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^[1] that if this probability is written as p(n,k) then

\lim _{n\rightarrow \infty }p(n,k)\alpha _{k}^{n+1}=\beta _{k}\,

where α_k is the smallest positive real root of

x^{k+1}=2^{k+1}(x-1)\,

and

\beta _{k}={2-\alpha _{k} \over k+1-k\alpha _{k}}.

Values of the constants

k	$\alpha _{k}$	$\beta _{k}$
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 ${\sqrt {5}}-1=2\varphi -2=2/\varphi$ and $1-1/{\sqrt {5}}$ . 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) = ${\tfrac {9}{64}}$ = 0.140625. The approximation gives 1.44721356...×1.23606797...⁻¹¹ = 0.1406263...

References

↑ Feller, W. (1968) An Introduction to Probability Theory and Its Applications, Volume 1 (3rd Edition), Wiley. ISBN 0-471-25708-7 Section XIII.7

External links

Steve Finch's constants at Mathsoft

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