Ascending runs of sequences of geometrically distributed random variables: a probabilistic analysis

✍ Scribed by Guy Louchard; Helmut Prodinger

• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 413 KB
• Volume: 304
• Category: Article
• ISSN: 0304-3975
• DOI: 10.1016/s0304-3975(03)00051-3

✦ Synopsis

Using a Markov chain approach and a polyomino-like description, we study some asymptotic properties of sequences of ascending 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.