How do random Fibonacci sequences grow?

We study two kinds of random Fibonacci sequences defined by $F_1=F_2=1$ and for $n\ge 1$, $F_{n+2} = F_{n+1} \pm F_{n}$ (linear case) or $F_{n+2} = |F_{n+1} \pm F_{n}|$ (non-linear case), where each sign is independent and either + with probability $p$ or - with probability $1-p$ ($0<p\le 1$). Our main result is that the exponential growth of $F_n$ for $0<p\le 1$ (linear case) or for $1/3\le p\le 1$ (non-linear case) is almost surely given by $$\int_0^\infty \log x d\nu_\alpha (x),$$ where $\alpha$ is an explicit function of $p$ depending on the case we consider, and $\nu_\alpha$ is an explicit probability distribution on \RR_+ defined inductively on Stern-Brocot intervals. In the non-linear case, the largest Lyapunov exponent is not an analytic function of $p$, since we prove that it is equal to zero for $0<p\le1/3$. We also give some results about the variations of the largest Lyapunov exponent, and provide a formula for its derivative

Growth and Structure of Stochastic Sequences

We introduce a class of stochastic integer sequences. In these sequences, every element is a sum of two previous elements, at least one of which is chosen randomly. The interplay between randomness and memory underlying these sequences leads to a wide variety of behaviors ranging from stretched exponential to log-normal to algebraic growth. Interestingly, the set of all possible sequence values has an intricate structure.Comment: 4 pages, 4 figure

Hill's Equation with Random Forcing Parameters: Determination of Growth Rates through Random Matrices

This paper derives expressions for the growth rates for the random 2 x 2 matrices that result from solutions to the random Hill's equation. The parameters that appear in Hill's equation include the forcing strength and oscillation frequency. The development of the solutions to this periodic differential equation can be described by a discrete map, where the matrix elements are given by the principal solutions for each cycle. Variations in the forcing strength and oscillation frequency lead to matrix elements that vary from cycle to cycle. This paper presents an analysis of the growth rates including cases where all of the cycles are highly unstable, where some cycles are near the stability border, and where the map would be stable in the absence of fluctuations. For all of these regimes, we provide expressions for the growth rates of the matrices that describe the solutions.Comment: 22 pages, 3 figure

The Adoption of the Euro, Choice of Currency Regime and Integration of Payment Systems

1) The Adoption of the Euro by New Member States: Challenges and Vulnerabilities by Michael C. Bonello 2) The Economics of Offshore Financial Services and the Choice of Tax, Currency, and Exchange-Rate Regimes by George M. von Furstenberg 3) Promoting Integration of European Retail Payment Systems: Role of Competition, Cooperation and Regulation (Kari Kemppainen and Sinikka Salo

Heat conduction in the disordered harmonic chain revisited

A general formulation is developed to study heat conduction in disordered harmonic chains with arbitrary heat baths that satisfy the fluctuation-dissipation theorem. A simple formal expression for the heat current J is obtained, from which its asymptotic system-size (N) dependence is extracted. It is shown that the ``thermal conductivity'' depends not just on the system itself but also on the spectral properties of the fluctuation and noise used to model the heat baths. As special cases of our heat baths we recover earlier results which reported that for fixed boundaries $J \sim 1/N^{3/2}$, while for free boundaries $J \sim 1/N^{1/2}$. For other choices we find that one can get other power laws including the ``Fourier behaviour'' $J \sim 1/N$.Comment: 5 pages, 3 figures, accepted for publication in Phys. Rev. Let

Random Fibonacci Sequences

Solutions to the random Fibonacci recurrence x_{n+1}=x_{n} + or - Bx_{n-1} decrease (increase) exponentially, x_{n} = exp(lambda n), for sufficiently small (large) B. In the limits B --> 0 and B --> infinity, we expand the Lyapunov exponent lambda(B) in powers of B and B^{-1}, respectively. For the classical case of $\beta=1$ we obtain exact non-perturbative results. In particular, an invariant measure associated with Ricatti variable r_n=x_{n+1}/x_{n} is shown to exhibit plateaux around all rational.Comment: 11 Pages (Multi-Column); 3 EPS Figures ; Submitted to J. Phys.

Multiplicities of Periodic Orbit Lengths for Non-Arithmetic Models

Multiplicities of periodic orbit lengths for non-arithmetic Hecke triangle groups are discussed. It is demonstrated both numerically and analytically that at least for certain groups the mean multiplicity of periodic orbits with exactly the same length increases exponentially with the length. The main ingredient used is the construction of joint distribution of periodic orbits when group matrices are transformed by field isomorphisms. The method can be generalized to other groups for which traces of group matrices are integers of an algebraic field of finite degree

Random Geometric Series

Integer sequences where each element is determined by a previous randomly chosen element are investigated analytically. In particular, the random geometric series x_n=2x_p with 0<=p<=n-1 is studied. At large n, the moments grow algebraically, n^beta(s) with beta(s)=2^s-1, while the typical behavior is x_n n^ln 2. The probability distribution is obtained explicitly in terms of the Stirling numbers of the first kind and it approaches a log-normal distribution asymptotically.Comment: 6 pages, 2 figure

Spectral statistics for quantized skew translations on the torus

We study the spectral statistics for quantized skew translations on the torus, which are ergodic but not mixing for irrational parameters. It is shown explicitly that in this case the level--spacing distribution and other common spectral statistics, like the number variance, do not exist in the semiclassical limit.Comment: 7 pages. One figure, include

Large-q asymptotics of the random bond Potts model

We numerically examine the large-q asymptotics of the q-state random bond Potts model. Special attention is paid to the parametrisation of the critical line, which is determined by combining the loop representation of the transfer matrix with Zamolodchikov's c-theorem. Asymptotically the central charge seems to behave like c(q) = 1/2 log_2(q) + O(1). Very accurate values of the bulk magnetic exponent x_1 are then extracted by performing Monte Carlo simulations directly at the critical point. As q -> infinity, these seem to tend to a non-trivial limit, x_1 -> 0.192 +- 0.002.Comment: 9 pages, no figure