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Computational & Applied Mathematics

On-line version ISSN 1807-0302


WITHERS, Christopher S.  and  NADARAJAH, Saralees. Solutions to the recurrence relation un+1 = vn+1 + un vn in terms of Bell polynomials. Comput. Appl. Math. [online]. 2012, vol.31, n.2, pp. 245-258. ISSN 1807-0302.

Motivated by time series analysis, we consider the problem of solving the recurrence relation un+1 = vn+1 + unvn 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.

Keywords : autoregressive processes; Bell polynomials; convolution; maximum.

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