Linear difference equations with transition points

Linear difference equations with transition points

Two linearly independent asymptotic solutions are constructed for the second-order linear difference equation yn+1(x)− (Anx+ Bn)yn(x) + yn−1(x) = 0, where An and Bn have power series expansions of the form An ∼ ∞ ∑ s=0 αs ns , Bn ∼ ∞ ∑ s=0 βs ns with α0 = 0. Our results hold uniformly for x in an infinite interval containing the transition point x+ given by α0x++β0 = 2. As an illustration, we p...

Linear Difference Equations

Dynamic economic models are a useful tool to study economic dynamics and get a better understanding of relevant phenomena such as growth and business cycle. Equilibrium conditions are normally identified by a system of difference equations and a set of boundary conditions (describing limit values of some variables). Thus, studying equilibrium properties requires studying the properties of a sys...

Linear difference and differential equations

Semi-linear Stochastic Difference Equations

We consider in this paper a class of vector valued processes that have the form Yn+1 = An(Yn)+ Bn. Bn is assumed to be stationary ergodic and An is assumed to have a divisibility property. This class includes linear stochastic difference equations as well as multi-type branching processes (with a discrete or with a continuous state space). We derive explicit expressions for the probability dist...

Difference integrability conditions for parameterized linear difference and differential equations

This paper is devoted to integrability conditions for systems of linear difference and differential equations with difference parameters. It is shown that such a system is difference isomonodromic if and only if it is difference isomonodromic with respect to each parameter separately. Due to this result, it is no longer necessary to solve non-linear difference equations to verify isomonodromici...