We consider the standard Lindley recursion for integer-valued random variables. A new method for determining the corresponding distributions is presented which in the case when the involved random variables are bounded from below, say by -K, K C N, reduces to the solution of a (K x K)-system of line
โฆ LIBER โฆ
The analytic approach to recursion relations
โ Scribed by S.A. Fulling
- Book ID
- 104344955
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 870 KB
- Volume
- 9
- Category
- Article
- ISSN
- 0747-7171
No coin nor oath required. For personal study only.
โฆ Synopsis
Solution of algebraic recursion relations in the most obvious fashion may produce unwieldy expressions. If the structure of the recursion is well understood, a better method may be to calculate the coefficient of each term in the answer by analysis of all ways in which that term can be generated by the reeursion relation. This technique has been applied with great success to the WKB (phase-integral) approximation for ordinary differential equations and systems. In progress is a more difficult application, to differential geometry and relativity (Synge-DeWitt tensors).
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