05.1978
Citation:
S. S. Samarova, “On the length of the longest head-run for the Markov chain with two states”, Teor. Veroyatnost. i Primenen., 26:3 (1981), 510–520; Theory Probab. Appl., 26:3 (1982), 498–509
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https://www.mathnet.ru/eng/tvp2586 https://www.mathnet.ru/eng/tvp/v26/i3/p510
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Abstract page: | 326 | Full-text PDF : | 148 |
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