Head density with no two in a row
Flip a fair coin times, conditioned on the event that no two consecutive heads ever appear. Let be the expected number of heads under this conditioning. Compute . It equals for integers with minimal; find .
Show hints (2)+
- No-HH strings of length are uniform and number ; use a transfer matrix (states: last flip T/H).
- The head density converges to - read off .
Answer
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Asked at: Jane Street, Two Sigma