On the extension of analytic solutions of first-order difference equations

Abstract

We will consider first-order difference equations of the form \[ y(z+1) = \frac{\lambda y(z)+a_2(z)y(z)^2+\cdots+a_p(z)y(z)^p}{1 + b_1(z)y(z)+\cdots+b_q(z)y(z)^q}, \] where $\lambda\in\mathbb{C}\setminus\{0\}$ and the coefficients $a_j(z)$ and $b_k(z)$ are meromorphic. When existence of an analytic solution can be proved for large negative values of $\Re(z)$, the equation determines a unique extension to a global meromorphic solution. In this paper we prove the existence of non-constant meromorphic solutions when the coefficients satisfy $|a_{j}(z)|\leq \nu^{|z|}$ and $|b_{k}(z)|\leq \nu^{|z|}$ for some $\nu<|\lambda|$ in a half-plane. Furthermore, when a solution exists that is analytic for large positive values of $\Re(z)$, the equation determines a unique extension to a global solution that will generically have algebraic branch points. We analyse a particular constant coefficient equation, $y(z+1)=\lambda y(z)+y(z)^2$, $0<\lambda<1$, and describe in detail the infinitely-sheeted Riemann surface for such a solution. We also describe solutions with natural boundaries found by Mahler.