Thursday, 14 August 2014

recursion - Recursive Sequence Ratio Convergences



I would like to propose a conjecture (I haven't found any ressources covering my hypothesis):



Let X be a recursive sequence of the form



Xn=n1i=naXi




with a>1 and fixed values for the first a elements, i.e. XiRia. Note that the upper bound for a does not matter. Then



lim



for a converging to a suitably large number (simulations show a convergence from a >10). \hat{N} is a large number such that \exists \hat{N} = \hat{N} + 1. The reason for this is that I don't like to work with \infty as even in the limiting case it does not make sense to me because it suggests that there exists a threshold between finite numbers and infinity.







It can easily be shown that for a = 3



\begin{equation*} \lim_{n \rightarrow \hat{N}}\frac{X_{n+1}}{X_n} \rightarrow \phi \end{equation*}



with \phi being the golden ratio for \textbf{any} starting values of X. Note that if X_1 = X_2 = 1 then X is the Fibonacci sequence, if X_1 = 1 and X_2 = 3 then the Lucas sequence.







I would go about proving convergence for a = 4 and then by induction for a = k + 1. The problem is, I don't really know how to create a generalization of Binet's Form which is used to prove convergence in the case that a = 3. Any suggestions would be much appreciated. Btw, I'm simply trying to do this out of my curiosity for mathematics.






Here is a little R script to investigate the matter (you can change the \texttt{runif(n)} in the last line to any sequence you want, but try to avoid too many negative numbers as the \texttt{log} will not work then).



generate_seq <- function(startX, N) {

seqX <- numeric(N)

a <- length(startX)
seqX[1:a] <- startX

for(i in (a+1):N) {
seqX[i] <- sum(seqX[(i-1):(i-a)])
}

seqX

}


a_hat <- 50
N_hat <- a_hat + 20
plot(sapply(2:a_hat, function(n) exp(diff(log(generate_seq(runif(n), N_hat))))[N_hat-1]), type = "l")


And results of the simulation:



Convergence Values


Answer




Yes, you're correct. The characteristic polynomial of the recursion x_n = x_{n-1} + \cdots + x_{n-1} is p_a(t) = t^a - (t^{a-1} + t^{a-2} + \cdots + t + 1). The general solution of such a linear homogeneous recurrence relations with constant coefficients is x_n = \sum_{i=1}^a c_i \lambda_i^n, where \lambda_i are the roots of the characteristic polynomial (assuming the roots are distinct, which they are in this case). In particular, for generic initial values x_1,\dots,x_a, it is known that \lim_{n\to\infty} x_{n+1}/x_n is equal to the root of largest modulus.



As it happens, p_a(t) has one real root \lambda^{(a)} between 2-\frac1a and 2, and a-1 roots of modulus less than \frac32. To see this, consider (t-1)p_a(t) = t^{a+1} - 2t^a + 1. This polynomial has a roots inside the circle centered at 0 of radius \frac32 by Rouché's theorem, since |2t^a| > |t^{a+1}+1| on that circle and 2t^a has a roots inside it. One of these roots is the extraneous t=1 we introduced; the rest are roots of p_a(t). Furthermore, p_a(2)=1>0, while one can check that p_a(2-\frac1a) = -\frac1a 2^a (1-\frac1a)^a +1 is negative; therefore there must be a real root \lambda^{(a)} in between.



Consequently, \lim_{n\to\infty} x_{n+1}/x_n = \lambda^{(a)}, which tends to 2 as a tends to infinity. Note that this is true for most, but not all, starting values x_1,\dots,x_a: well-chosen starting values would make that limit be at most \frac32 in modulus.


No comments:

Post a Comment

real analysis - How to find lim_{hrightarrow 0}frac{sin(ha)}{h}

How to find \lim_{h\rightarrow 0}\frac{\sin(ha)}{h} without lhopital rule? I know when I use lhopital I easy get $$ \lim_{h\rightarrow 0}...