Success Run Waiting Times and Fuss-Catalan Numbers

Abstract EN

We present power series expressions for all the roots of the auxiliary equation of the recurrence relation for the distribution of the waiting time for the first run of k consecutive successes in a sequence of independent Bernoulli trials, that is, the geometric distribution of order k .

We show that the series coefficients are Fuss-Catalan numbers and write the roots in terms of the generating function of the Fuss-Catalan numbers.

Our main result is a new exact expression for the distribution, which is more concise than previously published formulas.

Our work extends the analysis by Feller, who gave asymptotic results.

We obtain quantitative improvements of the error estimates obtained by Feller.