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'''Feller's coin-tossing constants''' are a set of numerical constants which describe [[asymptotic]] [[probability|probabilities]] that in ''n'' independent tosses of a [[fair coin]], no run of ''k'' consecutive heads (or, equally, tails) appears.  
 
[[William Feller]] showed<ref>Feller, W. (1968) An Introduction to Probability Theory and Its Applications, Volume 1 (3rd Edition), Wiley. ISBN 0-471-25708-7 Section XIII.7</ref> that if this probability is written as ''p''(''n'',''k'') then
 
:<math>
\lim_{n\rightarrow \infty} p(n,k) \alpha_k^{n+1}=\beta_k\,
</math>
 
where &alpha;<sub>''k''</sub> is the smallest positive real root of
 
:<math>x^{k+1}=2^{k+1}(x-1)\,</math>
 
and
 
:<math>\beta_k={2-\alpha_k \over k+1-k\alpha_k}.</math>
 
==Values of the constants==
{|border=1
|-
!k !!<math>\alpha_k</math> !!<math>\beta_k</math>
|-
|1||2||2
|-
|2||1.23606797...||1.44721359...
|-
|3||1.08737802...||1.23683983...
|-
|4||1.03758012...||1.13268577...
|}
 
For <math>k=2</math> the constants are related to the [[golden ratio]] and [[Fibonacci numbers]]; the constants are <math>\sqrt{5}-1=2\varphi-2=2/\varphi</math> and <math>1-1/\sqrt{5}</math>.  For higher values of <math>k</math> they are related to [[generalizations of Fibonacci numbers]] such as the tribonacci and tetranacci constants.
 
==Example==
If we toss a fair coin ten times then the exact probability that no pair of heads come up in succession (i.e. ''n''&nbsp;=&nbsp;10 and ''k''&nbsp;=&nbsp;2) is ''p''(10,2)&nbsp;=&nbsp;<math>\tfrac{9}{64}</math>&nbsp;=&nbsp;0.140625.  The approximation gives 1.44721356...&times;1.23606797...<sup>&minus;11</sup>&nbsp;=&nbsp;0.1406263...
 
==References==
{{Reflist}}
 
==External links==
* [http://www.mathsoft.com/mathsoft_resources/mathsoft_constants/Discrete_Structures/2200.aspx Steve Finch's constants at Mathsoft] {{broken link|date=November 2012}}
 
[[Category:Mathematical constants]]
[[Category:Games (probability)]]
[[Category:Probability theorems]]

Revision as of 00:14, 12 February 2013

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

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

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

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External links

  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