Almost-sure Growth Rate of Generalized Random Fibonacci sequences
arXiv:0804.2378 · doi:10.1214/09-AIHP312
Abstract
We study the generalized random Fibonacci sequences defined by their first nonnegative terms and for , (linear case) and (non-linear case), where each sign is independent and either with probability or with probability (). Our main result is that, when is of the form for some integer , the exponential growth of for , and of for , is almost surely positive and given by where is an explicit function of depending on the case we consider, taking values in , and is an explicit probability distribution on $\RR_+$ defined inductively on generalized Stern-Brocot intervals. We also provide an integral formula for in the easier case . Finally, we study the variations of the exponent as a function of .