Success Run Waiting Times and Fuss-Catalan Numbers

We present power series expressions for all the roots of the auxiliary equation of the recurrence relation for the distribution of the waiting time for the first run of k consecutive successes in a sequence of independent Bernoulli trials, that is, the geometric distribution of order k. We show that...

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Main Authors: S. J. Dilworth, S. R. Mane
Format: Article
Language:English
Published: Wiley 2015-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2015/482462
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author S. J. Dilworth
S. R. Mane
author_facet S. J. Dilworth
S. R. Mane
author_sort S. J. Dilworth
collection DOAJ
description We present power series expressions for all the roots of the auxiliary equation of the recurrence relation for the distribution of the waiting time for the first run of k consecutive successes in a sequence of independent Bernoulli trials, that is, the geometric distribution of order k. We show that the series coefficients are Fuss-Catalan numbers and write the roots in terms of the generating function of the Fuss-Catalan numbers. Our main result is a new exact expression for the distribution, which is more concise than previously published formulas. Our work extends the analysis by Feller, who gave asymptotic results. We obtain quantitative improvements of the error estimates obtained by Feller.
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spelling doaj-art-d1f21f718cdf4707b180352e62e5d2e32025-02-03T01:33:09ZengWileyJournal of Probability and Statistics1687-952X1687-95382015-01-01201510.1155/2015/482462482462Success Run Waiting Times and Fuss-Catalan NumbersS. J. Dilworth0S. R. Mane1Department of Mathematics, University of South Carolina, Columbia, SC 29208, USAConvergent Computing Inc., P.O. Box 561, Shoreham, NY 11786, USAWe present power series expressions for all the roots of the auxiliary equation of the recurrence relation for the distribution of the waiting time for the first run of k consecutive successes in a sequence of independent Bernoulli trials, that is, the geometric distribution of order k. We show that the series coefficients are Fuss-Catalan numbers and write the roots in terms of the generating function of the Fuss-Catalan numbers. Our main result is a new exact expression for the distribution, which is more concise than previously published formulas. Our work extends the analysis by Feller, who gave asymptotic results. We obtain quantitative improvements of the error estimates obtained by Feller.http://dx.doi.org/10.1155/2015/482462
spellingShingle S. J. Dilworth
S. R. Mane
Success Run Waiting Times and Fuss-Catalan Numbers
Journal of Probability and Statistics
title Success Run Waiting Times and Fuss-Catalan Numbers
title_full Success Run Waiting Times and Fuss-Catalan Numbers
title_fullStr Success Run Waiting Times and Fuss-Catalan Numbers
title_full_unstemmed Success Run Waiting Times and Fuss-Catalan Numbers
title_short Success Run Waiting Times and Fuss-Catalan Numbers
title_sort success run waiting times and fuss catalan numbers
url http://dx.doi.org/10.1155/2015/482462
work_keys_str_mv AT sjdilworth successrunwaitingtimesandfusscatalannumbers
AT srmane successrunwaitingtimesandfusscatalannumbers