Embree–Trefethen constant

In number theory, the Embree–Trefethen constant is a threshold value labelled β*.^[1]

For a fixed positive number β, consider the recurrence relation

x_{n+1}=x_{n}\pm \beta x_{n-1}\,

where the sign in the sum is chosen at random for each n independently with equal probabilities for "+" and "−".

It can be proven that for any choice of β, the limit

\sigma (\beta )=\lim _{n\to \infty }(|x_{n}|^{1/n})\,

exists almost surely. In informal words, the sequence behaves exponentially with probability one, and σ(β) can be interpreted as its almost sure rate of exponential growth.

We have

σ < 1 for 0 < β < β* = 0.70258 approximately,

so solutions to this recurrence decay exponentially as n→∞ with probability 1, and

σ > 1 for β* < β,

so they grow exponentially.

Regarding values of σ, we have:

σ(1) = 1.13198824... (Viswanath's constant), and
σ(β*) = 1.

The constant is named after applied mathematicians Mark Embree and Lloyd N. Trefethen.

References

↑ Embree, M.; Trefethen, L. N. (1999). "Growth and decay of random Fibonacci sequences" (PDF). Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences. 455 (1987): 2471. Bibcode:1999RSPSA.455.2471T. doi:10.1098/rspa.1999.0412.

External links

Weisstein, Eric Wolfgang. "Random Fibonacci Sequence". MathWorld.

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