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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1997 Volume 42, Issue 3, Pages 608–615 (Mi tvp2003)

This article is cited in 4 papers

Short Communications

On the longest head-run in an individual random sequence

V. V. V'yugin

Institute for Information Transmission Problems, Russian Academy of Sciences

Abstract: In the framework of the Kolmogorov approach to verifying the theory of probability an analysis of a result of S. S. Samarova on the length of the longest head-run for the Markov chain with two states is given. This result is a refinement and generalization of P. Erdös and P. Revesz's corresponding results. An analogous assertion is formulated and proved for individual random sequences. A complexity characterization of its application is also given.

Keywords: laws of large numbers, Markov chain, length of runs, individual random sequence, Kolmogorov complexity.

Received: 17.03.1997

DOI: 10.4213/tvp2003


 English version:
Theory of Probability and its Applications, 1998, 42:3, 541–546

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