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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1981 Volume 26, Issue 3, Pages 510–520 (Mi tvp2586)

This article is cited 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


 English version:
Theory of Probability and its Applications, 1982, 26:3, 498–509

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