Convergence rate for the longest T-contaminated runs of heads. Paper with detailed proofs

Abstract

We study the length of $T$-contaminated runs of heads in the well-known coin tossing experiment. A $T$-contaminated run of heads is a sequence of consecutive heads interrupted by $T$ tails. For $T=1$ and $T=2$ we find the asymptotic distribution for the first hitting time of the $T$ contaminated run of heads having length $m$; furthermore, we obtain a limit theorem for the length of the longest $T$-contaminated head run. We prove that the rate of the approximation of our accompanying distribution for the length of the longest $T$-contaminated head run is considerably better than the previous ones. For the proof we use a powerful lemma by Csáki, Földes and Komlós.

20 pages, 4 figures