A run is a sequence of more than one consecutive identical outcomes, also known as a clump.
Let be the probability that a run
of
or more consecutive heads appears
in
independent tosses of a coin
(i.e.,
Bernoulli
trials). This is equivalent to repeated picking from an urn containing two distinguishable
objects with replacement after each pick. Let the probability of obtaining a head
be
. Then there is a beautiful
formula for
given in terms of the coefficients
of the generating function
(1)
|
(Feller 1968, p. 300). Then
(2)
|
The following table gives the triangle of numbers for
, 2, ... and
, 2, ...,
(OEIS A050227).
Sloane | A000225 | A008466 | A050231 | A050233 | ||||
1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | |
1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
2 | 3 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
3 | 7 | 3 | 1 | 0 | 0 | 0 | 0 | 0 |
4 | 15 | 8 | 3 | 1 | 0 | 0 | 0 | 0 |
5 | 31 | 19 | 8 | 3 | 1 | 0 | 0 | 0 |
6 | 63 | 43 | 20 | 8 | 3 | 1 | 0 | 0 |
7 | 127 | 94 | 47 | 20 | 8 | 3 | 1 | 0 |
8 | 255 | 201 | 107 | 48 | 20 | 8 | 3 | 1 |
The special case
gives the sequence
(3)
|
where is a Fibonacci
number. Similarly, the probability that no
consecutive tails will occur in
tosses is given by
, where
is a Fibonacci
k-step number.
Feller (1968, pp. 278-279) proved that for ,
(4)
|
where
(5)
| |||
(6)
|
(OEIS A086253) is the positive root of the above polynomial and
(7)
| |||
(8)
| |||
(9)
|
(OEIS A086254) is the positive root of the above polynomial. The corresponding constants for a run of heads are
, the smallest positive root of
(10)
|
and
(11)
|
These are modified for unfair coins with and
to
, the smallest positive root of
(12)
|
and
(13)
|
(Feller 1968, pp. 322-325).
Given Bernoulli
trials with a probability of success (heads)
, the expected number of tails is
, so the expected number of tail runs
is
.
Continuing,
(14)
|
is the expected number of runs .
The longest expected run is therefore given by
(15)
|
(Gordon et al. 1986, Schilling 1990). Given 0s and
1s, the number of possible arrangements with
runs is
(16)
|
for an integer,
where
is a binomial
coefficient (Johnson and Kotz 1968, p. 268). Then
(17)
|
Now instead consider picking of
objects without replacement from a collection of
containing
indistinguishable objects of one type and
indistinguishable objects of another. Let
denote the number of permutations of these objects
in which no
-run
occurs. For example, there are 6 permutations of two objects of type
and two of type
. Of these,
,
,
, and
contain runs of length two, so
.
In general, the probability that an
-run does occur is given by
(18)
|
where is a binomial
coefficient. Bloom (1996) gives the following recurrence sequence for
,
(19)
|
where for
or
negative and
(20)
|
Another recurrence which has only a fixed number of terms is given by
(21)
|
where
(22)
|
(Goulden and Jackson 1983, Bloom 1996).
These formulas can be used to calculate the probability of obtaining a run of cards of the same color in a deck of
52 cards. For
,
2, ..., this yields the sequence 1, 247959266474051/247959266474052, ... (OEIS A086439 and A086440).
Normalizing by multiplying by
gives 495918532948104, 495918532948102, 495891608417946, 483007233529142, ... (OEIS
A086438). The result
(23)
|
disproves the assertion of Gardner (1982) that "there will almost always be a clump of six or seven cards of the same color" in a normal deck of cards.
Bloom (1996) gives the expected number of noncontiguous -runs (i.e., split the sequence into maximal clumps of the
same value and count the number of such clumps of length
) in a sequence of
0s and
1s as
(24)
|
where is the falling
factorial. For
,
has an approximately normal
distribution with mean and variance
(25)
| |||
(26)
|