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Linear difference equations

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

Author(s): Kenneth S Miller
Series: Mathematics monograph series
Publisher: W. A. Benjamin
Year: 1968

Language: English
Pages: 105
Tags: Математика;Вычислительная математика;Метод конечных разностей;

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