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Linear recursive sequences

A sequence $ \{a_n\}$ is said to satisfy the linear recurrence with coefficients $ c_k$, $ c_{k-1}$, ..., $ c_0$ if

$\displaystyle c_k a_{n+k} + c_{k-1} a_{n+k-1} + \cdots + c_1 a_{n+1} + c_0 a_n = 0$ (2)

holds for all integers $ n$ for which this makes sense. (If the sequence starts with $ a_1$, then this means for $ n \ge 1$.) The integer $ k$ is called the order of the linear recurrence.

A linear recursive sequence is a sequence of numbers $ a_1,a_2,a_3,\dots$ satisfying some linear recurrence as above with $ c_k \not= 0$ and $ c_0 \not=0$. For example, the sequence (1) satisfies

$\displaystyle a_{n+1} - 2 a_n = 0$

for all integers $ n \ge 1$, so it is a linear recursive sequence satisfying a recurrence of order 1, with $ c_1=1$ and $ c_0=-2$.

Requiring $ c_k \not= 0$ guarantees that the linear recurrence can be used to express $ a_{n+k}$ as a linear combination of earlier terms:

$\displaystyle a_{n+k} = -\frac{c_{k-1}}{c_k} a_{n+k-1} - \cdots
- \frac{c_1}{c_k} a_{n+1} - \frac{c_0}{c_k} a_n.$

The requirement $ c_0 \not=0$ lets one express $ a_n$ as a linear combination of later terms:

$\displaystyle a_n = -\frac{c_k}{c_0} a_{n+k} -\frac{c_{k-1}}{c_0} a_{n+k-1}
- \cdots - \frac{c_1}{c_0} a_{n+1}.$

This lets one define $ a_0$, $ a_{-1}$, and so on, to obtain a doubly infinite sequence

$\displaystyle \dots,a_{-2},a_{-1},a_0,a_1,a_2,\dots$

that now satisfies the same linear recurrence for all integers $ n$, positive or negative.


next up previous
Next: Characteristic polynomials Up: Linear recursive sequences Previous: Recursive definitions
Zvezdelina Stankova-Frenkel 2000-09-20