Runs of geometrically distributed random variables: a probabilistic analysis

  • Authors:
  • Guy Louchard

  • Affiliations:
  • Département d'Informatique, Faculté des Sciences, Université Libre de Bruxelles, CP 212, Boulevard du Triomphe, B-1050 Brussels, Belgium

  • Venue:
  • Journal of Computational and Applied Mathematics - Special issue: Probabilistic methods in combinatorics and combinatorial optimization
  • Year:
  • 2002

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Abstract

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.