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A systematic theory for studying certain types of sequences of polynomials, or formal Laurent series, through the use of modern algebra techniques.
 
A systematic theory for studying certain types of sequences of polynomials, or formal Laurent series, through the use of modern algebra techniques.
  
The term umbra was coined by J.J. Sylvester in the mid 1800's, and originally referred to a symbol <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u0950501.png" /> used to represent a sequence of real numbers <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u0950502.png" />. Thus, if the sequences <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u0950503.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u0950504.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u0950505.png" /> satisfy
+
The term umbra was coined by J.J. Sylvester in the mid 1800's, and originally referred to a symbol $\mathbf{a}$ used to represent a sequence of real numbers $a_0,a_1,a_2,\ldots$. Thus, if the sequences $\mathbf{a}$, $\mathbf{b}$ and $\mathbf{c}$ satisfy
 
+
$$
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u0950506.png" /></td> </tr></table>
+
c_n = \sum_{k=0}^n \binom{n}{k} a_k b_{n-k}\ ,
 
+
$$
 
this could be written in umbral notation as
 
this could be written in umbral notation as
 
+
$$
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u0950507.png" /></td> </tr></table>
+
\mathbf{c}^n = (\mathbf{a}+\mathbf{b})^n \ .
 
+
$$
 
This notation is now obsolete, however.
 
This notation is now obsolete, however.
  
The modern umbral calculus is designed to study polynomial sequences <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u0950508.png" /> of binomial type, that is, sequences for which <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u0950509.png" /> and
+
The modern umbral calculus is designed to study polynomial sequences $p_n(x)$ ''of binomial type'', that is, sequences for which $\deg p_n(x) = n$ and
 
+
$$
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505010.png" /></td> </tr></table>
+
p_n(x+y) = \sum_{k=0}^n \binom{n}{k} p_k(x) p_{n-k}(y) \ ,
 
+
$$
as well as polynomial sequences <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505011.png" /> of Sheffer type, that is, sequences for which <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505012.png" /> and
+
as well as polynomial sequences $s_n(x)$ ''of Sheffer type'', that is, sequences for which $\deg s_n(x) = n$ and
 
+
$$
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505013.png" /></td> </tr></table>
+
s_n(x+y) = \sum_{k=0}^n \binom{n}{k} s_k(x) p_{n-k}(y) \ ,
 
+
$$
where <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505014.png" /> is a sequence of binomial type. Among the class of Sheffer sequences are included sequences of polynomials associated with the names of Ch. Hermite, E.N. Laguerre, J. Bernoulli, L. Euler, S.D. Poisson and C. Charlier, J. Meixner, F.B. Pidduck, S. Narumi, G. Boole, G.M. Mittag-Leffler, F.W. Bessel, E.T. Bell, N.H. Abel, and others.
+
where $p_n(x)$ is a sequence of binomial type. Among the class of Sheffer sequences are included sequences of polynomials associated with the names of Ch. Hermite, E.N. Laguerre, J. Bernoulli, L. Euler, S.D. Poisson and C. Charlier, J. Meixner, F.B. Pidduck, S. Narumi, G. Boole, G.M. Mittag-Leffler, F.W. Bessel, E.T. Bell, N.H. Abel, and others.
 
 
If <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505015.png" /> is the algebra of polynomials in a single variable, then the dual space <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505016.png" /> is well-known to be a vector space. In fact, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505017.png" /> is isomorphic to the vector space of formal power series <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505018.png" /> via the mapping
 
 
 
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505019.png" /></td> </tr></table>
 
  
One may therefore identify <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505020.png" /> as the algebra <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505021.png" />, thus allowing for the multiplication of linear functionals. The algebra <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505022.png" /> is called the umbral algebra.
+
If $P$ is the algebra of polynomials in a single variable, then the dual space $P^*$ is well-known to be a vector space. In fact, $P^*$ is isomorphic to the vector space of [[formal power series]] $\mathcal{F}$ via the mapping
 +
$$
 +
\sigma(L) = \sum_{k=0}^\infty \frac{ L(x^k) }{ k! } t^k \ .
 +
$$
  
In particular, for linear functionals <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505023.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505024.png" />, the geometric series <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505025.png" /> makes sense, and so one may define a sequence <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505026.png" /> of polynomials by <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505027.png" /> and the orthogonality conditions
+
One may therefore identify $P^*$ as the algebra $\sigma(P^*) = \mathcal{F}$, thus allowing for the multiplication of linear functionals. The algebra $\mathcal{A} = \sigma(P^*)$ is called the umbral algebra.
 
 
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505028.png" /></td> </tr></table>
 
  
 +
In particular, for linear functionals $L$ and $M$, the geometric series $M,ML,ML^2,\ldots$ makes sense, and so one may define a sequence $s_n(x)$ of polynomials by $\deg s_n(x) = n$ and the orthogonality conditions
 +
$$
 +
ML^k(s_n(x)) = \delta_{kn} \ .
 +
$$
 
The sequences obtained in this way are precisely the sequences of Sheffer type, and are called Sheffer sequences.
 
The sequences obtained in this way are precisely the sequences of Sheffer type, and are called Sheffer sequences.
  
The most powerful results in the umbral calculus come from a study of the space of linear operators on the umbral algebra <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505029.png" />. If <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505030.png" /> is a linear operator on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505031.png" />, its adjoint <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505032.png" /> is a linear operator on the umbral algebra <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505033.png" />.
+
The most powerful results in the umbral calculus come from a study of the space of linear operators on the umbral algebra $\mathcal{A}$. If $T : P \rightarrow P$ is a linear operator on $P$, its adjoint $T^* : \mathcal{A} \rightarrow \mathcal{A}$ is a linear operator on the umbral algebra $\mathcal{A}$.
  
 
The most important linear operators on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505034.png" /> are the umbral operator, defined for a sequence <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505035.png" /> of binomial type by
 
The most important linear operators on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505034.png" /> are the umbral operator, defined for a sequence <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505035.png" /> of binomial type by
Line 66: Line 67:
  
 
====References====
 
====References====
<table><TR><TD valign="top">[a1]</TD> <TD valign="top">  D. Loeb,  G.-C. Rota,  "Formal power series of logarithmic type"  ''Adv. Math.'' , '''75'''  (1989)  pp. 1–118</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top">  S. Roman,  "The umbral calculus" , Acad. Press  (1984)</TD></TR><TR><TD valign="top">[a3]</TD> <TD valign="top">  S. Roman,  G.-C. Rota,  "The umbral calculus"  ''Adv. Math.'' , '''27'''  (1978)  pp. 95–188</TD></TR><TR><TD valign="top">[a4]</TD> <TD valign="top">  S. Roman,  "More on the umbral calculus, with emphasis on the <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/u/u095/u095050/u09505072.png" />-umbral calculus"  ''J. Math. Anal. Appl.'' , '''107'''  (1985)  pp. 222–254</TD></TR><TR><TD valign="top">[a5]</TD> <TD valign="top">  S. Roman,  "The logarithmic binomial formula"  ''Amer. Math. Monthly''  (To appear)</TD></TR><TR><TD valign="top">[a6]</TD> <TD valign="top">  S. Roman,  "The harmonic logarithms and the binomial formula"  ''J. Comb. Theory, Ser. A''  (To appear)</TD></TR><TR><TD valign="top">[a7]</TD> <TD valign="top">  G.-C. Rota,  D. Kahaner,  A. Odlyzko,  "Finite operator calculus"  ''J. Math. Anal. Appl.'' , '''42'''  (1973)  pp. 684–760</TD></TR><TR><TD valign="top">[a8]</TD> <TD valign="top">  K. Ueno,  "Umbral calculus and special functions"  ''Adv. Math.'' , '''67'''  (1988)  pp. 174–229</TD></TR><TR><TD valign="top">[a9]</TD> <TD valign="top">  G. Gasper,  M. Rahman,  "Basic hypergeometric series" , Cambridge Univ. Press  (1990)</TD></TR><TR><TD valign="top">[a10]</TD> <TD valign="top">  T.H. Koornwinder,  "Orthogonal polynomials in connection with quantum groups"  P. Nevai (ed.) , ''Orthogonal polynomials: theory and practice'' , Kluwer  (1990)  pp. 257–292</TD></TR></table>
+
<table>
 +
<TR><TD valign="top">[a1]</TD> <TD valign="top">  D. Loeb,  G.-C. Rota,  "Formal power series of logarithmic type"  ''Adv. Math.'' , '''75'''  (1989)  pp. 1–118</TD></TR>
 +
<TR><TD valign="top">[a2]</TD> <TD valign="top">  S. Roman,  "The umbral calculus" , Acad. Press  (1984)</TD></TR>
 +
<TR><TD valign="top">[a3]</TD> <TD valign="top">  S. Roman,  G.-C. Rota,  "The umbral calculus"  ''Adv. Math.'' , '''27'''  (1978)  pp. 95–188</TD></TR>
 +
<TR><TD valign="top">[a4]</TD> <TD valign="top">  S. Roman,  "More on the umbral calculus, with emphasis on the $q$-umbral calculus"  ''J. Math. Anal. Appl.'' , '''107'''  (1985)  pp. 222–254</TD></TR>
 +
<TR><TD valign="top">[a5]</TD> <TD valign="top">  S. Roman,  "The logarithmic binomial formula"  ''Amer. Math. Monthly''  (To appear)</TD></TR>
 +
<TR><TD valign="top">[a6]</TD> <TD valign="top">  S. Roman,  "The harmonic logarithms and the binomial formula"  ''J. Comb. Theory, Ser. A''  (To appear)</TD></TR>
 +
<TR><TD valign="top">[a7]</TD> <TD valign="top">  G.-C. Rota,  D. Kahaner,  A. Odlyzko,  "Finite operator calculus"  ''J. Math. Anal. Appl.'' , '''42'''  (1973)  pp. 684–760</TD></TR>
 +
<TR><TD valign="top">[a8]</TD> <TD valign="top">  K. Ueno,  "Umbral calculus and special functions"  ''Adv. Math.'' , '''67'''  (1988)  pp. 174–229</TD></TR>
 +
<TR><TD valign="top">[a9]</TD> <TD valign="top">  G. Gasper,  M. Rahman,  "Basic hypergeometric series" , Cambridge Univ. Press  (1990)</TD></TR>
 +
<TR><TD valign="top">[a10]</TD> <TD valign="top">  T.H. Koornwinder,  "Orthogonal polynomials in connection with quantum groups"  P. Nevai (ed.) , ''Orthogonal polynomials: theory and practice'' , Kluwer  (1990)  pp. 257–292</TD></TR>
 +
</table>
 +
 
 +
{{TEX|part}}

Revision as of 19:20, 9 December 2015

A systematic theory for studying certain types of sequences of polynomials, or formal Laurent series, through the use of modern algebra techniques.

The term umbra was coined by J.J. Sylvester in the mid 1800's, and originally referred to a symbol $\mathbf{a}$ used to represent a sequence of real numbers $a_0,a_1,a_2,\ldots$. Thus, if the sequences $\mathbf{a}$, $\mathbf{b}$ and $\mathbf{c}$ satisfy $$ c_n = \sum_{k=0}^n \binom{n}{k} a_k b_{n-k}\ , $$ this could be written in umbral notation as $$ \mathbf{c}^n = (\mathbf{a}+\mathbf{b})^n \ . $$ This notation is now obsolete, however.

The modern umbral calculus is designed to study polynomial sequences $p_n(x)$ of binomial type, that is, sequences for which $\deg p_n(x) = n$ and $$ p_n(x+y) = \sum_{k=0}^n \binom{n}{k} p_k(x) p_{n-k}(y) \ , $$ as well as polynomial sequences $s_n(x)$ of Sheffer type, that is, sequences for which $\deg s_n(x) = n$ and $$ s_n(x+y) = \sum_{k=0}^n \binom{n}{k} s_k(x) p_{n-k}(y) \ , $$ where $p_n(x)$ is a sequence of binomial type. Among the class of Sheffer sequences are included sequences of polynomials associated with the names of Ch. Hermite, E.N. Laguerre, J. Bernoulli, L. Euler, S.D. Poisson and C. Charlier, J. Meixner, F.B. Pidduck, S. Narumi, G. Boole, G.M. Mittag-Leffler, F.W. Bessel, E.T. Bell, N.H. Abel, and others.

If $P$ is the algebra of polynomials in a single variable, then the dual space $P^*$ is well-known to be a vector space. In fact, $P^*$ is isomorphic to the vector space of formal power series $\mathcal{F}$ via the mapping $$ \sigma(L) = \sum_{k=0}^\infty \frac{ L(x^k) }{ k! } t^k \ . $$

One may therefore identify $P^*$ as the algebra $\sigma(P^*) = \mathcal{F}$, thus allowing for the multiplication of linear functionals. The algebra $\mathcal{A} = \sigma(P^*)$ is called the umbral algebra.

In particular, for linear functionals $L$ and $M$, the geometric series $M,ML,ML^2,\ldots$ makes sense, and so one may define a sequence $s_n(x)$ of polynomials by $\deg s_n(x) = n$ and the orthogonality conditions $$ ML^k(s_n(x)) = \delta_{kn} \ . $$ The sequences obtained in this way are precisely the sequences of Sheffer type, and are called Sheffer sequences.

The most powerful results in the umbral calculus come from a study of the space of linear operators on the umbral algebra $\mathcal{A}$. If $T : P \rightarrow P$ is a linear operator on $P$, its adjoint $T^* : \mathcal{A} \rightarrow \mathcal{A}$ is a linear operator on the umbral algebra $\mathcal{A}$.

The most important linear operators on are the umbral operator, defined for a sequence of binomial type by

and the umbral shift, defined for a sequence of binomial type by

Two key results in the umbral calculus say that a linear operator on is an umbral operator if and only if its adjoint is an automorphism of , and an operator on is an umbral shift if and only if its adjoint is a derivation on . The first result leads to an explicit formula for the polynomials , and the second result leads to a recurrence relation for the , which gives well-known recurrences in the case of Hermite, Laguerre, Bernoulli, and other sequences.

Recently, the umbral calculus has been extended in several directions. One direction is to the study of non-Sheffer sequences, such as the sequences of Chebyshev, Gegenbauer and Jacobi polynomials. Another direction is to the so-called -umbral calculus, where the polynomial coefficients are replaced by the Gaussian coefficients.

The Gaussian coefficients, or -binomial coefficients , are defined by

where the so-called -shifted factorials are defined by

Here is seen either as a formal variable or as a complex variable of absolute value . Using these -binomial coefficients one has the -binomial formula: If , satisfy , then

Currently a whole theory is emerging involving "q-versions of various classical objects" : -special functions, -gamma-function, quantum groups, -integrals, -orthogonal polynomials, -hypergeometric series, -Haar measure, etc., complete with -versions of the various interrelations between all these objects. Cf. also (the editorial comments to) Special functions; Quantum groups and [a9][a10].

Finally, the umbral calculus has been generalized to study sequences of formal Laurent series, where the logarithm plays a key role.

References

[a1] D. Loeb, G.-C. Rota, "Formal power series of logarithmic type" Adv. Math. , 75 (1989) pp. 1–118
[a2] S. Roman, "The umbral calculus" , Acad. Press (1984)
[a3] S. Roman, G.-C. Rota, "The umbral calculus" Adv. Math. , 27 (1978) pp. 95–188
[a4] S. Roman, "More on the umbral calculus, with emphasis on the $q$-umbral calculus" J. Math. Anal. Appl. , 107 (1985) pp. 222–254
[a5] S. Roman, "The logarithmic binomial formula" Amer. Math. Monthly (To appear)
[a6] S. Roman, "The harmonic logarithms and the binomial formula" J. Comb. Theory, Ser. A (To appear)
[a7] G.-C. Rota, D. Kahaner, A. Odlyzko, "Finite operator calculus" J. Math. Anal. Appl. , 42 (1973) pp. 684–760
[a8] K. Ueno, "Umbral calculus and special functions" Adv. Math. , 67 (1988) pp. 174–229
[a9] G. Gasper, M. Rahman, "Basic hypergeometric series" , Cambridge Univ. Press (1990)
[a10] T.H. Koornwinder, "Orthogonal polynomials in connection with quantum groups" P. Nevai (ed.) , Orthogonal polynomials: theory and practice , Kluwer (1990) pp. 257–292
How to Cite This Entry:
Umbral calculus. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Umbral_calculus&oldid=36878
This article was adapted from an original article by S. Roman (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article