Avoidance recurrence for two consecutive successes
ID: avoidance-recurrence-for-two-consecutive-successes
For independent and identically distributed trials with constant success probability , let be the probability of avoiding two consecutive successes in the first trials. An acceptable sequence starts either with a failure, leaving unrestricted fresh trials to check, or with a success followed by a failure, leaving . These disjoint cases prove the recurrence for .
Its characteristic roots areThey are distinct, and the initial conditions yieldIf is the completion time of the first consecutive pair, then . The recurrence describes the whole tail distribution rather than only its mean.
New to topics? Read the docs here!