crossrun: Joint Distribution of Number of Crossings and Longest Run
Tore Wentzel‐Larsen, Jacob Anhøj · 2018
Joint distribution of number of crossings and the longest run in a series of independent Bernoulli trials. The computations uses an iterative procedure where computations are based on results from shorter series. The procedure conditions on the start value and partitions by further conditioning on the position of the first crossing (or none).