Embree-Trefethen constant

Embree-Trefethen constant

In number theory, the Embree-Trefethen constant is a threshold value labelled "β*".

For a fixed real β, consider the recurrence x_{n+1}=x_n pm eta 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(eta) = lim_{n o 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 :"&sigma;" < 1 for 0 < "&beta;" < "&beta;*" = 0.70258 approximately,so solutions to this recurrence decay exponentially as "n"→∞ with probability one, and:"&sigma;" > 1 for "&beta;*" < "&beta;",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.

Literature

* Embree, M., and L.N. Trefethen (1999): Growth and decay of random Fibonacci sequences. Proceedings of the Royal Society London A 455(July):2471-2485

ee also

* Viswanath's constant

External links

*


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