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 . The exact probability p(n,2) can be calculated either by using Fibonacci numbers, p(n,2) =  or by solving a direct recurrence relation[2] leading to the same result. For higher values of , the constants are related to generalizations of Fibonacci numbers such as the tribonacci and tetranacci numbers. The corresponding exact probabilities can be calculated as p(n,k) = . [3]

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
  2. ^ Quora Question: "You toss a fair coin 12 times. What is the probability that two heads do not occur consecutively?"
  3. ^ Coin Tossing at WolframMathWorld

External links[edit]