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Random Fibonacci Sequence


ViswanathsConstant

A random Fibonacci sequence is a sequence defined by the recurrence relation

 a_n=+/-a_(n-1)+/-a_(n-2),
(1)

where n>=2, a_0=0, a_1=1, and each sign is chosen independently and at random with probability 1/2. Viswanath (2000) showed that

 lim_(n->infty)|a_n|^(1/n)=1.13198824...
(2)

(OEIS A078416) with probability one. This constant is sometimes known as Viswanath's constant.

For a fixed real number beta>0 and fixed real numbers x_0 and x_1 that are not both zero, consider the more general recurrence relation

 x_(n+1)=x_n+/-betax_(n-1),
(3)

where the signs are again chosen independently with probability 1/2. The limit

 sigma(beta)=lim_(n->infty)|x_n|^(1/n)
(4)

exists with probability one (Embree and Trefethen 1999, p. 2473). Embree and Trefethen (1999, p. 2474) numerically estimated the critical value beta^* satisfying sigma(beta^*)=1 as

 beta^* approx 0.70258...
(5)

(OEIS A118288). This value is sometimes known as the Embree-Trefethen constant.

Analogously to the representation of Fibonacci numbers by Fibonacci Q-matrices, these recurrence relations can be expressed as iterated products of pairs of 2×2 random matrices (Bougerol and Lacroix 1985, pp. 11 and 157; Embree and Trefethen 1999, pp. 2477-2478).

The growth rate of the mean of the absolute value, rather than that of an individual sequence, is the Rittaud constant.


See also

Fibonacci Number, Random Matrix, Rittaud Constant

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References

Batista Oliveira, J. and De Figueiredo, L. H. "Interval Computation of Viswanath's Constant." Reliab. Comput. 8, 131-138, 2002. https://doi.org/10.1023/A:1014702122205.Bougerol, P. and Lacroix, J. Products of Random Matrices with Applications to Schrödinger Operators. Boston, MA: Birkhäuser, 1985. https://doi.org/10.1007/978-1-4684-9172-2.Devlin, K. "Devlin's Angle: New Mathematical Constant Discovered: Descendent of Two Thirteenth Century Rabbits." Mar. 1999. https://web.archive.org/web/20130515072742/http://www.maa.org/devlin/devlin_3_99.html.Embree, M. and Trefethen, L. N. "Growth and Decay of Random Fibonacci Sequences." Roy. Soc. London Proc. Ser. A, Math. Phys. Eng. Sci. 455, 2471-2485, 1999. https://doi.org/10.1098/rspa.1999.0412.Livio, M. The Golden Ratio: The Story of Phi, the World's Most Astonishing Number. New York: Broadway Books, pp. 227-228, 2002.Michon, G. P. "Final Answers: Numerical Constants." https://www.numericana.com/answer/constants.htm#viswanath.Peterson, I. "Fibonacci at Random: Uncovering a New Mathematical Constant." Sci. News 155, 376, June 12, 1999. https://web.archive.org/web/20130522041809/http://www.sciencenews.org/sn_arc99/6_12_99/bob1.htm.Sloane, N. J. A. Sequences A078416 and A118288 in "The On-Line Encyclopedia of Integer Sequences."Viswanath, D. "Random Fibonacci Sequences and the Number 1.13198824...." Math. Comput. 69, 1131-1155, 2000. https://doi.org/10.1090/S0025-5718-99-01145-X.

Referenced on Wolfram|Alpha

Random Fibonacci Sequence

Cite this as:

Weisstein, Eric W. "Random Fibonacci Sequence." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/RandomFibonacciSequence.html

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