Recurrence Relations

Part of the Statistics and Computing book series (SCO)


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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