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Main Authors: Goldsheid, Ilya, Zeitouni, Ofer
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2505.00377
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author Goldsheid, Ilya
Zeitouni, Ofer
author_facet Goldsheid, Ilya
Zeitouni, Ofer
contents We consider the recursion $X_{n+1}=\sum_{i=0}^n ε_{n,i}X_{n-i}$, where $ε_{n,i}$ are i.i.d. (Bernoulli) random variables taking values in $\{-1,1\}$, and $X_0=1$, $X_{-j}=0$ for $j>0$. We prove that almost surely, $n^{-1}\log |X_n|\to \bar γ>0$, where $\bar γ$ is an appropriate Lyapunov exponent. This answers a question of Viswanath and Trefethen (\textit{SIAM J. Matrix Anal. Appl. 19:564--581, 1998}).
format Preprint
id arxiv_https___arxiv_org_abs_2505_00377
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Exponential growth of random infinite Fibonacci sequences
Goldsheid, Ilya
Zeitouni, Ofer
Probability
We consider the recursion $X_{n+1}=\sum_{i=0}^n ε_{n,i}X_{n-i}$, where $ε_{n,i}$ are i.i.d. (Bernoulli) random variables taking values in $\{-1,1\}$, and $X_0=1$, $X_{-j}=0$ for $j>0$. We prove that almost surely, $n^{-1}\log |X_n|\to \bar γ>0$, where $\bar γ$ is an appropriate Lyapunov exponent. This answers a question of Viswanath and Trefethen (\textit{SIAM J. Matrix Anal. Appl. 19:564--581, 1998}).
title Exponential growth of random infinite Fibonacci sequences
topic Probability
url https://arxiv.org/abs/2505.00377