How do random Fibonacci sequences grow?
Probability
2008-09-29 v1
Abstract
We study two kinds of random Fibonacci sequences defined by and for , (linear case) or (non-linear case), where each sign is independent and either + with probability or - with probability (). Our main result is that the exponential growth of for (linear case) or for (non-linear case) is almost surely given by where is an explicit function of depending on the case we consider, and is an explicit probability distribution on defined inductively on Stern-Brocot intervals. In the non-linear case, the largest Lyapunov exponent is not an analytic function of , since we prove that it is equal to zero for . We also give some results about the variations of the largest Lyapunov exponent, and provide a formula for its derivative.
Cite
@article{arxiv.math/0611860,
title = {How do random Fibonacci sequences grow?},
author = {Elise Janvresse and Benoît Rittaud and Thierry De La Rue},
journal= {arXiv preprint arXiv:math/0611860},
year = {2008}
}