Advanced Properties of Homogeneous Linear Recurrences with Applications to Stochastic Problems
Alexandru Lazari
Moldova State University, Vladimir Andrunachievici Institute of Mathematics and Computer Science, Chişinău, Moldova
Abstract:
Important properties of homogeneous linear recurrences over the
set of complex numbers and its subsets are presented. We start
with definition of generating vector and characteristic polynomial
and formulate an efficient minimization method. Next, we go deeper
into homogeneous linear recurrent processes over numerical rings
and sign-based ring subsets. Littlewood, Newman and Borwein
homogeneous linear recurrences are analyzed too.
After that, the convergence, periodicity and boundedness of
homogeneous linear recurrent processes are studied. Small
perturbations in homogeneous linear recurrences are considered and
asymptotic behavior is analyzed using Jury Stability Criterion.
In the end, the stochastic systems with final sequence of states
are defined and it is shown that their evolution time has a
homogeneous linear recurrent distribution. The obtained results
are applied for probabilistic characterization of the evolution
time. Also, extended applications to games and optimization
problems, defined on these stochastic systems, are mentioned.