Expected Number of Dice Rolls Until an Increasing Run of Three

Abstract

A closed form is found for the expected number of rolls of a fair n-sided die until three consecutive increasing values are seen. The answer is rational, and the greatest common divisor of the numerator and denominator is given in terms of n. As n goes to infinity, the probability generating function is found for the limiting case, which is also the exponential generating function for permutations ending in a double rise and without other double rises. Thus exact values are found for the limiting expectation and variance, which are approximately 7.92437 and 27.98133 respectively.