Dynamics of Random Continued Fractions

Date
2004-11-16
Journal Title
Journal ISSN
Volume Title
Publisher
Department of Mathematical Sciences
Abstract
We study a generalization of a continued fraction of Ramanujan with random coefficients. A study of the continued fraction is equivalent to an analysis of the convergence of certain stochastic difference equations and the stability of random dynamical systems. We determine the convergence properties of stochastic difference equations and so divergence of their corresponding continued fractions.
Description
Keywords
Continued fractions, stochastic difference equations, stochastic matrix analysis
Citation