Generating function

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In mathematics a generating function is a formal power series whose coefficients encode information about a sequence an that is indexed by the natural numbers.

There are various types of generating functions, including ordinary generating functions, exponential generating functions, Lambert series, Bell series, and Dirichlet series; definitions and examples are given below. Every sequence has a generating function of each type. The particular generating function that is most useful in a given context will depend upon the nature of the sequence and the details of the problem being addressed.

Generating functions are often expressed in closed form as functions of a formal argument x. Sometimes a generating function is evaluated at a specific value of x. However, it must be remembered that generating functions are formal power series, and they will not necessarily converge for all values of x.

It is important to note that generating functions are not functions in the formal sense of a mapping from a domain to a codomain; the name merely stems from the historical study of the structures.

Contents

A generating function is a clothesline on which we hang up a sequence of numbers for display.
Herbert Wilf, Generatingfunctionology (1994)

The ordinary generating function of a sequence an is

G(a_n;x)=\sum_{n=0}^{\infty}a_nx^n.

When the term generating function is used without qualification, it is usually taken to mean an ordinary generating function.

If an is the probability mass function of a discrete random variable, then its ordinary generating function is called a probability-generating function.

The ordinary generating function can be generalized to sequences with multiple indexes. For example, the ordinary generating function of a sequence am,n (where n and m are natural numbers) is

G(a_{m,n};x,y)=\sum_{m,n=0}^{\infty}a_{m,n}x^my^n.

The exponential generating function of a sequence an is

EG(a_n;x)=\sum _{n=0}^{\infty} a_n \frac{x^n}{n!}.

The Poisson generating function of a sequence an is

PG(a_n;x)=\sum _{n=0}^{\infty} a_n e^{-x} \frac{x^n}{n!}.

The Lambert series of a sequence an is

LG(a_n;x)=\sum _{n=1}^{\infty} a_n \frac{x^n}{1-x^n}.

Note that in a Lambert series the index n starts at 1, not at 0.

The Bell series of an arithmetic function f(n) and a prime p is

f_p(x)=\sum_{n=0}^\infty f(p^n)x^n.

Dirichlet series are often classified as generating functions, although they are not strictly formal power series. The Dirichlet series generating function of a sequence an is

DG(a_n;s)=\sum _{n=1}^{\infty} \frac{a_n}{n^s}.

The Dirichlet series generating function is especially useful when an is a multiplicative function, when it has an Euler product expression in terms of the function's Bell series

DG(a_n;s)=\prod_{p} f_p(p^{-s})\,.

If an is a Dirichlet character then its Dirichlet series generating function is called a Dirichlet L-series.

The idea of generating functions can be extended to sequences of other objects. Thus, for example, polynomial sequences of binomial type are generated by

e^{xf(t)}=\sum_{n=0}^\infty {p_n(x) \over n!}t^n

where pn(x) is a sequence of polynomials and f(t) is a function of a certain form. Sheffer sequences are generated in a similar way. See the main article generalized Appell polynomials for more information.

A few brief examples follow.

Generating functions for the sequence of square numbers an = n2 are:

G(n^2;x)=\sum_{n=0}^{\infty}n^2x^n=\frac{x(x+1)}{(1-x)^3}

EG(n^2;x)=\sum _{n=0}^{\infty} \frac{n^2x^n}{n!}=x(x+1)e^x

f_p(x)=\sum_{n=0}^\infty p^{2n}x^n=\frac{1}{1-p^2x}

DG(n^2;s)=\sum_{n=1}^{\infty} \frac{n^2}{n^s}=\zeta(s-2)

Generating functions are used to

  • Find recurrence relations for sequences – the form of a generating function may suggest a recurrence formula.
  • Find relationships between sequences – if the generating functions of two sequences have a similar form, then the sequences themselves are probably related.
  • Explore the asymptotic behaviour of sequences.
  • Prove identities involving sequences.
  • Solve enumeration problems in combinatorics.
  • Evaluate infinite sums.

Examples of polynomial sequences generated by more complex generating functions include:

  • Donald E. Knuth, The Art of Computer Programming, Volume 1 Fundamental Algorithms (Third Edition) Addison-Wesley. ISBN 0-201-89683-4. Section 1.2.9: Generating Functions, pp.87–96.
  • Ronald L. Graham, Donald E. Knuth, Oren Parashnik, Concrete Mathematics. A foundation for computer science (Second Edition) Addison-Wesley. ISBN 0-201-55802-5. Chapter 7: Generating Functions, pp. 320–380

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