Almost-sure growth rate of generalized random Fibonacci sequences

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

.

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