# Generating function

2010 Mathematics Subject Classification: Primary: 05A15 [MSN][ZBL]

generatrix, of a sequence $\{ a _ {n} ( x) \}$ of numbers or functions

The sum of the power series

$$F ( x , w ) = \sum _ { n= } 0 ^ \infty a _ {n} ( x) w ^ {n}$$

with positive radius of convergence. If the generating function is known, then properties of the Taylor coefficients of analytic functions are used in the study of the sequence $\{ a _ {n} ( x) \}$. The generating function

$$F ( x , w ) = \sum _ { n= } 0 ^ \infty P _ {n} ( x) w ^ {n} ,\ x \in ( a , b ) ,$$

exists, under certain conditions, for polynomials $\{ P _ {n} ( x) \}$ that are orthogonal over some interval $( a , b )$ with respect to a weight $h ( x)$. For classical orthogonal polynomials the generating function can be explicitly represented in terms of the weight $h ( x)$, and it is used in calculating values of these polynomials at individual points, as well as in deriving identity relations between these polynomials and their derivatives.

In probability theory, the generating function of a random variable $\xi$ taking integer values $\{ n \} _ {0} ^ \infty$ with probabilities $\{ p _ \xi ( n) \}$ is defined by

$$F ( \xi , z ) = \sum _ { n= } 0 ^ \infty p _ \xi ( n) z ^ {n} ,\ | z | \leq 1 .$$

Using the generating function one can compute the probability distribution of $\xi$, its mathematical expectation and its variance:

$$p _ \xi ( n) = \frac{1}{n!} F ^ { ( n) } ( \xi , 0 ) ,\ \ {\mathsf E} \xi = F ^ { \prime } ( \xi , 1 ) ,$$

$${\mathsf D} \xi = F ^ { \prime\prime } ( \xi , 1 ) + F ^ { \prime } ( \xi , 1 ) - [ F ^ { \prime } ( \xi , 1 ) ] ^ {2} .$$

The generating function of a random variable $\xi$ can also be defined as the mathematical expectation of the random variable $z ^ \xi$, i.e. $F ( z , \xi ) = {\mathsf E} z ^ \xi$.

How to Cite This Entry:
Generating function. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Generating_function&oldid=47075
This article was adapted from an original article by P.K. Suetin (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article