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I am looking mostly for keywords, to search and study on examples and techniques on how one goes on finding the closed form expression on a recursive sequence.

I have a problem to solve, which looks like

$${ a_{n+1} = \frac{ma_n + x}{a_n + y} }$$

(I am not writing the exact values, because I am not looking for a solution, just guidance.)

I have seen a solution here, which is amazing, but I do not understand how one thinks about it.

Théophile
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XuUserAC
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    A common method in finding closed form expressions for recurrence relations is by using substitution to work with an easier recurrence relation. I'm not certain about how to apply it to a general case though, – A-Level Student Oct 28 '20 at 22:58
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    You can also take a look a homogeneous and inhomogeneous generating functions. The standard text is Generatingfunctionology by Wilf though that might be a bit advanced. – Xin Yuan Li Oct 28 '20 at 23:12
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    You find the eigenvalues of the matrix $\begin{pmatrix}m& x \ 1 & y\end{pmatrix}$, then you'll have your closed form. – Ivan Neretin Oct 28 '20 at 23:31

1 Answers1

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This is a first-order rational difference equation (have a look here).

$${ a_{n+1} = \frac{ma_n + x}{a_n + y} }=m+\frac{x-m y}{a_n+y}$$ Let $b_n=a_n-m$ to make $$\frac{m y-x}{b_n+m+y}+b_{n+1}=0$$ Let $c_n=b_n+m+y$ to make $$\frac{m y-x}{c_n}+c_{n+1}=m+y$$ Let $p=m y-x$ and $q=m+y$ to make $$\frac{p}{c_n}+c_{n+1}=q$$

If you follow the steps given in the linked page, you should get coething like $$c_n=\frac{A_n}{B_n}$$ with $$A_n=K \left(q^2-2 p\right) \left(\frac{\sqrt{q^2-4 p}-q}{p}\right)^n-K q \sqrt{q^2-4 p} \left(\frac{\sqrt{q^2-4 p}-q}{p}\right)^n+\left(q^2-2 p\right) \left(-\frac{\sqrt{q^2-4 p}+q}{p}\right)^n+q \sqrt{q^2-4 p} \left(-\frac{\sqrt{q^2-4 p}+q}{p}\right)^n$$ and $$B_n=\sqrt{q^2-4 p} \left(\left(-\frac{\sqrt{q^2-4 p}+q}{p}\right)^n-K \left(\frac{\sqrt{q^2-4 p}-q}{p}\right)^n\right)+q \left(K \left(\frac{\sqrt{q^2-4 p}-q}{p}\right)^n+\left(-\frac{\sqrt{q^2-4 p}+q}{p}\right)^n\right)$$