In mathematics, a transformation of a
sequence's generating function
In mathematics, a generating function is a way of encoding an infinite sequence of numbers () by treating them as the coefficients of a formal power series. This series is called the generating function of the sequence. Unlike an ordinary ser ...
provides a method of converting the generating function for one sequence into a generating function enumerating another. These transformations typically involve integral formulas applied to a sequence generating function (see
integral transformations) or weighted sums over the higher-order derivatives of these functions (see
derivative transformations).
Given a sequence,
, the
ordinary generating function
In mathematics, a generating function is a way of encoding an infinite sequence of numbers () by treating them as the coefficients of a formal power series. This series is called the generating function of the sequence. Unlike an ordinary ser ...
(OGF) of the sequence, denoted
, and the
exponential generating function
In mathematics, a generating function is a way of encoding an infinite sequence of numbers () by treating them as the coefficients of a formal power series. This series is called the generating function of the sequence. Unlike an ordinary ser ...
(EGF) of the sequence, denoted
, are defined by the
formal power series
In mathematics, a formal series is an infinite sum that is considered independently from any notion of convergence, and can be manipulated with the usual algebraic operations on series (addition, subtraction, multiplication, division, partial s ...
:
:
In this article, we use the convention that the ordinary (exponential) generating function for a sequence
is denoted by the uppercase function
/
for some fixed or formal
when the context of this notation is clear. Additionally, we use the bracket notation for coefficient extraction from the ''Concrete Mathematics'' reference which is given by
.
The
main article gives examples of generating functions for many sequences. Other examples of generating function variants include
Dirichlet generating functions (DGFs),
Lambert series
In mathematics, a Lambert series, named for Johann Heinrich Lambert, is a series taking the form
:S(q)=\sum_^\infty a_n \frac .
It can be resumed formally by expanding the denominator:
:S(q)=\sum_^\infty a_n \sum_^\infty q^ = \sum_^\infty ...
, and
Newton series. In this article we focus on transformations of generating functions in mathematics and keep a running list of useful transformations and transformation formulas.
Extracting arithmetic progressions of a sequence
Series multisection
In mathematics, a multisection of a power series is a new power series composed of equally spaced terms extracted unaltered from the original series. Formally, if one is given a power series
: \sum_^\infty a_n\cdot z^n
then its multisection is a ...
provides formulas for generating functions enumerating the sequence
given an ordinary generating function
where
,
, and
. In the first two cases where
, we can expand these arithmetic progression generating functions directly in terms of
:
:
:
More generally, suppose that
and that
denotes the
primitive root of unity
In mathematics, a root of unity, occasionally called a de Moivre number, is any complex number that yields 1 when raised to some positive integer power . Roots of unity are used in many branches of mathematics, and are especially important i ...
. Then we have the formula
[See Section 1.2.9 in Knuth's ''The Art of Computer Programming'' (Vol. 1).]
:
For integers
, another useful formula providing somewhat ''reversed'' floored arithmetic progressions are generated by the identity
[Solution to exercise 7.36 on page 569 in Graham, Knuth and Patshnik.]
:
Powers of an OGF and composition with functions
The
exponential Bell polynomials,
, are defined by the exponential generating function
[See section 3.3 in Comtet.]
:
The next formulas for powers, logarithms, and compositions of formal power series are expanded by these polynomials with variables in the coefficients of the original generating functions.
[See sections 3.3–3.4 in Comtet.][See section 1.9(vi) in the ''NIST Handbook.''] The formula for the exponential of a generating function is given implicitly through the
Bell polynomials by the EGF for these polynomials defined in the previous formula for some sequence of
.
Reciprocals of an OGF (special case of the powers formula)
The power series for the reciprocal of a generating function,
, is expanded by
:
If we let
denote the coefficients in the expansion of the reciprocal generating function, then we have the following recurrence relation:
:
Powers of an OGF
Let
be fixed, suppose that
, and denote
. Then we have a series expansion for
given by
:
and the coefficients
satisfy a recurrence relation of the form
:
Another formula for the coefficients,
, is expanded by the
Bell polynomials as
:
where
denotes the
Pochhammer symbol
In mathematics, the falling factorial (sometimes called the descending factorial, falling sequential product, or lower factorial) is defined as the polynomial
:\begin
(x)_n = x^\underline &= \overbrace^ \\
&= \prod_^n(x-k+1) = \prod_^(x-k) \,.
\ ...
.
Logarithms of an OGF
If we let
and define
, then we have a power series expansion for the composite generating function given by
:
where the coefficients,
, in the previous expansion satisfy the recurrence relation given by
:
and a corresponding formula expanded by the Bell polynomials in the form of the power series coefficients of the following generating function:
:
Faà di Bruno's formula
Let
denote the EGF of the sequence,
, and suppose that
is the EGF of the sequence,
.
Faà di Bruno's formula
Faà di Bruno's formula is an identity in mathematics generalizing the chain rule to higher derivatives. It is named after , although he was not the first to state or prove the formula. In 1800, more than 50 years before Faà di Bruno, the French ...
implies that the sequence,
, generated by the
composition
Composition or Compositions may refer to:
Arts and literature
* Composition (dance), practice and teaching of choreography
*Composition (language), in literature and rhetoric, producing a work in spoken tradition and written discourse, to include ...
, can be expressed in terms of the exponential Bell polynomials as follows:
:
Integral transformations
OGF ⟷ EGF conversion formulas
We have the following integral formulas for
which can be applied termwise with respect to
when
is taken to be any formal power series variable:
[See page 566 of Graham, Knuth and Patashnik for the statement of the last conversion formula.]
:
:
:
Notice that the first and last of these integral formulas are used to convert between the EGF to the OGF of a sequence, and from the OGF to the EGF of a sequence whenever these integrals are convergent.
The first integral formula corresponds to the
Laplace transform
In mathematics, the Laplace transform, named after its discoverer Pierre-Simon Laplace (), is an integral transform that converts a function of a real variable (usually t, in the ''time domain'') to a function of a complex variable s (in the ...
(or sometimes the formal ''Laplace–Borel'' transformation) of generating functions, denoted by
, defined in.
[See Appendix B.13 of Flajolet and Sedgewick.] Other integral representations for the
gamma function
In mathematics, the gamma function (represented by , the capital letter gamma from the Greek alphabet) is one commonly used extension of the factorial function to complex numbers. The gamma function is defined for all complex numbers except th ...
in the second of the previous formulas can of course also be used to construct similar integral transformations. One particular formula results in the case of the double factorial function example given immediately below in this section. The last integral formula is compared to
Hankel's loop integral for the
reciprocal gamma function
In mathematics, the reciprocal gamma function is the function
:f(z) = \frac,
where denotes the gamma function. Since the gamma function is meromorphic and nonzero everywhere in the complex plane, its reciprocal is an entire function. As a ...
applied termwise to the power series for
.
Example: A double factorial integral for the EGF of the Stirling numbers of the second kind
The
single factorial function,
, is expressed as a product of two
double factorial
In mathematics, the double factorial or semifactorial of a number , denoted by , is the product of all the integers from 1 up to that have the same parity (odd or even) as . That is,
:n!! = \prod_^ (n-2k) = n (n-2) (n-4) \cdots.
For even , the ...
functions of the form
:
where an integral for the double factorial function, or rational
gamma function
In mathematics, the gamma function (represented by , the capital letter gamma from the Greek alphabet) is one commonly used extension of the factorial function to complex numbers. The gamma function is defined for all complex numbers except th ...
, is given by
:
for natural numbers
. This integral representation of
then implies that for fixed non-zero
and any integral powers
, we have the formula
:
Thus for any prescribed integer
, we can use the previous integral representation together with the formula for extracting arithmetic progressions from a sequence OGF given above, to formulate the next integral representation for the so-termed ''modified''
Stirling number
In mathematics, Stirling numbers arise in a variety of analytic and combinatorial problems. They are named after James Stirling, who introduced them in a purely algebraic setting in his book ''Methodus differentialis'' (1730). They were redisc ...
EGF as
:
which is convergent provided suitable conditions on the parameter
.
[Refer to the proof of Theorem 2.3 in ''Math.NT/1609.02803''.]
Example: An EGF formula for the higher-order derivatives of the geometric series
For fixed non-zero
defined such that
, let the
geometric series
In mathematics, a geometric series is the sum of an infinite number of terms that have a constant ratio between successive terms. For example, the series
:\frac \,+\, \frac \,+\, \frac \,+\, \frac \,+\, \cdots
is geometric, because each su ...
over the non-negative integral powers of
be denoted by
. The corresponding higher-order
derivatives of the geometric series with respect to
are denoted by the sequence of functions
:
for non-negative integers
. These
derivatives of the ordinary geometric series can be shown, for example by induction, to satisfy an explicit closed-form formula given by
:
for any
whenever
. As an example of the third OGF
EGF conversion formula cited above, we can compute the following corresponding ''exponential'' forms of the generating functions
:
:
Fractional integrals and derivatives
Fractional integrals and fractional derivatives (see the
main article) form another generalized class of integration and differentiation operations that can be applied to the OGF of a sequence to form the corresponding OGF of a transformed sequence. For
we define the ''fractional integral operator'' (of order
) by the integral transformation
[See section 1.15(vi)–(vii) in the ''NIST Handbook''.]
:
which corresponds to the (formal) power series given by
:
For fixed
defined such that
, we have that the operators
.
Moreover, for fixed
and integers
satisfying
we can define the notion of the ''fractional derivative'' satisfying the properties that
:
and
:
for
where we have the semigroup property that
only when none of
is integer-valued.
Polylogarithm series transformations
For fixed
, we have that (compare to the special case of the integral formula for the ''Nielsen generalized polylogarithm function'' defined in)
:
Notice that if we set
, the integral with respect to the generating function,
, in the last equation when
corresponds to the
Dirichlet generating function, or DGF,
, of the sequence of
provided that the integral converges. This class of
polylogarithm-related integral transformations is related to the derivative-based zeta series transformations defined in the next sections.
Square series generating function transformations
For fixed non-zero
such that
and
, we have the following integral representations for the so-termed ''square series'' generating function associated with the sequence
, which can be integrated termwise with respect to
:
[See the article ''Math.NT/1609.02803''.]
:
This result, which is proved in the reference, follows from a variant of the double factorial function transformation integral for the Stirling numbers of the second kind given as an example above. In particular, since
:
we can use a variant of the positive-order derivative-based OGF transformations defined in the next sections involving the
Stirling numbers of the second kind
In mathematics, particularly in combinatorics, a Stirling number of the second kind (or Stirling partition number) is the number of ways to partition a set of ''n'' objects into ''k'' non-empty subsets and is denoted by S(n,k) or \textstyle \le ...
to obtain an integral formula for the generating function of the sequence,
, and then perform a sum over the
derivatives of the formal OGF,
to obtain the result in the previous equation where the arithmetic progression generating function at hand is denoted by
:
for each fixed
.
Hadamard products and diagonal generating functions
We have an integral representation for the Hadamard product of two generating functions,
and
, stated in the following form:
:
where ''I'' is the
imaginary unit
The imaginary unit or unit imaginary number () is a solution to the quadratic equation x^2+1=0. Although there is no real number with this property, can be used to extend the real numbers to what are called complex numbers, using addition a ...
.
More information about Hadamard products as ''diagonal generating functions'' of multivariate sequences and/or generating functions and the classes of generating functions these diagonal OGFs belong to is found in Stanley's book.
[See section 6.3 in Stanley's book.] The reference also provides nested coefficient extraction formulas of the form
:
which are particularly useful in the cases where the component sequence generating functions,
, can be expanded in a
Laurent series
In mathematics, the Laurent series of a complex function f(z) is a representation of that function as a power series which includes terms of negative degree. It may be used to express complex functions in cases where a Taylor series expansion ...
, or fractional series, in
, such as in the special case where all of the component generating functions are rational, which leads to an ''algebraic'' form of the corresponding diagonal generating function.
Example: Hadamard products of rational generating functions
In general, the Hadamard product of two ''
rational generating functions'' is itself rational.
[See section 2.4 in Lando's book.] This is seen by noticing that the coefficients of a
rational generating function form ''quasi-polynomial'' terms of the form
:
where the reciprocal roots,
, are fixed scalars and where
is a polynomial in
for all
.
For example, the Hadamard product of the two generating functions
:
and
:
is given by the rational generating function formula
:
Example: Factorial (approximate Laplace) transformations
Ordinary generating functions for generalized factorial functions formed as special cases of the ''generalized rising factorial product functions'', or
Pochhammer k-symbol, defined by
:
where
is fixed,
, and
denotes the
Pochhammer symbol
In mathematics, the falling factorial (sometimes called the descending factorial, falling sequential product, or lower factorial) is defined as the polynomial
:\begin
(x)_n = x^\underline &= \overbrace^ \\
&= \prod_^n(x-k+1) = \prod_^(x-k) \,.
\ ...
are generated (at least formally) by the
Jacobi-type J-fractions (or special forms of
continued fraction
In mathematics, a continued fraction is an expression obtained through an iterative process of representing a number as the sum of its integer part and the reciprocal of another number, then writing this other number as the sum of its integ ...
s) established in the reference.
If we let
denote the
convergent to these infinite continued fractions where the component convergent functions are defined for all integers
by
:
and
:
where
denotes an
associated Laguerre polynomial, then we have that the
convergent function,
, exactly enumerates the product sequences,
, for all
. For each
, the
convergent function is expanded as a finite sum involving only paired reciprocals of the Laguerre polynomials in the form of
:
Moreover, since the
single factorial function is given by both
and
, we can generate the single factorial function terms using the approximate ''rational'' convergent generating functions up to order
. This observation suggests an approach to approximating the exact (formal) Laplace–Borel transform usually given in terms of the integral representation from the previous section by a Hadamard product, or diagonal-coefficient, generating function. In particular, given any OGF
we can form the approximate Laplace transform, which is
-order accurate, by the diagonal coefficient extraction formula stated above given by
:
Examples of sequences enumerated through these diagonal coefficient generating functions arising from the sequence factorial function multiplier provided by the rational convergent functions include
:
where
denotes a
modified Bessel function
Bessel functions, first defined by the mathematician Daniel Bernoulli and then generalized by Friedrich Bessel, are canonical solutions of Bessel's differential equation
x^2 \frac + x \frac + \left(x^2 - \alpha^2 \right)y = 0
for an arbitrary ...
,
denotes the
subfactorial function,
denotes the
alternating factorial
Alternating may refer to:
Mathematics
* Alternating algebra, an algebra in which odd-grade elements square to zero
* Alternating form, a function formula in algebra
* Alternating group, the group of even permutations of a finite set
* Alternati ...
function, and
is a
Legendre polynomial. Other examples of sequences enumerated through applications of these rational Hadamard product generating functions given in the article include the
Barnes G-function, combinatorial sums involving the
double factorial
In mathematics, the double factorial or semifactorial of a number , denoted by , is the product of all the integers from 1 up to that have the same parity (odd or even) as . That is,
:n!! = \prod_^ (n-2k) = n (n-2) (n-4) \cdots.
For even , the ...
function,
sums of powers sequences, and sequences of binomials.
Derivative transformations
Positive and negative-order zeta series transformations
For fixed
, we have that if the sequence OGF
has
derivatives of all required orders for
, that the ''positive-order zeta series transformation'' is given by
[See the inductive proof given in section 2 of ''Math.NT/1609.02803''.]
:
where
denotes a
Stirling number of the second kind
In mathematics, particularly in combinatorics, a Stirling number of the second kind (or Stirling partition number) is the number of ways to partition a set of ''n'' objects into ''k'' non-empty subsets and is denoted by S(n,k) or \textstyle \le ...
.
In particular, we have the following special case identity when
when
denotes the triangle of
first-order Eulerian numbers:
[See the table in section 7.4 of Graham, Knuth and Patashnik.]
:
We can also expand the ''negative-order zeta series transformations'' by a similar procedure to the above expansions given in terms of the
-order derivatives of some
and an infinite, non-triangular set of generalized Stirling numbers ''in reverse'', or generalized Stirling numbers of the second kind defined within this context.
In particular, for integers
, define these generalized classes of Stirling numbers of the second kind by the formula
:
Then for
and some prescribed OGF,
, i.e., so that the higher-order
derivatives of
exist for all
, we have that
:
A table of the first few zeta series transformation coefficients,
, appears below. These weighted-harmonic-number expansions are almost identical to the known formulas for the
Stirling numbers of the first kind up to the leading sign on the weighted
harmonic number
In mathematics, the -th harmonic number is the sum of the reciprocals of the first natural numbers:
H_n= 1+\frac+\frac+\cdots+\frac =\sum_^n \frac.
Starting from , the sequence of harmonic numbers begins:
1, \frac, \frac, \frac, \frac, \do ...
terms in the expansions.
Examples of the negative-order zeta series transformations
The next series related to the
polylogarithm functions (the ''
dilogarithm'' and ''
trilogarithm
In mathematics, the polylogarithm (also known as Jonquière's function, for Alfred Jonquière) is a special function of order and argument . Only for special values of does the polylogarithm reduce to an elementary function such as the natura ...
'' functions, respectively), the
alternating zeta function and the
Riemann zeta function are formulated from the previous negative-order series results found in the references. In particular, when
(or equivalently, when
in the table above), we have the following special case series for the
dilogarithm and corresponding constant value of the alternating zeta function:
:
When
(or when
in the notation used in the previous subsection), we similarly obtain special case series for these functions given by
:
It is known that the
first-order harmonic numbers have a closed-form exponential generating function expanded in terms of the
natural logarithm
The natural logarithm of a number is its logarithm to the base of the mathematical constant , which is an irrational and transcendental number approximately equal to . The natural logarithm of is generally written as , , or sometimes, if ...
, the
incomplete gamma function, and the
exponential integral
In mathematics, the exponential integral Ei is a special function on the complex plane.
It is defined as one particular definite integral of the ratio between an exponential function and its argument.
Definitions
For real non-zero values of  ...
given by
:
Additional series representations for the
r-order harmonic number exponential generating functions for integers
are formed as special cases of these negative-order derivative-based series transformation results. For example, the ''second-order harmonic numbers'' have a corresponding exponential generating function expanded by the series
:
Generalized negative-order zeta series transformations
A further generalization of the negative-order series transformations defined above is related to more
''Hurwitz-zeta-like'', or
''Lerch-transcendent-like'', generating functions. Specifically, if we define the even more general parametrized Stirling numbers of the second kind by
:
,
for non-zero
such that
, and some fixed
, we have that
:
Moreover, for any integers
, we have the partial series approximations to the full infinite series in the previous equation given by
:
Examples of the generalized negative-order zeta series transformations
Series for special constants and
zeta-related functions resulting from these generalized derivative-based series transformations typically involve the ''generalized r-order harmonic numbers'' defined by
for integers
. A pair of particular series expansions for the following constants when
is fixed follow from special cases of
BBP-type identities as
:
Several other series for the ''zeta-function-related'' cases of the
Legendre chi function
In mathematics, the Legendre chi function is a special function whose Taylor series is also a Dirichlet series, given by
\chi_\nu(z) = \sum_^\infty \frac.
As such, it resembles the Dirichlet series for the polylogarithm, and, indeed, is trivially ...
, the
polygamma function
In mathematics, the polygamma function of order is a meromorphic function on the complex numbers \mathbb defined as the th derivative of the logarithm of the gamma function:
:\psi^(z) := \frac \psi(z) = \frac \ln\Gamma(z).
Thus
:\psi^(z) ...
, and the
Riemann zeta function include
:
Additionally, we can give another new explicit series representation of the
inverse tangent function through its relation to the
Fibonacci number
In mathematics, the Fibonacci numbers, commonly denoted , form a integer sequence, sequence, the Fibonacci sequence, in which each number is the sum of the two preceding ones. The sequence commonly starts from 0 and 1, although some authors start ...
s
[See equation (30) on th]
MathWorld page
for the inverse tangent function. expanded as in the references by
:
for
and where the
golden ratio
In mathematics, two quantities are in the golden ratio if their ratio is the same as the ratio of their sum to the larger of the two quantities. Expressed algebraically, for quantities a and b with a > b > 0,
where the Greek letter phi ( ...
(and its reciprocal) are respectively defined by
.
Inversion relations and generating function identities
Inversion relations
An ''inversion relation'' is a pair of equations of the form
:
which is equivalent to the ''orthogonality relation''
:
Given two sequences,
and
, related by an inverse relation of the previous form, we sometimes seek to relate the OGFs and EGFs of the pair of sequences by functional equations implied by the inversion relation. This goal in some respects mirrors the more number theoretic (
Lambert series
In mathematics, a Lambert series, named for Johann Heinrich Lambert, is a series taking the form
:S(q)=\sum_^\infty a_n \frac .
It can be resumed formally by expanding the denominator:
:S(q)=\sum_^\infty a_n \sum_^\infty q^ = \sum_^\infty ...
) generating function relation guaranteed by the
Möbius inversion formula
In mathematics, the classic Möbius inversion formula is a relation between pairs of arithmetic functions, each defined from the other by sums over divisors. It was introduced into number theory in 1832 by August Ferdinand Möbius.
A large genera ...
, which provides that whenever
:
the generating functions for the sequences,
and
, are related by the ''Möbius transform'' given by
:
Similarly, the ''Euler transform'' of generating functions for two sequences,
and
, satisfying the relation
:
is given in the form of
:
where the corresponding inversion formulas between the two sequences is given in the reference.
The remainder of the results and examples given in this section sketch some of the more well-known generating function transformations provided by sequences related by inversion formulas (the
binomial transform In combinatorics, the binomial transform is a sequence transformation (i.e., a transform of a sequence) that computes its forward differences. It is closely related to the Euler transform, which is the result of applying the binomial transform to ...
and the
Stirling transform), and provides several tables of known inversion relations of various types cited in Riordan's ''Combinatorial Identities'' book. In many cases, we omit the corresponding functional equations implied by the inversion relationships between two sequences (''this part of the article needs more work'').
The binomial transform
The first inversion relation provided below implicit to the
binomial transform In combinatorics, the binomial transform is a sequence transformation (i.e., a transform of a sequence) that computes its forward differences. It is closely related to the Euler transform, which is the result of applying the binomial transform to ...
is perhaps the simplest of all inversion relations we will consider in this section. For any two sequences,
and
, related by the inversion formulas
:
we have functional equations between the OGFs and EGFs of these sequences provided by the
binomial transform In combinatorics, the binomial transform is a sequence transformation (i.e., a transform of a sequence) that computes its forward differences. It is closely related to the Euler transform, which is the result of applying the binomial transform to ...
in the forms of
:
and
:
The Stirling transform
For any pair of sequences,
and
, related by the
Stirling number
In mathematics, Stirling numbers arise in a variety of analytic and combinatorial problems. They are named after James Stirling, who introduced them in a purely algebraic setting in his book ''Methodus differentialis'' (1730). They were redisc ...
inversion formula
:
these inversion relations between the two sequences translate into functional equations between the sequence EGFs given by the
Stirling transform as
:
and
:
Tables of inversion pairs from Riordan's book
These tables appear in chapters 2 and 3 in Riordan's book providing an introduction to inverse relations with many examples, though which does not stress functional equations between the generating functions of sequences related by these inversion relations. The interested reader is encouraged to pick up a copy of the original book for more details.
Several forms of the simplest inverse relations
Gould classes of inverse relations
The terms,
and
, in the inversion formulas of the form
:
forming several special cases of ''Gould classes of inverse relations'' are given in the next table.
For classes 1 and 2, the range on the sum satisfies