Almost-sure growth rate of generalized random Fibonacci sequences

Continued fractions and generalizations (11J70) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Discrete-time Markov processes on general state spaces (60J05)

Abstract: We study the generalized random Fibonacci sequences defined by their first nonnegative terms and for

n g e 1

,

F_{n + 2} = l a m b d a F_{n + 1} p m F_{n}

(linear case) and

w i d e t i l d e F_{n + 2} = | l a m b d a w i d e t i l d e F_{n + 1} p m w i d e t i l d e F_{n} |

(non-linear case), where each

p m

sign is independent and either

+

with probability

p

or

-

with probability

1 - p

(

0 < p l e 1

). Our main result is that, when

l a m b d a

is of the form

l a m b d a_{k} = 2 c o s (p i / k)

for some integer

k g e 3

, the exponential growth of

F_{n}

for

0 < p l e 1

, and of

w i d e t i l d e F_{n}

for

1 / k < p l e 1

, is almost surely positive and given by

int_0^infty log x d u_{k, ho} (x),

where

h o

is an explicit function of

p

depending on the case we consider, taking values in

[0, 1]

, and

u_{k, h o}

is an explicit probability distribution on

R R_{+}

defined inductively on generalized Stern-Brocot intervals. We also provide an integral formula for

0 < p l e 1

in the easier case

l a m b d a g e 2

. Finally, we study the variations of the exponent as a function of

p

.

Review text

The paper studies a generalized random Fibonacci sequences starting with some initial nonnegative terms and defined recursively by \(F_{n+2}=\lambda F_{n+1} \pm F_n\) in the linear case and taking the absolute value of the right hand side in the nonlinear case. The randomness enters by taking each \(+\) or \(-\) sign independently with probabilities \(p\) or \(1-p\), respectively. It is shown that when \(\lambda=\lambda_k=2\cos (\pi/k)\) then the sequence grows exponentially and the exponent is computed.

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