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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

limnp(n,k)αkn+1=βk

where αk is the smallest positive real root of

xk+1=2k+1(x1)

and

βk=2αkk+1kαk.

Values of the constants

k αk βk
1 2 2
2 1.23606797... 1.44721359...
3 1.08737802... 1.23683983...
4 1.03758012... 1.13268577...

For k=2 the constants are related to the golden ratio and Fibonacci numbers; the constants are 51=2φ2=2/φ and 11/5. For higher values of k 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) = 964 = 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