Feller's coin-tossing constants

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Feller's coin-tossing constants are a set of numerical constants which describe asymptotic probabilities that in n independent tosses of a fair coin, no run of k consecutive heads (or, equally, tails) appears.

William Feller showed[1] that if this probability is written as p(n,k) then


\lim_{n\rightarrow \infty} p(n,k) \alpha_k^{n+1}=\beta_k\,

where αk is the smallest positive real root of

x^{k+1}=2^{k+1}(x-1)\,

and

\beta_k={2-\alpha_k \over k+1-k\alpha_k}.

Values of the constants[edit]

k \alpha_k \beta_k
1 2 2
2 1.23606797... 1.44721359...
3 1.08737802... 1.23683983...
4 1.03758012... 1.13268577...

For k=2 the constants are related to the golden ratio and Fibonacci numbers; the constants are \sqrt{5}-1=2\varphi-2=2/\varphi and 1-1/\sqrt{5}. For higher values of k they are related to generalizations of Fibonacci numbers such as the tribonacci and tetranacci constants.

Example[edit]

If we toss a fair coin ten times then the exact probability that no pair of heads come up in succession (i.e. n = 10 and k = 2) is p(10,2) = \tfrac{9}{64} = 0.140625. The approximation gives 1.44721356...×1.23606797...−11 = 0.1406263...

References[edit]

  1. ^ Feller, W. (1968) An Introduction to Probability Theory and Its Applications, Volume 1 (3rd Edition), Wiley. ISBN 0-471-25708-7 Section XIII.7

External links[edit]