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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Lange, K. (2010). Recurrence Relations. In: Numerical Analysis for Statisticians. Statistics and Computing. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-5945-4_1
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DOI: https://doi.org/10.1007/978-1-4419-5945-4_1
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