Words in Linear Groups, Random Walks, Automata and P-Recursiveness

Fix a finite set $S \subset {GL}(k,\mathbb{Z})$. Denote by $a_n$ the number of products of matrices in $S$ of length $n$ that are equal to 1. We show that the sequence $\{a_n\}$ is not always P-recursive. This answers a question of Kontsevich.