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Runs of geometrically distributed random variables: A probabilistic analysis

par Louchard, Guy
Référence Journal of computational and applied mathematics, 142, 1, page (137-153)
Publication Publié, 2002-05

Article révisé par les pairs

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Résumé :

Using a Markov chain approach and a polyomino-like description, we study some asymptotic properties of runs of geometrically distributed random variables. We analyze the limiting trajectories, the number of runs and the run length distribution, the hitting time to a length k run and the maximum run length. © 2002 Elsevier Science B.V. All rights reserved.