Tagged Questions

2
votes
1answer
47 views

Probability of rolling $n$ successes on an open-ended/exploding dice roll

I'm trying to compute the probability of achieving a certain number of successes when rolling a die pool for both open-ended/exploding and closed tests. Success is defined as a roll above a certain ...
2
votes
1answer
123 views

How to solve recurrence in two variables

How can you solve this simple looking recurrence relation in two variables? $f(a,b) = 1 + \frac{a f(a+1,b+1) + (x-a)f(a+1,b)}{x}$ The function $f$ is defined for non-negative integer values $a$ and ...
0
votes
0answers
47 views

Calculating elo ratings with handicaps?

I'm part of a local gaming club and want to start collecting statistics on games to determine our (relative) ELO ratings. Now the ELO ratings formula is easily found online, but my trick is that I ...
1
vote
2answers
58 views

Guidelines for Obtaining Recursive Equations?

I'm trying to teach myself some combinatorics, and at the moment, I'm having a hard time coming up with recursive equations. It seems to come naturally to some people, and I'm hoping that my skills ...
2
votes
0answers
204 views

Probability of tossing a biased coin without having k heads consecutively in a row

I got asked by a friend this question; I have a coin, the probability of receiving a head by tossing is $p$ and tail $1-p$. I have to toss it $n$ times without getting $k$ heads in a row. What is the ...
0
votes
0answers
94 views

To obtain the closed-form expression of CDF and PDF from the recurrence relation

Now I have a question, in which I need to find the probability mass function and the cumulative distribution function. But now I only have the recurrence relation. Here is the details: Assume ...
19
votes
4answers
398 views

recurrence relation arising from Magic the Gathering scenario [duplicate]

Possible Duplicate: Probability of a random binary string containing a long run of 1s? EDIT: Cocopuffs below has partially answered the question, but the critical base case $L=2$ to his ...
2
votes
1answer
134 views

Finding Probability Generating function for $P\left\{ X > n+1\right\} $

I am trying to find probability generating function for $P\left\{ X > n+1\right\} $. Let X be a random variable assuming the values $0, 1, 2, ...$. The notation both for the distribution of $X$ ...
2
votes
3answers
87 views

recurrence solution to gambler's ruin

From DeGroot 2.4.2, let $a_i$ be the conditional probability that the gambler wins all $k$ given gambler is at $i$. $a_i = pa_{i+1} + (1 - p)a_{i-1} $ It's not clear from the text what steps are ...
3
votes
1answer
111 views

A difference equation related to RW on Hypercube

I am trying to solve the following recurrent relation $$ T(n)=\frac{n}{m}T(n-1)+\frac{m-n}{m}T(n+1)+1, \,\, \text{subject to } T(m)=0 $$ Where $0\leq n\leq m$ and $m$ is a fixed integer. I have ...
2
votes
0answers
187 views

Asymptotics for the expected length of the longest streak of heads.

As Introduction to Algorithms (CLRS) describes, the problem is Suppose you flip a fair coin $n$ times. What is the longest streak of consecutive heads that you expect to see? The book claims ...
15
votes
2answers
472 views

Probability of a random binary string containing a long run of 1s?

For some fixed $n$, let $p_n$ be the probability that a random infinite binary string contains a run of consecutive $1$s, containing $n$ more $1$s than the total number appearing before the run. For ...
4
votes
0answers
141 views

Asymptotic behaviour of a two-dimensional recurrence relation

This problem comes out of a research in models of firm growth. The model is simple: A firm has two parameters which are its size (number of employees) and job vacancies. A firm of size $n$ will ...
6
votes
1answer
304 views

Solving a simple recurrence relation

I have the following recurrence relation: $a_0=1$ $a_{n}=pa_{n+1}+qa_{n-1}$ Where $p+q=1$. This relation arises in analyzing a "gambler's ruin" situation. It is claimed that the general solution ...
1
vote
1answer
191 views

Moments on number of occurrences of substring

Let $S$ be a string of length $n$. Each character of $S$ has probability $p$ of being 'A' and probability $1-p=q$ of being 'B'. $R$ is the number of occurrences of the substring 'AB' in $S$. I'd like ...
9
votes
3answers
368 views

Solving randomized recurrence relation

I'm looking at the random sequence $x_n$ with $x_0=x_1=1$ and \begin{equation} x_{n+1}=2x_n\pm x_{n-1} \end{equation} where we choose the $\pm$ sign independently with equal probability. Now ...