Special cases of critical linear difference equations

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...

Liouvillian solutions of linear difference-differential equations

For a field k with an automorphism σ and a derivation δ, we introduce the notion of liouvillian solutions of linear difference-differential systems {σ(Y ) = AY, δ(Y ) = BY } over k and characterize the existence of liouvillian solutions in terms of the Galois group of the systems. We will give an algorithm to decide whether such a system has liouvillian solutions when k = C(x, t), σ(x) = x + 1,...

σ-Galois theory of linear difference equations

Inspired by the numerous applications of the differential algebraic independence results from [36], we develop a Galois theory with an action of an endomorphism σ for systems of linear difference equations of the form φ(y) = Ay , where A ∈ GLn(K ) and K is a φσ-field, that is, a field with two given commuting endomorphisms φ and σ, like in Example 2.1. This provides a technique to test whether ...