On the dynamics of certain recurrence relations (Q2369903)

The Ramanujan AGM (Arithmetic Geometric Mean) continued fraction \[ {\mathcal R}_1(a,b):=\frac{a}{1+\displaystyle \frac{(1b)^2}{1 +\displaystyle\frac{(2a)^2}{1 +\displaystyle\frac{(3b)^2}{1+ \dots}}}} \] has been proved by two of the present authors [Exp. Math. 13, 287--296 (2004; Zbl 1122.11044)] to converge when \(a,b \in \mathbb C\) with \(| a| \neq | b| \) or \(a^2=b^2 \not\in (-\infty,0)\). In the present paper it is proved that \( {\mathcal R}_1(a,b)\) diverges in the remaining cases. This is accomplished by analyzing, using various special functions and proving new theorems for matrix products, the dynamics of sequences such as \((t_n)\) satisfying a recurrence \[ t_n = (t_{n-1} + (n-1) \kappa_{n-1}t_{n-2})/n, \] where \(\kappa_n = a^{2}, b^{2}\) as \(n\) be even, odd respectively.