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

where αk is the smallest positive real root of

and

Values of the constants[edit]

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

For the constants are related to the golden ratio and Fibonacci numbers; the constants are and . For higher values of 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) =  = 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]