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On a probabilistic analogue of the Fibonacci sequence

Published online by Cambridge University Press:  14 July 2016

C. C. Heyde*
Affiliation:
CSIRO Division of Mathematics and Statistics, Canberra
*
Postal address: CSIRO Division of Mathematics and Statistics, P.O. Box 1965, Canberra City, A.C.T. 2601, Australia.

Abstract

One of the earliest population models to be studied gives rise to the Fibonacci sequence and has a history dating back more than 750 years. A stochastic version of the model is discussed in this paper, its basic defining property being E(Xn | Xn−1, · ··, X0) = Xn−1 + Xn−2 a.s. The process {Xn} mimics many of the standard properties of the Fibonacci sequence. In particular, under mild additional conditions, a.s. as n → where α is the ‘golden ratio'

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 

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