Random arithmetic-geometric means and random pi: Observations and conjectures

DOI10.1016/0304-4149(92)90126-BMaRDI QIDQ1198599zbMATH OpenOpenAlexWikidataFDO

Authors Joel E. Cohen, Thomas M. Liggett

Publication date 16 January 1993

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(92)90126-b

zbMATH Keywords

numerical simulationsrandom arithmetic-geometric meansrandom versions of \(\pi\)

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Computation of special functions and constants, construction of tables (65D20)

Review text

Two random versions of the arithmetic-geometric mean of Gauss, Lagrange and Legendre are defined. Almost sure convergence and nondegeneracy are proved. These random arithmetic-geometric means in turn define two random versions of \(\pi\). Based on numerical simulations, inequalities and equalities are conjectured. A special case is proved. The authors consider the work as a first step in a more general study of nonlinear iterations with random parameters, heading towards a possible marriage between nonlinear dynamical systems and stochastic processes.

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Cites work

• Computation of π Using Arithmetic-Geometric Mean
• scientific article; zbMATH DE number 3979414 (Why is no real title available?)
• scientific article; zbMATH DE number 3987351 (Why is no real title available?)
• Some Nonlinear Weak Ergodic Theorems
• The arithmetic-geometric mean of Gauss

Cited in

(1)

• Random number generators and rare events in the continued fraction of π

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