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JOURNALS // Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences // Archive

Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.], 2012 Issue 4(29), Pages 56–71 (Mi vsgtu1192)

Probability Theory

On a question of limiting distribution of series in random binary sequence

V. A. Barvinok, V. I. Bogdanovich, A. N. Plotnikov

S. P. Korolyov Samara State Aerospace University (National Research University), Samara, Russia

Abstract: Limiting forms of distribution of length of the maximum series of successes in random binary sequences, formed in Bernulli–Markov's chain and in Polya's scheme which is an equivalent to local trends of a time series of strictly stationary process are investigated. More simple and added proof of theorems of the law of the big numbers for series of both types is offered. For series of the second type the effect of the cyclic bimorphism of the limiting law with degeneration on one of the phases and the convergence according to the probability on set no more, than four consequent values of the natural series is established.

Keywords: random sequence, the maximum series of successes, limiting theorems, convergence on distribution, convergence on probability.

UDC: 519.217.7

MSC: Primary 60J10; Secondary 60G50, 60Exx

Original article submitted 20/VII/2012
revision submitted – 23/XI/2012

DOI: 10.14498/vsgtu1192



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