A note on runs of geometrically distributed random variables

Alternating Runs of Geometrically Distributed Random Variables

Run statistics about a sequence of independent geometrically distributed random variables has attracted some attention recently in many areas such as applied probability, reliability, statistical process control, and computer science. In this paper, we first study the mean and variance of the number of alternating runs in a sequence of independent geometrically distributed random variables. The...

Ascending runs of sequences of geometrically distributed random variables: a probabilistic analysis

D-records in Geometrically Distributed Random Variables

We study d–records in sequences generated by independent geometric random variables and derive explicit and asymptotic formulæ for expectation and variance. Informally speaking, a d–record occurs, when one computes the d–largest values, and the variable maintaining it changes its value while the sequence is scanned from left to right. This is done for the “strict model,” but a “weak model” is a...

On the minimum of independent geometrically distributed random variables

The expectations E[X(1)], E[Z(1)], and E[Y(1)] of the minimum of n independent geometric, modified geometric, or exponential random variables with matching expectations differ. We show how this is accounted for by stochastic variability and how E[X(1)]/E[Y(1)] equals the expected number of ties at the minimum for the geometric random variables. We then introduce the “shifted geometric distribut...

Combinatorics of geometrically distributed random variables: run statistics

For words of length n, generated by independent geometric random variables, we consider the mean and variance, and thereafter the distribution of the number of runs of equal letters in the words. In addition, we consider the mean length of a run as well as the length of the longest run over all words of length n.