Recurrence relation

A recurrence relation specifies members of a sequence in terms of previous members, together with enough initial values to determine the sequence. A three-term recurrence for orthogonal polynomials relates consecutive orders. For example, the physicists' Hermite polynomials satisfy $H_{n+1}(x)=2x{H}_n(x)-2n{H}_{n-1}(x)$, starting from $H_0=1$ and $H_1=2x$.