A Note on Fibonacci Sequences of Random Variables

Abstract

The aim of this paper is to introduce and investigate the newrandom sequence in the form{X0, X1, Xn = Xn−2 +Xn−1, n = 2, 3, ..˙} , referred to as Fibonacci Sequence of Random Variables (FSRV). The initial random variables X0 and X1 are assumed to be absolutely continuous with joint probability density function (pdf) fX0,X1 . The FSRV is completely determined by X0 and X1 and the members of Fibonacci sequence F ≡ {0, 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, ...}. We examine the distributional and limit properties of the random sequence Xn, n = 0, 1, 2, ... .

Keywords

• random variable
• distribution function
• probability density function
• sequence of random variables