Recurrent composite events

Extract

On a sequence of Bernoulli trials, the definition of a recurrent event ε involves the occurrence of a unique pattern of successes (S) and failures (F), the final element of which is the result of the nth trial. Success runs are the best known of such recurrent events, but Feller (1959, §13.8) mentions more complicated patterns, among which two types may be distinguished. The simpler involves a single more complex pattern such as SSFFSS; the second type involves a set of alternative events defining ε, which is said to occur when any one of the alternatives occurs at trial number n. Thus if ε stands for “either a success run of length r or a failure run of length ρ”, there are two alternatives in the set; the problem is elementary because the component events are “non-overlapping”.