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

where αk is the smallest positive real root of

and

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