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Random Fibonacci sequence

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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 instance is the
1245: 305: 967: 809: 1113: 1547: 1422: 1139: 820: 1655: 570: 653: 1328: 1125: 101: 660: 464:{\displaystyle f_{n}={\begin{cases}f_{n-1}+f_{n-2},&{\text{ with probability }}{\tfrac {1}{2}};\\f_{n-1}-f_{n-2},&{\text{ with probability }}{\tfrac {1}{2}}.\end{cases}}} 134: 978: 300: 1453:
is the number of factors. Their results apply to a broad class of random sequence generating processes that includes the random Fibonacci sequence. As a consequence, the
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However, such patterns occur with vanishing probability in a random experiment. In a typical run, the terms will not follow a predictable pattern:
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An instance of the random Fibonacci sequence starts with 1,1 and the value of the each subsequent term is determined by a
1240:{\displaystyle A={\begin{pmatrix}0&1\\1&1\end{pmatrix}},\quad B={\begin{pmatrix}0&1\\-1&1\end{pmatrix}}.} 1670:, known as the Embree–Trefethen constant, and otherwise grows almost surely. They also showed that the asymptotic ratio 1551:
An explicit expression for this constant was found by Divakar Viswanath in 1999. It uses Furstenberg's formula for the
962:{\displaystyle {f_{n-1} \choose f_{n}}={\begin{pmatrix}0&1\\\pm 1&1\end{pmatrix}}{f_{n-2} \choose f_{n-1}},} 1954: 1280: 41: 1802:
Makover, E.; McGowan, J. (2006). "An elementary proof that random Fibonacci sequences grow exponentially".
1964: 104: 1560: 191: 177: 1855: 180:
showed that the growth rate of the random Fibonacci sequence is equal to 1.1319882487943... (sequence
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Similarly to the deterministic case, the random Fibonacci sequence may be profitably described via
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If the signs alternate in minus-plus-plus-minus-plus-plus-... pattern, the result is the sequence
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Oliveira, J. O. B.; De Figueiredo, L. H. (2002). "Interval Computation of Viswanath's Constant".
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It demonstrates that the Fibonacci numbers grow at an exponential rate equal to the golden ratio
477: 173: 169: 32: 804:{\displaystyle 1,1,2,3,1,-2,-3,-5,-2,-3,\ldots {\text{ for the signs }}+,+,+,-,-,+,-,-,\ldots .} 1909: 1552: 1912: 1878: 1821: 1776: 1747: 209: 1254: 302:
and the subsequent terms are chosen randomly according to the random recurrence relation
1874: 1583: 1568: 1564: 1331: 239: 234: 143: 1108:{\displaystyle {f_{n-1} \choose f_{n}}=M_{n}M_{n-1}\ldots M_{3}{f_{1} \choose f_{2}},} 1948: 1833: 1471: 1335: 1890: 1788: 1863:
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
1542:{\displaystyle {\sqrt{|f_{n}|}}\to 1.1319882487943\dots {\text{ as }}n\to \infty .} 1438: 1275: 165: 1752: 1736: 1938: 1847: 1579: 1442: 20: 1934: 1825: 1780: 28: 1917: 472: 1882: 1417:{\displaystyle F_{n}={{\varphi ^{n}-(-1/\varphi )^{n}} \over {\sqrt {5}}}.} 1454: 1816: 1261:
increases, the ratio of the successive terms of the Fibonacci sequence (
1691: 1678:) between consecutive terms converges almost surely for every value of 1556: 203: 161: 1930:
sequence A078416 (Decimal expansion of Viswanath's constant)
16:
Randomized mathematical sequence based upon the Fibonacci sequence
1926: 1563:. Moreover, Viswanath computed the numerical value above using 1441:
showed that for a general class of random matrix products, the
176:, but it is difficult to compute the rate explicitly. In 1999, 172:, random recurrent sequences of this kind grow at a certain 1929: 457: 182: 1555:
of a random matrix product and integration over a certain
1737:"Random Fibonacci sequences and the number 1.13198824..." 971:
where the signs are chosen independently for different
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independent identically distributed random matrices
1650:{\displaystyle f_{n}=\pm f_{n-1}\pm \beta f_{n-2}} 1649: 1541: 1416: 1334:published an explicit formula, known today as the 1322: 1239: 1107: 961: 803: 647: 564: 463: 294: 248: 225: 152: 128: 95: 1096: 1069: 1018: 985: 950: 911: 860: 827: 1856:"Growth and decay of random Fibonacci sequences" 565:{\displaystyle 1,1,2,3,5,8,13,21,34,55,\ldots .} 1941:'s video about the random Fibonnaci sequence. 8: 648:{\displaystyle 1,1,0,1,1,0,1,1,0,1,\ldots .} 1567:arithmetic validated by an analysis of the 1323:{\displaystyle \varphi =(1+{\sqrt {5}})/2,} 194:that was later named Viswanath's constant. 975:with equal probabilities for + or −. Thus 1815: 1751: 1635: 1613: 1597: 1591: 1522: 1506: 1500: 1494: 1485: 1482: 1480: 1402: 1395: 1383: 1365: 1360: 1358: 1349: 1343: 1330:which is approximately 1.61803. In 1765, 1309: 1299: 1282: 1195: 1149: 1141: 1095: 1088: 1078: 1068: 1066: 1060: 1041: 1031: 1017: 1010: 994: 984: 982: 980: 949: 936: 920: 910: 908: 869: 859: 852: 836: 826: 824: 822: 742: 662: 577: 494: 439: 434: 417: 398: 375: 370: 353: 334: 322: 313: 307: 280: 267: 261: 241: 217: 211: 145: 114: 112: 81: 62: 49: 43: 96:{\displaystyle f_{n}=f_{n-1}\pm f_{n-2}} 1727: 1694:structure, with a global minimum near 206:random sequence given by the numbers 7: 103:, where the signs + or − are chosen 1533: 1073: 989: 915: 831: 202:A random Fibonacci sequence is an 14: 1586:showed in 1999 that the sequence 1469:| converges to a constant value 1188: 129:{\displaystyle {\tfrac {1}{2}}} 1663:is less than a critical value 1530: 1513: 1501: 1486: 1392: 1374: 1306: 1290: 1: 1753:10.1090/S0025-5718-99-01145-X 295:{\displaystyle f_{1}=f_{2}=1} 436: with probability  372: with probability  1913:"Random Fibonacci Sequence" 1475:, or with probability one: 1986: 1740:Mathematics of Computation 1826:10.1016/j.jnt.2006.01.002 744: for the signs  25:random Fibonacci sequence 1935:Random Fibonacci Numbers 1804:Journal of Number Theory 1659:decays almost surely if 1781:10.1023/A:1014702122205 1704:approximately equal to 107:with equal probability 1960:Mathematical constants 1883:10.1098/rspa.1999.0412 1735:Viswanath, D. (1999). 1651: 1543: 1418: 1324: 1241: 1136:with probability 1/2: 1109: 963: 805: 649: 566: 465: 296: 250: 227: 154: 130: 97: 1652: 1544: 1419: 1325: 1242: 1110: 964: 806: 650: 567: 466: 297: 251: 228: 226:{\displaystyle f_{n}} 192:mathematical constant 155: 131: 98: 1970:Stochastic processes 1690:) appears to have a 1590: 1479: 1342: 1281: 1140: 979: 821: 661: 576: 493: 306: 260: 240: 210: 144: 111: 42: 1875:1999RSPSA.455.2471T 1257:discovered that as 1124:) is a sequence of 37:recurrence relation 1910:Weisstein, Eric W. 1769:Reliable Computing 1746:(231): 1131–1155. 1647: 1539: 1435:Hillel Furstenberg 1414: 1320: 1237: 1228: 1179: 1105: 959: 902: 801: 645: 562: 478:Fibonacci sequence 461: 456: 449: 385: 292: 246: 223: 170:Hillel Furstenberg 150: 126: 124: 93: 33:Fibonacci sequence 1955:Fibonacci numbers 1561:Stern–Brocot tree 1553:Lyapunov exponent 1525: 1511: 1409: 1407: 1304: 1094: 1016: 948: 858: 745: 448: 437: 384: 373: 249:{\displaystyle n} 178:Divakar Viswanath 153:{\displaystyle n} 123: 1977: 1928: 1923: 1922: 1895: 1894: 1860: 1852:Trefethen, L. N. 1844: 1838: 1837: 1819: 1799: 1793: 1792: 1764: 1758: 1757: 1755: 1732: 1717: 1703: 1669: 1656: 1654: 1653: 1648: 1646: 1645: 1624: 1623: 1602: 1601: 1548: 1546: 1545: 1540: 1526: 1523: 1512: 1510: 1505: 1504: 1499: 1498: 1489: 1483: 1423: 1421: 1420: 1415: 1410: 1408: 1403: 1401: 1400: 1399: 1387: 1370: 1369: 1359: 1354: 1353: 1329: 1327: 1326: 1321: 1313: 1305: 1300: 1246: 1244: 1243: 1238: 1233: 1232: 1184: 1183: 1114: 1112: 1111: 1106: 1101: 1100: 1099: 1093: 1092: 1083: 1082: 1072: 1065: 1064: 1052: 1051: 1036: 1035: 1023: 1022: 1021: 1015: 1014: 1005: 1004: 988: 968: 966: 965: 960: 955: 954: 953: 947: 946: 931: 930: 914: 907: 906: 865: 864: 863: 857: 856: 847: 846: 830: 810: 808: 807: 802: 746: 743: 654: 652: 651: 646: 571: 569: 568: 563: 470: 468: 467: 462: 460: 459: 450: 441: 438: 435: 428: 427: 409: 408: 386: 377: 374: 371: 364: 363: 345: 344: 318: 317: 301: 299: 298: 293: 285: 284: 272: 271: 255: 253: 252: 247: 232: 230: 229: 224: 222: 221: 185: 174:exponential rate 159: 157: 156: 151: 135: 133: 132: 127: 125: 116: 102: 100: 99: 94: 92: 91: 73: 72: 54: 53: 31:analogue of the 1985: 1984: 1980: 1979: 1978: 1976: 1975: 1974: 1945: 1944: 1908: 1907: 1904: 1899: 1898: 1858: 1846: 1845: 1841: 1817:math.NT/0510159 1801: 1800: 1796: 1766: 1765: 1761: 1734: 1733: 1729: 1724: 1715: 1705: 1701: 1695: 1682:. The graph of 1664: 1631: 1609: 1593: 1588: 1587: 1577: 1557:fractal measure 1517:1.1319882487943 1490: 1484: 1477: 1476: 1468: 1391: 1361: 1345: 1340: 1339: 1279: 1278: 1269: 1255:Johannes Kepler 1252: 1227: 1226: 1221: 1212: 1211: 1206: 1196: 1178: 1177: 1172: 1166: 1165: 1160: 1150: 1138: 1137: 1123: 1084: 1074: 1067: 1056: 1037: 1027: 1006: 990: 983: 977: 976: 932: 916: 909: 901: 900: 895: 886: 885: 880: 870: 848: 832: 825: 819: 818: 659: 658: 574: 573: 491: 490: 488: 455: 454: 432: 413: 394: 391: 390: 368: 349: 330: 323: 309: 304: 303: 276: 263: 258: 257: 238: 237: 235:natural numbers 213: 208: 207: 200: 181: 142: 141: 109: 108: 77: 58: 45: 40: 39: 35:defined by the 17: 12: 11: 5: 1983: 1981: 1973: 1972: 1967: 1962: 1957: 1947: 1946: 1943: 1942: 1932: 1924: 1903: 1902:External links 1900: 1897: 1896: 1869:(1987): 2471. 1839: 1794: 1759: 1726: 1725: 1723: 1720: 1713: 1699: 1644: 1641: 1638: 1634: 1630: 1627: 1622: 1619: 1616: 1612: 1608: 1605: 1600: 1596: 1584:Nick Trefethen 1576: 1575:Generalization 1573: 1569:rounding error 1565:floating point 1538: 1535: 1532: 1529: 1524: as  1521: 1518: 1515: 1509: 1503: 1497: 1493: 1488: 1464: 1413: 1406: 1398: 1394: 1390: 1386: 1382: 1379: 1376: 1373: 1368: 1364: 1357: 1352: 1348: 1332:Leonhard Euler 1319: 1316: 1312: 1308: 1303: 1298: 1295: 1292: 1289: 1286: 1265: 1251: 1248: 1236: 1231: 1225: 1222: 1220: 1217: 1214: 1213: 1210: 1207: 1205: 1202: 1201: 1199: 1194: 1191: 1187: 1182: 1176: 1173: 1171: 1168: 1167: 1164: 1161: 1159: 1156: 1155: 1153: 1148: 1145: 1128:taking values 1119: 1104: 1098: 1091: 1087: 1081: 1077: 1071: 1063: 1059: 1055: 1050: 1047: 1044: 1040: 1034: 1030: 1026: 1020: 1013: 1009: 1003: 1000: 997: 993: 987: 958: 952: 945: 942: 939: 935: 929: 926: 923: 919: 913: 905: 899: 896: 894: 891: 888: 887: 884: 881: 879: 876: 875: 873: 868: 862: 855: 851: 845: 842: 839: 835: 829: 800: 797: 794: 791: 788: 785: 782: 779: 776: 773: 770: 767: 764: 761: 758: 755: 752: 749: 741: 738: 735: 732: 729: 726: 723: 720: 717: 714: 711: 708: 705: 702: 699: 696: 693: 690: 687: 684: 681: 678: 675: 672: 669: 666: 644: 641: 638: 635: 632: 629: 626: 623: 620: 617: 614: 611: 608: 605: 602: 599: 596: 593: 590: 587: 584: 581: 561: 558: 555: 552: 549: 546: 543: 540: 537: 534: 531: 528: 525: 522: 519: 516: 513: 510: 507: 504: 501: 498: 484: 458: 453: 447: 444: 433: 431: 426: 423: 420: 416: 412: 407: 404: 401: 397: 393: 392: 389: 383: 380: 369: 367: 362: 359: 356: 352: 348: 343: 340: 337: 333: 329: 328: 326: 321: 316: 312: 291: 288: 283: 279: 275: 270: 266: 245: 220: 216: 199: 196: 149: 140:for different 122: 119: 90: 87: 84: 80: 76: 71: 68: 65: 61: 57: 52: 48: 15: 13: 10: 9: 6: 4: 3: 2: 1982: 1971: 1968: 1966: 1965:Number theory 1963: 1961: 1958: 1956: 1953: 1952: 1950: 1940: 1936: 1933: 1931: 1925: 1920: 1919: 1914: 1911: 1906: 1905: 1901: 1892: 1888: 1884: 1880: 1876: 1872: 1868: 1864: 1857: 1853: 1849: 1843: 1840: 1835: 1831: 1827: 1823: 1818: 1813: 1809: 1805: 1798: 1795: 1790: 1786: 1782: 1778: 1774: 1770: 1763: 1760: 1754: 1749: 1745: 1741: 1738: 1731: 1728: 1721: 1719: 1712: 1708: 1698: 1693: 1689: 1685: 1681: 1677: 1673: 1667: 1662: 1657: 1642: 1639: 1636: 1632: 1628: 1625: 1620: 1617: 1614: 1610: 1606: 1603: 1598: 1594: 1585: 1581: 1574: 1572: 1570: 1566: 1562: 1558: 1554: 1549: 1536: 1527: 1519: 1516: 1507: 1495: 1491: 1474: 1473: 1472:almost surely 1467: 1463: 1459: 1457: 1452: 1448: 1444: 1440: 1436: 1431: 1429: 1424: 1411: 1404: 1396: 1388: 1384: 1380: 1377: 1371: 1366: 1362: 1355: 1350: 1346: 1337: 1336:Binet formula 1333: 1317: 1314: 1310: 1301: 1296: 1293: 1287: 1284: 1277: 1273: 1268: 1264: 1260: 1256: 1249: 1247: 1234: 1229: 1223: 1218: 1215: 1208: 1203: 1197: 1192: 1189: 1185: 1180: 1174: 1169: 1162: 1157: 1151: 1146: 1143: 1135: 1131: 1127: 1122: 1118: 1102: 1089: 1085: 1079: 1075: 1061: 1057: 1053: 1048: 1045: 1042: 1038: 1032: 1028: 1024: 1011: 1007: 1001: 998: 995: 991: 974: 969: 956: 943: 940: 937: 933: 927: 924: 921: 917: 903: 897: 892: 889: 882: 877: 871: 866: 853: 849: 843: 840: 837: 833: 816: 811: 798: 795: 792: 789: 786: 783: 780: 777: 774: 771: 768: 765: 762: 759: 756: 753: 750: 747: 739: 736: 733: 730: 727: 724: 721: 718: 715: 712: 709: 706: 703: 700: 697: 694: 691: 688: 685: 682: 679: 676: 673: 670: 667: 664: 655: 642: 639: 636: 633: 630: 627: 624: 621: 618: 615: 612: 609: 606: 603: 600: 597: 594: 591: 588: 585: 582: 579: 559: 556: 553: 550: 547: 544: 541: 538: 535: 532: 529: 526: 523: 520: 517: 514: 511: 508: 505: 502: 499: 496: 487: 483: 479: 474: 451: 445: 442: 429: 424: 421: 418: 414: 410: 405: 402: 399: 395: 387: 381: 378: 365: 360: 357: 354: 350: 346: 341: 338: 335: 331: 324: 319: 314: 310: 289: 286: 281: 277: 273: 268: 264: 243: 236: 218: 214: 205: 197: 195: 193: 189: 184: 179: 175: 171: 167: 163: 147: 139: 138:independently 120: 117: 106: 88: 85: 82: 78: 74: 69: 66: 63: 59: 55: 50: 46: 38: 34: 30: 26: 22: 1916: 1866: 1862: 1842: 1807: 1803: 1797: 1772: 1768: 1762: 1743: 1739: 1730: 1710: 1706: 1696: 1687: 1683: 1679: 1675: 1671: 1665: 1660: 1658: 1578: 1550: 1470: 1465: 1461: 1455: 1450: 1446: 1439:Harry Kesten 1432: 1427: 1425: 1276:golden ratio 1266: 1262: 1258: 1253: 1133: 1129: 1120: 1116: 972: 970: 812: 656: 485: 481: 201: 166:Harry Kesten 24: 18: 1939:Numberphile 1716:) ≈ 0.89517 1668:* ≈ 0.70258 1580:Mark Embree 1250:Growth rate 198:Description 21:mathematics 1949:Categories 1848:Embree, M. 1775:(2): 131. 1722:References 1272:approaches 29:stochastic 1918:MathWorld 1834:119169165 1810:: 40–44. 1702:≈ 0.36747 1640:− 1629:β 1626:± 1618:− 1607:± 1534:∞ 1531:→ 1520:… 1514:→ 1445:grows as 1433:In 1960, 1389:φ 1378:− 1372:− 1363:φ 1285:φ 1216:− 1054:… 1046:− 999:− 941:− 925:− 890:± 841:− 796:… 790:− 784:− 772:− 766:− 740:… 731:− 722:− 713:− 704:− 695:− 640:… 557:… 473:fair coin 422:− 411:− 403:− 358:− 339:− 105:at random 86:− 75:± 67:− 1891:16404862 1854:(1999). 1789:29600050 1449:, where 815:matrices 256:, where 1871:Bibcode 1692:fractal 1559:on the 1458:th root 1115:where ( 204:integer 186:in the 183:A078416 162:theorem 160:. By a 1889:  1832:  1787:  23:, the 1887:S2CID 1859:(PDF) 1830:S2CID 1812:arXiv 1785:S2CID 190:), a 27:is a 1927:OEIS 1582:and 1460:of | 1443:norm 1437:and 1274:the 233:for 188:OEIS 168:and 1937:. 1879:doi 1867:455 1822:doi 1808:121 1777:doi 1748:doi 1714:min 1700:min 1132:or 489:), 164:of 19:In 1951:: 1915:. 1885:. 1877:. 1865:. 1861:. 1850:; 1828:. 1820:. 1806:. 1783:. 1771:. 1744:69 1742:. 1718:. 1571:. 1430:. 1338:, 1270:) 817:: 551:55 545:34 539:21 533:13 136:, 1921:. 1893:. 1881:: 1873:: 1836:. 1824:: 1814:: 1791:. 1779:: 1773:8 1756:. 1750:: 1711:β 1709:( 1707:σ 1697:β 1688:β 1686:( 1684:σ 1680:β 1676:β 1674:( 1672:σ 1666:β 1661:β 1643:2 1637:n 1633:f 1621:1 1615:n 1611:f 1604:= 1599:n 1595:f 1537:. 1528:n 1508:n 1502:| 1496:n 1492:f 1487:| 1466:n 1462:f 1456:n 1451:n 1447:λ 1428:φ 1412:. 1405:5 1397:n 1393:) 1385:/ 1381:1 1375:( 1367:n 1356:= 1351:n 1347:F 1318:, 1315:2 1311:/ 1307:) 1302:5 1297:+ 1294:1 1291:( 1288:= 1267:n 1263:F 1259:n 1235:. 1230:) 1224:1 1219:1 1209:1 1204:0 1198:( 1193:= 1190:B 1186:, 1181:) 1175:1 1170:1 1163:1 1158:0 1152:( 1147:= 1144:A 1134:B 1130:A 1121:k 1117:M 1103:, 1097:) 1090:2 1086:f 1080:1 1076:f 1070:( 1062:3 1058:M 1049:1 1043:n 1039:M 1033:n 1029:M 1025:= 1019:) 1012:n 1008:f 1002:1 996:n 992:f 986:( 973:n 957:, 951:) 944:1 938:n 934:f 928:2 922:n 918:f 912:( 904:) 898:1 893:1 883:1 878:0 872:( 867:= 861:) 854:n 850:f 844:1 838:n 834:f 828:( 799:. 793:, 787:, 781:, 778:+ 775:, 769:, 763:, 760:+ 757:, 754:+ 751:, 748:+ 737:, 734:3 728:, 725:2 719:, 716:5 710:, 707:3 701:, 698:2 692:, 689:1 686:, 683:3 680:, 677:2 674:, 671:1 668:, 665:1 643:. 637:, 634:1 631:, 628:0 625:, 622:1 619:, 616:1 613:, 610:0 607:, 604:1 601:, 598:1 595:, 592:0 589:, 586:1 583:, 580:1 560:. 554:, 548:, 542:, 536:, 530:, 527:8 524:, 521:5 518:, 515:3 512:, 509:2 506:, 503:1 500:, 497:1 486:n 482:F 480:( 452:. 446:2 443:1 430:, 425:2 419:n 415:f 406:1 400:n 396:f 388:; 382:2 379:1 366:, 361:2 355:n 351:f 347:+ 342:1 336:n 332:f 325:{ 320:= 315:n 311:f 290:1 287:= 282:2 278:f 274:= 269:1 265:f 244:n 219:n 215:f 148:n 121:2 118:1 89:2 83:n 79:f 70:1 64:n 60:f 56:= 51:n 47:f

Index

mathematics
stochastic
Fibonacci sequence
recurrence relation
at random
independently
theorem
Harry Kesten
Hillel Furstenberg
exponential rate
Divakar Viswanath
A078416
OEIS
mathematical constant
integer
natural numbers
fair coin
Fibonacci sequence
matrices
independent identically distributed random matrices
Johannes Kepler
approaches
golden ratio
Leonhard Euler
Binet formula
Hillel Furstenberg
Harry Kesten
norm
nth root
almost surely

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