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Embree-Trefethen constant

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

For a fixed real β, consider the recurrence

xn+1=xn±βxn-1

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

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

\beta(\sigma) = 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.

For

0 < β < β* = 0.70258 approximately,

solutions to this recurrence decay exponentially as n→∞ with probability one, whereas for

β > β*

they grow exponentially.

Regarding values of σ, we have:

External link

01-04-2007 01:18:14
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