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Solutions to the recurrence relation u n+1 = v n+1 + u n ? v n in terms of Bell polynomials

DOI: 10.1590/S1807-03022011000300007

Keywords: autoregressive processes, bell polynomials, convolution, maximum.

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Abstract:

motivated by time series analysis, we consider the problem of solving the recurrence relation un+1 = vn+1 +un?vn for n ≠ 0 and un, given the sequence vn. a solution is given as a bell polynomial. when vn can be written as a weighted sum of nth powers, then the solution un also takes this form. mathematical subject classification: 33e99.

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