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Random arithmetic-geometric means and random pi: observations and conjectures

Author

Listed:
  • Cohen, Joel E.
  • Liggett, Thomas M.

Abstract

Two random versions of the arithmetic-geometric mean of Gauss, Lagrange and Legendre are defined. Almost sure convergence and nondegeneracy are proved. These random arithmetic-geometric means in turn define two random versions of [pi]. Based on numerical simulations, inequalities and equalities are conjectured. A special case is proved. Further proofs are invited.

Suggested Citation

  • Cohen, Joel E. & Liggett, Thomas M., 1992. "Random arithmetic-geometric means and random pi: observations and conjectures," Stochastic Processes and their Applications, Elsevier, vol. 41(2), pages 261-271, June.
  • Handle: RePEc:eee:spapps:v:41:y:1992:i:2:p:261-271
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