Relative growth of the partial sums of certain random Fibonacci-like sequences
Probability
2017-09-18 v1
Abstract
We consider certain Fibonacci-like sequences perturbed with a random noise. Our main result is that converges in distribution, as goes to infinity, to a random variable with Pareto-like distribution tails. We show that is a monotonically decreasing characteristic of the input noise, and hence can serve as a measure of its strength in the model. Heuristically, the heavy-taliped limiting distribution, versus a light-tailed one with can be interpreted as an evidence supporting the idea that the noise is "singular" in the sense that it is "big" even in a "slightly" perturbed sequence.
Keywords
Cite
@article{arxiv.1709.04936,
title = {Relative growth of the partial sums of certain random Fibonacci-like sequences},
author = {Alexander Roitershtein and Zhirou Zhou},
journal= {arXiv preprint arXiv:1709.04936},
year = {2017}
}