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Would someone be able to point me to a good resource explaining step by step the process for solving inhomogenous recurrence relations? (ie something of the form $ a_n = \sum{{b_i}{a_{n-i}}} + f(n)$ )

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2 Answers 2

up vote 6 down vote accepted

One standard method is generating functions. Set $A(t)=\sum_{n=0}^\infty a_n t^n$ and $B(t)=\sum_{i=1}^\infty b_i t^i$. Then $$A(t)=a_0+B(t)A(t)+\sum_n f(n)t^n$$ so that $$A(t)=(1-B(t))^{-1}\left(a_0+\sum_n f(n)t^n\right).$$ For an excellent text on generating functions, see Herb Wilf's generatingfunctionology: http://www.math.upenn.edu/~wilf/DownldGF.html .

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In addition to Wilf I also recommend Graham, Knuth, and Patashnik's Concrete Mathematics for these kinds of questions. GKP has a lot of good material on, for example, techniques for estimating the growth rate of recurrences even when closed forms seem difficult to obtain.

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Recommendation seconded! –  Robin Chapman Apr 13 '10 at 18:39
    
Thirded. (Too bad isn't GKP isn't available online.) –  Michael Lugo Apr 13 '10 at 23:12

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