Waiting time for two consecutive successes

ID: waiting-time-for-two-consecutive-successes

For independent trials of success probability , let be the first index completing two consecutive successes. If are the mean remaining times with no trailing success and with one trailing success, conditioning gives and . Solving yields , so fair trials have mean waiting time six. Disjoint pairs give a geometric tail bound and justify finiteness before solving the equations. Overlapping pairs are not independent trials.

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