Linear difference equations

✍ Scribed by Kenneth S Miller

• Publisher: W. A. Benjamin
• Year: 1968
• Tongue: English
• Leaves: 117
• Series: Mathematics monograph series
• Category: Library

✦ Synopsis

This book provides an introduction to the theory of difference equations and recursive relations and their applications.

✦ Table of Contents

Contents

Editors' Foreword, v

Preface, vii

1. Some Basic Theory 1
   1.1. LINEAR RECURRENCE RELATIONS, 2
   1.2. THE NONHOMOGENEOUS EQUATION, 11
   1.3. SOME ASYMPTOTIC PROPERTIES OF SOLUTIONS, 19
   1.4. REFERENCES, 28

2. Some Theoretical Results 29
   2.1. HIGHER ORDER VECTOR EQUATIONS, 30
   2.2. THE SCALAR EQUATION, 36
   2.3. THE ADJOINT OPERATOR, 46
   2.4. REFERENCES, 55

3. Some Special Techniques 57
   3.1. COMPOSITION OF OPERATORS, 59
   3.2. THE METHOD OF LAPLACE INTEGRALS, 68
   3.3. GENERATING FUNCTIONS, 76
   3.4. REFERENCES, 81

4. Some Applications to Time Series, 82
   4.1. TIME SERIES ANALYSIS, 83
   4.2. AUTOREGRESSIVE EQUATIONS, 90
   4.3. REFERENCES, 97

Bibliography, 99

Index, 103

✦ Subjects

Математика;Вычислительная математика;Метод конечных разностей;