I'm trying to solve the following problem:
Let's say I'm tossing a coin N$N$ times. The coin is not fair, such that the probability for heads is p0$p_0$ and for tails is 1-p0$1-p_0$.
What is the probability to have a streak of M$M$ heads?
I would be most thankful if anyone can help me find a solution to this problem. I could also use the solution for the case when the coin is fair, or for a streak of at least M$M$, and not exactly M$M$.
Thanks!