On Consecutive Records in Certain Bernoulli Sequences
نویسنده
چکیده
In an infinite sequence of independent Bernoulli trials with success probabilities pk = a/(a + b + k − 1) for k = 1, 2, 3, . . . , let Nr be the number of r ≥ 2 consecutive successes. Expressions for the first two moments of Nr are derived. Asymptotics of the probability of no occurrence of r consecutive successes for large r are obtained. Using an embedding in a marked Poisson process, it is indicated how the distribution ofNr can be calculated for small r .
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