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Feller's coin-tossing constants

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 that if this probability is written as p(n,k) then

where &alpha;<sub>k</sub> is the smallest positive real root of

and

Values of the constants

For the constants are related to the golden ratio, , and Fibonacci numbers; the constants are and . The exact probability p(n,2) can be calculated either by using Fibonacci numbers, p(n,2)&nbsp;=&nbsp; or by solving a direct recurrence relation leading to the same result. For higher values of , the constants are related to generalizations of Fibonacci numbers such as the tribonacci and tetranacci numbers. The corresponding exact probabilities can be calculated as p(n,k)&nbsp;=&nbsp;.

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;&nbsp;=&nbsp;0.140625. The approximation gives 1.44721356...&times;1.23606797...<sup>&minus;11</sup>&nbsp;=&nbsp;0.1406263...

References

External links