Recurrence Relations

Chapter
Part of the Statistics and Computing book series (SCO)

Abstract

Recurrence relations are ubiquitous in computational statistics and probability. Devising good recurrence relations is both an art and a science. One general theme is the alpha and omega principle; namely, most recurrences are derived by considering either the first or last event in a chain of events. The following examples illustrate this principle and some other commonly employed techniques.

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Copyright information

© Springer New York 2010

Authors and Affiliations

  1. 1.Departments of Biomathematics, Human Genetics, and Statistics David Geffen School of MedicineUniversity of California, Los AngelesLos AngelesUSA

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