Article ID Journal Published Year Pages File Type
7549168 Statistics & Probability Letters 2016 5 Pages PDF
Abstract
In this note we prove a general large deviation principle (LDP) for the longest success run in a sequence of independent Bernoulli trails. This study not only recovers several recently derived LDPs, but also gives new LDPs for the longest success run. The method is based on the Bryc's inverse Varadhan lemma, which can be intuitively generalized to the longest success run in a two-state (success and failure) Markov chain.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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