Almost-sure growth rate of generalized random Fibonacci sequences

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Almost-sure Growth Rate of Generalized Random Fibonacci sequences

We study the generalized random Fibonacci sequences defined by their first nonnegative terms and for n ≥ 1, Fn+2 = λFn+1 ± Fn (linear case) and F̃n+2 = |λF̃n+1 ± F̃n| (non-linear case), where each ± sign is independent and either + with probability p or − with probability 1 − p (0 < p ≤ 1). Our main result is that, when λ is of the form λk = 2 cos(π/k) for some integer k ≥ 3, the exponential growt...

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ژورنال

عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

سال: 2010

ISSN: 0246-0203

DOI: 10.1214/09-aihp312