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Published in:
2010 | OriginalPaper | Chapter
Recurrence Relations
Author : Kenneth Lange
Published in: Numerical Analysis for Statisticians
Publisher: Springer New York
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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.