English

How do random Fibonacci sequences grow?

Probability 2008-09-29 v1

Abstract

We study two kinds of random Fibonacci sequences defined by F1=F2=1F_1=F_2=1 and for n1n\ge 1, Fn+2=Fn+1±FnF_{n+2} = F_{n+1} \pm F_{n} (linear case) or Fn+2=Fn+1±FnF_{n+2} = |F_{n+1} \pm F_{n}| (non-linear case), where each sign is independent and either + with probability pp or - with probability 1p1-p (0<p10<p\le 1). Our main result is that the exponential growth of FnF_n for 0<p10<p\le 1 (linear case) or for 1/3p11/3\le p\le 1 (non-linear case) is almost surely given by 0logxdνα(x),\int_0^\infty \log x d\nu_\alpha (x), where α\alpha is an explicit function of pp depending on the case we consider, and να\nu_\alpha is an explicit probability distribution on \RR+\RR_+ defined inductively on Stern-Brocot intervals. In the non-linear case, the largest Lyapunov exponent is not an analytic function of pp, since we prove that it is equal to zero for 0<p1/30<p\le1/3. 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}
}