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mathematics Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
, an Appell sequence, named after
Paul Émile Appell :''M. P. Appell is the same person: it stands for Monsieur Paul Appell''. Paul Émile Appell (27 September 1855, in Strasbourg – 24 October 1930, in Paris) was a French mathematician and Rector of the University of Paris. Appell polynomials and ...
, is any
polynomial sequence In mathematics, a polynomial sequence is a sequence of polynomials indexed by the nonnegative integers 0, 1, 2, 3, ..., in which each index is equal to the degree of the corresponding polynomial. Polynomial sequences are a topic of interest in en ...
\_ satisfying the identity :\frac p_n(x) = np_(x), and in which p_0(x) is a non-zero constant. Among the most notable Appell sequences besides the trivial example \ are the
Hermite polynomials In mathematics, the Hermite polynomials are a classical orthogonal polynomial sequence. The polynomials arise in: * signal processing as Hermitian wavelets for wavelet transform analysis * probability, such as the Edgeworth series, as well a ...
, the
Bernoulli polynomials In mathematics, the Bernoulli polynomials, named after Jacob Bernoulli, combine the Bernoulli numbers and binomial coefficients. They are used for series expansion of functions, and with the Euler–MacLaurin formula. These polynomials occur in ...
, and the
Euler polynomials In mathematics, the Bernoulli polynomials, named after Jacob Bernoulli, combine the Bernoulli numbers and binomial coefficients. They are used for series expansion of functions, and with the Euler–MacLaurin formula. These polynomials occur in ...
. Every Appell sequence is a
Sheffer sequence In mathematics, a Sheffer sequence or poweroid is a polynomial sequence, i.e., a sequence of polynomials in which the index of each polynomial equals its degree, satisfying conditions related to the umbral calculus in combinatorics. They are ...
, but most Sheffer sequences are not Appell sequences. Appell sequences have a
probabilistic Probability is the branch of mathematics concerning numerical descriptions of how likely an Event (probability theory), event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and ...
interpretation as systems of moments.


Equivalent characterizations of Appell sequences

The following conditions on polynomial sequences can easily be seen to be equivalent: * For n = 1, 2, 3,\ldots, ::\frac p_n(x) = n p_(x) :and p_0(x) is a non-zero constant; * For some sequence \_^ of scalars with c_0 \neq 0, ::p_n(x) = \sum_^n \binom c_k x^; * For the same sequence of scalars, ::p_n(x) = \left(\sum_^\infty \frac D^k\right) x^n, :where ::D = \frac; * For n=0,1,2,\ldots, ::p_n(x+y) = \sum_^n \binom p_k(x) y^.


Recursion formula

Suppose :p_n(x) = \left(\sum_^\infty D^k\right) x^n = Sx^n, where the last equality is taken to define the linear operator S on the space of polynomials in x. Let :T = S^ = \left(\sum_^\infty \frac D^k\right)^ = \sum_^\infty \frac D^k be the inverse operator, the coefficients a_k being those of the usual reciprocal of a
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 sum ...
, so that :Tp_n(x) = x^n.\, In the conventions of the
umbral calculus In mathematics before the 1970s, the term umbral calculus referred to the surprising similarity between seemingly unrelated polynomial equations and certain "shadowy" techniques used to "prove" them. These techniques were introduced by John Blis ...
, one often treats this formal power series T as representing the Appell sequence p_n. One can define :\log T = \log\left(\sum_^\infty \frac D^k \right) by using the usual power series expansion of the \log(x) and the usual definition of composition of formal power series. Then we have :p_(x) = (x - (\log T)')p_n(x).\, (This formal differentiation of a power series in the differential operator D is an instance of Pincherle differentiation.) In the case of
Hermite polynomials In mathematics, the Hermite polynomials are a classical orthogonal polynomial sequence. The polynomials arise in: * signal processing as Hermitian wavelets for wavelet transform analysis * probability, such as the Edgeworth series, as well a ...
, this reduces to the conventional recursion formula for that sequence.


Subgroup of the Sheffer polynomials

The set of all Appell sequences is closed under the operation of umbral composition of polynomial sequences, defined as follows. Suppose \ and \ are polynomial sequences, given by :p_n(x)=\sum_^n a_x^k \text q_n(x)=\sum_^n b_x^k. Then the umbral composition p \circ q is the polynomial sequence whose nth term is :(p_n\circ q)(x)=\sum_^n a_q_k(x)=\sum_ a_b_x^\ell (the subscript n appears in p_n, since this is the nth term of that sequence, but not in q, since this refers to the sequence as a whole rather than one of its terms). Under this operation, the set of all Sheffer sequences is a
non-abelian group In mathematics, and specifically in group theory, a non-abelian group, sometimes called a non-commutative group, is a group (''G'', ∗) in which there exists at least one pair of elements ''a'' and ''b'' of ''G'', such that ''a'' ∗ '' ...
, but the set of all Appell sequences is an
abelian Abelian may refer to: Mathematics Group theory * Abelian group, a group in which the binary operation is commutative ** Category of abelian groups (Ab), has abelian groups as objects and group homomorphisms as morphisms * Metabelian group, a grou ...
subgroup In group theory, a branch of mathematics, given a group ''G'' under a binary operation ∗, a subset ''H'' of ''G'' is called a subgroup of ''G'' if ''H'' also forms a group under the operation ∗. More precisely, ''H'' is a subgroup ...
. That it is abelian can be seen by considering the fact that every Appell sequence is of the form :p_n(x) = \left(\sum_^\infty \frac D^k\right) x^n, and that umbral composition of Appell sequences corresponds to multiplication of these
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 sum ...
in the operator D.


Different convention

Another convention followed by some authors (see ''Chihara'') defines this concept in a different way, conflicting with Appell's original definition, by using the identity : p_n(x) = p_(x) instead.


See also

*
Sheffer sequence In mathematics, a Sheffer sequence or poweroid is a polynomial sequence, i.e., a sequence of polynomials in which the index of each polynomial equals its degree, satisfying conditions related to the umbral calculus in combinatorics. They are ...
*
Umbral calculus In mathematics before the 1970s, the term umbral calculus referred to the surprising similarity between seemingly unrelated polynomial equations and certain "shadowy" techniques used to "prove" them. These techniques were introduced by John Blis ...
*
Generalized Appell polynomials In mathematics, a polynomial sequence \ has a generalized Appell representation if the generating function for the polynomials takes on a certain form: :K(z,w) = A(w)\Psi(zg(w)) = \sum_^\infty p_n(z) w^n where the generating function or kernel K(z ...
*
Wick product In probability theory, the Wick product is a particular way of defining an adjusted product of a set of random variables. In the lowest order product the adjustment corresponds to subtracting off the mean value, to leave a result whose mean is zero. ...


References

* * . * Reprinted in the book with the same title, Academic Press, New York, 1975. * *


External links

*
Appell Sequence
at
MathWorld ''MathWorld'' is an online mathematics reference work, created and largely written by Eric W. Weisstein. It is sponsored by and licensed to Wolfram Research, Inc. and was partially funded by the National Science Foundation's National Science Dig ...
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