Inversion formula with hypergeometric polynomials and its application to an integral equation
Ridha Nasri, Alain Simonian, and Fabrice Guillemin

TL;DR
This paper introduces new linear inversion formulas involving hypergeometric polynomials, enabling the solution of an integral equation from Queuing Theory and exploring related polynomial cases.
Contribution
The paper presents a novel class of inversion formulas with hypergeometric polynomials and applies them to solve a specific integral equation in Queuing Theory.
Findings
Derived explicit inversion formulas involving hypergeometric polynomials.
Applied formulas to solve a real integral equation in Queuing Theory.
Discussed special cases with Laguerre polynomials.
Abstract
For any complex parameters and , we provide a new class of linear inversion formulas between sequences and , where the infinite lower-triangular matrix and its inverse involve Hypergeometric polynomials , namely for . Functional relations between the ordinary (resp. exponential) generating functions of the related sequences and are also given. These new inversion formulas have been initially motivated by the resolution of an integral equation recently appeared in the field of Queuing Theory;β¦
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Taxonomy
TopicsMathematical functions and polynomials Β· Quantum Mechanics and Non-Hermitian Physics Β· Advanced Mathematical Identities
Inversion Formulas with Hypergeometric polynomials and its application to an integral equation
R. Nasri(), A. Simonian() and F. Guillemin (**)
Address: (*) Orange Labs, OLN/NMP, Orange Gardens, 44 avenue de la RΓ©publique, CS 50010, 92326 Chatillon Cedex, France France (**) Orange Labs Networks Lannion, 2 avenue Pierre Marzin, 22307 Lannion Cedex, Lannion, France
[ridha.nasri, alain.simonian, fabrice.guillemin]@orange.com
(Date: Version of )
Abstract.
For any complex parameters and , we provide a new class of linear inversion formulas between sequences and , where the infinite lower-triangular matrix and its inverse involve Hypergeometric polynomials , namely
[TABLE]
for . Functional relations between the ordinary (resp. exponential) generating functions of the related sequences and are also given.
These new inversion formulas have been initially motivated by the resolution of an integral equation recently appeared in the field of Queuing Theory; we apply them to the full resolution of this integral equation. Finally, matrices involving generalized Laguerre polynomials polynomials are discussed as specific cases of our general inversion scheme.
1. Introduction
In this Introduction, we present a general class of linear inversion formulas with coefficients involving Hypergeometric polynomials and motivate the need for such formulas. After an overview of the recent state-of-the-art in the corresponding field, we summarize the main contributions of this paper.
1.1. Motivation
The need for an inversion formula whose coefficients involve Hypergeometric polynomials is motivated by the resolution of an integral equation arising from Queuing Theory [4], which can be formulated as follows:
given a constant , a real function on (with ) and an entire function in , solve the integral equation
[TABLE]
for an unknown entire function in with .
The product intervening in the argument of in (1.1) being not one-to-one on interval (it vanishes at both and ), this integral equation is not amenable to a standard Fredholm equation of the first kind ([8], Chap.3, 3.1.6). An exponential power series
[TABLE]
for an entire solution , however, drives the resolution of (1.1) to that of the infinite lower-triangular linear system
[TABLE]
with unknown , , and coefficient matrix given by
[TABLE]
In (1.4), is the Euler Gamma function and denotes the Gauss Hypergeometric function with complex parameters , , ; besides, , and are known real parameters (whose specification is not needed). Recall that reduces to a polynomial with degree (resp. ) if (resp. ) equals a non positive integer; expression (1.4) for coefficient thus involves a Hypergeometric polynomial with degree in both arguments and . At this stage, the explicit expression of the right-hand side in (1.3) is not necessary.
Diagonal coefficients , , are non-zero so that lower-triangular system (1.3) has a unique solution; equivalently, this proves the uniqueness of the entire solution to (1.1) with power series expansion (1.2). This solution, nevertheless, needs to be made explicit in terms of parameters; to this end, write system (1.3) equivalently as
[TABLE]
with the reduced unknowns and right-hand side
[TABLE]
and coefficients
[TABLE]
As shown in the present paper, it proves that that the linear relation (1.5) to which initial system (1.3) has been recast is always amenable to an explicit inversion for any right-hand side , the inverse matrix involving also Hypergeometric polynomials. This consequently solves system (1.3) explicitly, hence integral equation (1.1).
Beside the initial motivation stemming from an integral equation, the remarkable structure of the inversion scheme obtained in this paper brings a new contribution to the realm of linear inversion formulas, namely infinite lower-triangular matrices with coefficients involving Hypergeometric polynomials; as shown in the following, other polynomial families can also be included in this pattern. In the following sub-section, we position the originality of the present contribution with respect to known inversion patterns.
1.2. State-of-the-art
We here review the known classes of linear inversion formulas provided by the recent literature, most of them motivated by problems from pure Combinatorics together with the determination of remarkable relations on special functions. Given a complex sequence , it has been early shown [2] that the lower triangular matrices and with coefficients
[TABLE]
for (with a product over an empty set being set 1) are inverses. These inversion formulas actually prove to be a particular case of the general Krattenthaler formulas [5] stating that, given complex sequences , and with for , the lower triangular matrices and with coefficients
[TABLE]
for , are inverses; the proof of (1.7) relies on the existence of linear operators , on the linear space of formal Laurent series such that
[TABLE]
where ; the partial Laurent series , , for the inverse inverse can then be expressed in terms of the adjoint operator of . A generalization of inverse relation (1.7) to the multi-dimensional case when with indexes , for some integer has also been provided in [9]; as an application, the obtained relations bring summation formulas for multidimensional basic hypergeometric series.
The lower triangular matrix introduced in (1.5)-(1.6), however, cannot be cast into the specific product form (1.7) for its inversion: in fact, such a product form for the coefficients of should involve the zeros , of the Hypergeometric polynomial , , in variable ; but such zeros depend on all indexes , and , which precludes the use of a factorization such as (1.7) where sequences with one index only intervene. In this paper, using functional operations on specific generating series related to its coefficients, we will show how matrix can be nevertheless inverted through a fully explicit procedure.
1.3. Paper contribution
Our main contributions can be summarized as follows:
in Section 2, we first establish an inversion criterion for a class of infinite lower-triangular matrices, which enables us to state the inversion formula for the considered class of lower triangular matrices with Hypergeometric polynomials;
in Section 3, functional relations are obtained for ordinary (resp. exponential) generating functions of sequences related by the inversion formula;
applying the latter general results, the infinite linear system (1.5) motivated above is fully solved; both the ordinary and exponential generating functions associated with its solution are, in particular, given an integral representation (Section 4.1). Finally, matrices depending on other families of special polynomials β namely, generalized Laguerre polynomials, are discussed as specific cases of our general inversion scheme (Section 4.2).
2. Lower-Triangular Systems
Let and be complex sequences such that and denote by and their respective exponential generating series, i.e.,
[TABLE]
in the following, we will use the notation for the coefficient of , , in power series . For all , define the infinite lower-triangular matrices and by
[TABLE]
for (, , , denotes the Pochhammer symbol ([6], Β§5.2(iii)) with ). From definition (2.2), matrices and have diagonal elements equal to , , and are thus invertible.
2.1. An inversion criterion
We first state the following inversion criterion.
Proposition 2.1**.**
Matrices and are inverse of each other if and only if the condition
[TABLE]
on functions and holds.
The proof of Proposition 2.1 requires the following technical lemma whose proof is deferred to Appendix 5.1.
Lemma 2.1**.**
Let and complex numbers , . Defining
[TABLE]
we have
[TABLE]
where denotes the logarithmic derivative .
We now proceed with the justification of Proposition 2.1.
Proof.
and being lower-triangular, so is their product . After definition (2.2), the coefficient , (where the latter sum over index is actually finite), of matrix reads
[TABLE]
after writing for any positive integer , that is,
[TABLE]
Exchanging the summation order in (2.5) further gives
[TABLE]
with and where the latter summation on index equivalently reads
[TABLE]
with the index change and the notation of Lemma 2.1. The expression (2.6) for coefficient consequently reduces to
[TABLE]
and we are left to calculate for all non negative and . By Lemma 2.1 applied to and , we successively derive that
- (a)
if , formula (2.4) entails
[TABLE]
as for all non negative integers and , each fraction of the latter expression vanishes and thus
[TABLE]
- (b)
if , formula (2.4) entails
[TABLE]
We have while function has a polar singularity at every non positive integer; the limit (2.9) is therefore indeterminate () but this is solved by invoking the reflection formula , , for function ([6], Chap.5, Β§5.5.4). In fact, applying the latter to first gives whence
[TABLE]
besides, the second term in (2.9) has a finite limit when since so that tends to a positive integer. From (2.9) and the latter discussion, we are left with
[TABLE]
In view of the previous items (a) and (b), identities (2.9) and (2.10) together reduce expression (2.7) to
[TABLE]
where and denote the exponential generating function of the sequence and the sequence , respectively. It follows that is the identity matrix if and only if condition (2.3) holds, as claimed. β
Following the proof of Proposition 2.1, the same arguments apply to the general case when the sequences and associated with lower-triangular matrices and are also given for each pair of indexes , that is,
[TABLE]
for . Condition (2.3) for then simply extends to
[TABLE]
where (resp. ) denotes the exponential generating function of the sequence (resp. ) for given . This straightforward generalization of Proposition 2.1 will be hereafter invoked to verify the inversion criterion.
2.2. The inversion formula
We now formulate the inversion formula for lower-triangular matrices involving Hypergeometric polynomials.
Theorem 2.1**.**
Let and define the lower-triangular matrices and by
[TABLE]
for . For any pair of complex sequences and , the inversion formula
[TABLE]
holds.
Remark 2.1**.**
a) Note that the factor in the definition (2.13) of matrix is always well-defined although the third argument is a negative integer; in fact, given , write by definition ([6], 15.2.1)
[TABLE]
and the denominator therefore never vanishes for all indexes ;
b) the polynomial factors and respectively intervening in coefficients and in definition (2.13) are deduced from each other by the substitution . This simple substitution, however, does not leave the remaining factor invariant and thus cannot carry out by itself the inversion scheme (2.14).
Proof.
To show that , it is sufficient to verify criterion (2.12). From (2.11), we first specify the associated sequences and for a given pair . On one hand, (2.15) entails , , for given and, in particular, ; similarly, write
[TABLE]
so that , , for given with . Let and respectively denote the exponential generating function of these sequences and ; the product is then given by
[TABLE]
where
[TABLE]
Let then ; from expression (2.17), we derive
[TABLE]
after writing the Pochhammer symbol for and noting that . Reducing the latter expression of gives
[TABLE]
where we introduce the sums (after decomposing )
[TABLE]
To calculate , note that this equals to the coefficient of in the power series expansion of the product
[TABLE]
so that
[TABLE]
As to the sum , it equals the coefficient of in the power series expansion of the product
[TABLE]
so that
[TABLE]
Using formulas (2.19) and (2.20) for sums and , the expression (2.18) for then easily reduces to
[TABLE]
With the series expansion , expression (2.21) for then gives
[TABLE]
by definition of the Pochhammer symbol, and the relation applied to the argument entails
[TABLE]
so that for . Now if , (2.21) reduces to
[TABLE]
The inversion condition (2.12) for is therefore fulfilled for all and we conclude that inverse relation (2.14) holds for any pair of sequences and . β
3. Generating functions
As a direct consequence of Theorem 2.1, remarkable functional relations can be derived for the ordinary (resp. exponential) generating functions of sequences related by the inversion formula. We first address ordinary generating functions and state the following reciprocal relations.
Corollary 3.1**.**
For given complex parameters and , let and be sequences related by the inversion formulas (2.14) of Theorem 2.1, that is, .
Denote by and the formal ordinary generating series of and , respectively. Defining the mapping (depending on parameters and ) by
[TABLE]
the relation
[TABLE]
holds. Conversely, is given in terms of by
[TABLE]
where is the inverse mapping .
Proof.
a) From the definition (2.13) of matrix , the generating function of the sequence is given by
[TABLE]
after changing the summation order; using the expression (2.16) for the Hypergeometric coefficient , we then obtain
[TABLE]
and the index change , , yields
[TABLE]
where the last sum on index readily equals
[TABLE]
the latest expression of consequently reads
[TABLE]
Using successively identity and its term-to-term derivative with respect to , the sum (3.4) reduces to
[TABLE]
with defined as in (3.1). Writing
[TABLE]
eventually entails relation (3.2).
b) For any parameters and , the function is analytic in a neigborhood of , with and as , hence . By the Implicit Function Theorem, has an analytic inverse in a neighborhood of and the inversion of (3.2) provides (3.3), as claimed. β
Relation (3.3) between formal generating series can also be understood as a functional identity between the analytic functions and in some neighborhood of the origin in the complex plane. Now, Corollary 3.1 can be supplemented by making explicit the inverse mapping involved in the reciprocal relation (3.3); to this end, we state some preliminary properties (in the sequel, will denote the determination of the logarithm in the complex plane cut along the negative semi-axis with ).
Lemma 3.1**.**
a) Let where
[TABLE]
The power series
[TABLE]
is given by
[TABLE]
where denotes the unique analytic solution (depending on ) to the implicit equation
[TABLE]
verifying .
b) Function is the solution to the differential equation
[TABLE]
with .
The proof of Lemma 3.1 is detailed in Appendix 5.2. Quite remarkably, function will also prove useful in Section 4 for the derivation of the generating function of the solution to the particular system (1.3).
Corollary 3.2**.**
For all and , the inverse mapping of defined in (3.1) can be expressed by
[TABLE]
in terms of power series defined in Lemma 3.1.
Proof.
(i) The homographic transform with has an inverse defined by is involutive, that is, with inverse
[TABLE]
(it is thus an involution). Let then with function defined as in (3.1); we first claim that the corresponding equals where is the function defined by the implicit equation (3.6). In fact, definition (3.1) for and expression (3.9) for in terms of together entail
[TABLE]
and the two sides of the latter equalities give , hence the identity , as claimed.
(ii) The corresponding inverse can now be expressed as follows; equality (3.5) applied to can be first solved for , giving
[TABLE]
it then follows from (3.9) and this expression of that
[TABLE]
which easily reduces to formula (3.8). β
We now turn to the derivation of identities between the exponential generating functions of any pair of related sequences and .
Corollary 3.3**.**
Given sequences and related by the inversion formulae , the exponential generating function of the sequence can be expressed by
[TABLE]
** denotes the Confluent Hypergeometric function with parameters , .**
Proof.
A calculation similar to that of Corollary 3.1 gives
[TABLE]
as , the latter reduces to
[TABLE]
which, from the expansion of in powers of , yields (3.10). β
Expression (3.10), however, does not generally relate to the exponential generating function of the sequence . We have neither been able to obtain any remarkable identity for the exponential generating function in terms of .
4. Applications
We first apply (Section 4.1) the inversion formula of Theorem 2.1 and the associated relations between generating functions (Corollaries 3.1 and 3.3) to the resolution of the infinite linear system (1.3) motivated in the Introduction. Specific extensions of the inversion formula to other families of special polynomials are finally stated (Section 4.2).
4.1. Resolution of infinite system (1.3)
The resolution of integral equation (1.1) has been reduced to that of infinite triangular system (1.3), whose solution can now be expressed as follows.
Corollary 4.1**.**
The unique solution to system (1.3) is given by
[TABLE]
for all .
Proof.
By expression (1.4) for the coefficients of lower-triangular matrix , equation (1.3) equivalently reads
[TABLE]
when setting
[TABLE]
The application of inversion Theorem 2.1 to lower-triangular system (4.2) readily provides the solution sequence in terms of the sequence ; using then transformation (4.3), the final solution (4.1) for the sequence follows. β
The coefficients , , of the right-hand side of system (1.3) can be actually represented by the integral [4]
[TABLE]
where is the given function defined by
[TABLE]
for some real parameters and . From the integral representation (4.4) of coefficients , , and as an application of Corollary 3.1, the generating function of the solution to system (1.3) can now be given the following integral representation.
Corollary 4.2**.**
The generating function of the solution to system (1.3) is given by
[TABLE]
with kernel defined by
[TABLE]
for small enough , setting and with function given in Lemma 3.1.a).
Proof.
We first calculate the generating function of the reduced sequence introduced in (4.3). Using the representation (4.4) of , , we have
[TABLE]
that is,
[TABLE]
Assume that, for given and all . is small enough so that the arguments and in the latter integrand together pertain to the open disk centered at the origin and with radius , as given in Lemma 3.1. The series introduced in Lemma 3.1 then enables us to obtain
[TABLE]
for small enough , where denotes the first derivative of function ; using then the differential equation (3.7) for the difference applied to the argument , formula (4.6) equivalently reads
[TABLE]
in terms of function only. Now, by relation (3.2) of Corollary 3.1, the generating function of the reduced sequence and are related by
[TABLE]
using (4.7) in the latter expression and noting from relation (4.3) between sequences and that
[TABLE]
for small enough eventually yields (4.5), as claimed. β
As an application of Corollary 3.3, we now derive the exponential generating function of the solution . Note that the notation for the generating function of this sequence used below is equivalent to the notation introduced in (1.2) for the entire solution to integral equation (1.1).
Corollary 4.3**.**
For and , the exponential generating function of the solution to system (1.3) can be given the double integral representation
[TABLE]
with kernel defined by
[TABLE]
for all , where we set .
Proof.
Using the integral representation of the Confluent Hypergeometric function ([6], Chap.13, 13.4.1), write
[TABLE]
for all and with ; applying then relation (3.10) between sequences and , on account of formula (4.3) for in terms of sequence , we obtain
[TABLE]
which, after the reflection formula ([6], Β§5.5.3) applied to the argument , reads
[TABLE]
Now, using the integral representation of the sequence given in (4.4) and inverting the integration (in both variables and ) and series summation orders, the latter identity for yields
[TABLE]
Writing , , we easily obtain the formulas
[TABLE]
(the latter following by differentiation of the former with respect to variable ); applying these formulas to the summation of the series in expression (4.10) (when successively setting and ) then gives
[TABLE]
with given as in the Corollary. Noting from relation (4.3) between sequences and that
[TABLE]
eventually yields the final representation (4.8), as claimed. β
The integral representation of obtained in Corollary 4.3 in the case when can be extended to a larger domain of values of parameter , provided that the integral w.r.t. variable is replaced by a contour integral in the complex plane. In this manner, we can assert the following.
Corollary 4.4**.**
For and , the exponential generating function of the solution to (1.3) can be given the double integral representation
[TABLE]
with kernel defined by
[TABLE]
for all , where we set .
(The contour in integral (4.12) in variable is a loop starting and ending at point , and encircling point once in the positive sense).
Proof.
Invoke the Kummer transformation ([6], Chap.13, 13.2.39) to write
[TABLE]
together with the integral representation of the Confluent Hypergeometric function ([6], Chap.13, 13.4.9)
[TABLE]
for and . On account of (4.13) and (4.14) applied to for and , relation (3.10) between sequences and now reads
[TABLE]
for ; all factors depending on the function in (4.15) cancel out and the latter reduces to
[TABLE]
Using the integral representation (4.4) of the sequence and performing the exponential series summations then easily yields formula (4.12) for . β
4.2. Consequences of the inversion formulas
We now show how matrices involving other special polynomials can be recast into our general inversion scheme (2.14). Let denote the generalized Laguerre polynomial with order and parameter .
Corollary 4.5**.**
Let and define the lower-triangular matrices and by
[TABLE]
for . For any pair of complex sequences and , the inversion formula
[TABLE]
holds.
Proof.
Applying the substitution in definition (2.13), and using the fact that for large and given , expression (2.15) gives
[TABLE]
when . This limit statement equivalently reads
[TABLE]
for given , and , denoting the first Kummer function with parameters and ([6], 13.2.2); in the present case of a negative integer parameter , the Kummer function further relates to the generalized Laguerre polynomial by the identity ([6], 13.6.19)
[TABLE]
where the latter binomial coefficient simply reduces to after elementary manipulation. From the latter discussion and identity (4.18), we therefore derive that the scaled coefficient has the limit
[TABLE]
with given and complex . In a similar manner, definition (2.13) entails that the scaled coefficient has the limit
[TABLE]
where relates in turn to the Laguerre polynomial via
[TABLE]
and where the binomial coefficient reduces to . From the previous results and identity (4.20), we deduce that the scaled coefficient tends to
[TABLE]
for given and complex . Inversion formulae (4.17) with the required matrices and consequently follow. β
5. Appendix
5.1. Proof of Lemma 2.1
a) By the reflection formula , ([6], Β§5.5.3), applied to the argument , the generic term of the sum equivalently reads
[TABLE]
and Stirlingβs formula ([6], Β§5.11.3) for large entails that ; the series is therefore convergent if and only if . Write then the finite sum as the difference
[TABLE]
applying similarly the reflection formula to the argument for the second sum, we obtain
[TABLE]
when introducing Pochhammer symbols of order , hence
[TABLE]
after the definition of the Hypergeometric function . Now, recall the identity ([3], Β§9.122.1)
[TABLE]
when aplying (5.1) to the values , , (resp. , , ), the latter sum consequently reduces to
[TABLE]
By the reflection formula for function again, we have
[TABLE]
so that expression (5.2) eventually yields
[TABLE]
which states the first identity (2.4) for .
b) Besides, the reflection formula of function applied to enables us to write as
[TABLE]
after the expansion formula ([6], Chap.5, Β§5.7.6) for function and the second identity (2.4) for follows.
c) The first identity (2.4) stated for defines an analytic function of variables and for ; besides, it is easily verified that this function has the limit given by when . On the other hand, the finite sum defines itself an entire function of and ; by analytic continuation, identity (2.4) consequently holds for any pair
5.2. Proof of Lemma 3.1
a) We first determine the convergence radius of the power series in terms of complex parameter . For large ,
if and , that is, if , the generic term of this series is asymptotic to
[TABLE]
after Stirlingβs formula for large with , ([6], Chap.5, 5.11.3) , and where we set ;
if and (the parameter is consequently real), that is, , write after the reflection formula so that the generic term is now asymptotic to
[TABLE]
after Stirlingβs formula (ibid.) and where ;
finally if , that is, if , write together with after the reflection formula so that the generic term is asymptotic to
[TABLE]
after Stirlingβs formula and where . By the latter discussion, it therefore follows that the power series has the finite convergence radius with defined by
[TABLE]
as given in Lemma 3.1.
Now, by the above expression of for , write
[TABLE]
for all , where we set and . From ([7], Problem 216, p.146, p. 349), it is known that
[TABLE]
for any pair and , where denotes the unique solution to the implicit equation with . By expression (5.3) and relation (5.4) applied to the specific values and , we can consequently assert that the series equals
[TABLE]
for , as claimed. The validity of equality (3.5) for real follows by analytic continuation.
b) By differentiating the implicit relation (3.6) at point , we obtain the equality , hence
[TABLE]
after using relation (3.6) again for ; using relation (3.5), the latter expression for consequently reduces to
[TABLE]
Now, differentiating (3.5) at point and using (5.5) yields
[TABLE]
but solving (3.5) for in terms of readily gives the rational expressions
[TABLE]
which, once replaced into the right-hand side of (5.6), entail
[TABLE]
and readily provide differential equation (3.7) after algebraic reduction
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