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Viswanath's constant : ウィキペディア英語版
Random Fibonacci sequence
In mathematics, the random Fibonacci sequence is a stochastic analogue of the Fibonacci sequence defined by the recurrence relation ''f''''n'' = ''f''''n''−1 ± ''f''''n''−2, where the signs + or − are chosen at random with equal probability 1/2, independently for different ''n''. By a theorem of Harry Kesten and Hillel Furstenberg, random recurrent sequences of this kind grow at a certain exponential rate, but it is difficult to compute the rate explicitly. In 1999, Divakar Viswanath showed that the growth rate of the random Fibonacci sequence is equal to 1.1319882487943…, a mathematical constant that was later named Viswanath's constant.〔 〕
== Description ==
The random Fibonacci sequence is an integer random sequence , where ''f''1 = ''f''2 = 1 and the subsequent terms are determined from the random recurrence relation
:
f_n = \begin
f_+f_, & \text; \\
f_-f_, & \text.
\end

A run of the random Fibonacci sequence starts with 1,1 and the value of the each subsequent term is determined by a fair coin toss: given two consecutive elements of the sequence, the next element is either their sum or their difference with probability 1/2, independently of all the choices made previously. If in the random Fibonacci sequence the plus sign is chosen at each step, the corresponding run is the Fibonacci sequence ,
: 1,1,2,3,5,8,13,21,34,55,\ldots.
If the signs alternate in minus-plus-plus-minus-plus-plus-... pattern, the result is the sequence
: 1,1,0,1,1,0,1,1,0,1,\ldots.
However, such patterns occur with vanishing probability in a random experiment. In a typical run, the terms will not follow a predictable pattern:
: 1, 1, 2, 3, 1, -2, -3, -5, -2, -3, \ldots
\text +, +, +, -, -, +, -, -, \ldots.
Similarly to the deterministic case, the random Fibonacci sequence may be profitably described via matrices:
:} = \begin 0 & 1 \\ \pm 1 & 1 \end },
where the signs are chosen independently for different ''n'' with equal probabilities for + or −. Thus
:} = M_M_\ldots M_3},
where is a sequence of independent identically distributed random matrices taking values ''A'' or ''B'' with probability 1/2:
: A=\begin 0 & 1 \\ 1 & 1 \end, \quad
B=\begin 0 & 1 \\ -1 & 1 \end.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Random Fibonacci sequence」の詳細全文を読む



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