Feinsilver, Schott - Algebraic Structures and Operator Calculus. Vol 2, Special Functions & Computer Science (Kluwer 1994) PDF

Algebraic Structures and Operator Calculus
Mathematics and Its Applications
Managing Editor:
M . HAZEWINKEL
Centre for Mathematics and Computer Science, Amsterdam, The Netherlands
Also of interest:
Algebraic Structures and Operator Calculus . Volume I.- Representations and Probability
Theory, by P. Feinsilver and R . Schott, 1993, x + 224 pp., ISBN 0-7923-2116-2, MAIA 241 .
Volume 292
Algebraic Structures
and Operator Calculus
Volume II :
Special Functions
and Computer Science
by
Philip Feinsilver
Department of Mathematics,
Southern Illinois University,
Carbondale, Illinois, U.S.A .
and
Rene Schott
CRIN,
Universite; de Nancy 1,
Vandoeuvre-les-Nancy, France
1 0
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To our parents
In memoriam : Leo and Cecilia, Joseph and Anne
Table of Contents
Preface ix
Introduction
I . General remarks 1
II . Some notations 2
III . Orthogonal polynomials and continued fractions 3
IV . Bessel functions, Lommel polynomials, theta functions 5
V . Some analytic techniques 7
VI . Polynomials : reference information 9
Chapter 1 Basic Data Structures

I . Basic data structures 14
II . Dynamic data structures 18
Chapter 2 Data Structures and Orthogonal Polynomials

I . Dynamic data structures : Knuth's model 24
II. Mutual exclusion 49
III. Elements of duality theory 52
Chapter 3 Applications of Bessel Functions and Lommel Polynomials

I. Analysis of the symbol table in Knuth's model 54
II . Analysis of some concurrent algorithms 65
Chapter 4 Fourier Transform on Finite Groups and Related Transforms

I . Basic definitions and properties 76
II . Fourier transform on finite abelian groups 89
III . Krawtchouk polynomials and finite probability theory 91
IV . Appell states 99
V . Orthogonal polynomial expansions via Fourier transform 104
Chapter 5 YoungTableaux and Combinatorial Enumeration in Parallel

Processing
I . Representations of the symmetric group 112
II . Clustering distributions 122
III . Inversion of circulants 129
IV . Young tableaux and combinatorial enumeration in parallel processing 136
References 139
Index 145
vii
Preface
In this volume we will present some applications of special functions in computer

science . This largely consists of adaptations of articles that have appeared in the literature .
Here they are presented in a format made accessible for the non-expert by providing some
context . The material on group representations and Young tableaux is introductory in
nature . However, the algebraic approach of Chapter 2 is original to the authors and has
not appeared previously. Similarly, the material and approach based on Appell states, so
formulated, is presented here for the first time .
As in all volumes of this series, this one is suitable for self-study by researchers . It is
as well appropriate as a text for a course or advanced seminar .
The solutions are tackled with the help of various analytical techniques, such as gen-
erating functions, and probabilistic methods/insights appear regularly . An interesting
feature is that, as has been the case in classical applications to physics, special functions
arise - here in complexity analysis . And, as in physics, their appearance indicates an
underlying Lie structure .
Our primary audience is applied mathematicians and theoretical computer scientists .

We are quite sure that pure mathematicians will find this volume interesting and useful as
well .
We expect this volume to have a utility between a reference and a monograph . We

wish to make available in one volume a group of works and results scattered in the literature
while providing some background to the mathematics involved which the reader will no
doubt find appealing in its own right .
The authors gratefully acknowledge AFCET, Universite de Nancy I, Southern Illinois

University, INRIA, and NATO, for support while various parts of this work were carried
out .
ix
INTRODUCTION
General remarks
In this volume, we present some applications of algebraic, analytic, and probabilistic

methods to some problems in computer science. Special functions, notably orthogonal
polynomials, and Bessel functions will appear.
In Chapter J, we present the basic data structures we will be studying and introduce
the ideas guiding the analysis. Chapter 2 presents applications of orthogonal polynomials
and continued fractions to the analysis of dynamic data structures in the model introduced
by J. Frangon and D.E. Knuth, called Knuth's model. The approach here is original
with this exposition. The underlying algebraic/analytic structures play a prominent role.
Chapter 3 presents some results involving Bessel functions and Lommel polynomials arising
from a study of the behavior of the symbol table. Then, in another direction, theta
functions come up as solutions of the heat equation on bounded domains, describing the
limiting behavior of the evolution of stacks and the banker's algorithm. In Chapter 4 we
present some basic material on representations of finite groups, including Fourier transform.
Then Fourier transform is considered in more detail for abelian groups, particularly cyclic
groups. Next we look at Krawtchouk polynomials, which arise in a variety of ways, e.g.,
in the study of random walks. The concluding Chapter 5 discusses representations of the
symmetric group and connections with Young tableaux. Then, a variety of applications of
Young tableaux are shown, including examples related to questions in parallel processing.
Chapters 4 and 5 mainly include material from the literature that we find particularly
interesting as well as some new approaches. It is hoped that the reader will find these
chapters to be useful as background for further study as well as providing examples having
effective illustrative and reference value.
R e m a r k . The remainder of this introductory chapter provides some basic information

that the reader may find useful, and is included so that the volume is fairly self-contained.
Here one can find the notational conventions used in this volume; they are consistent
with those of Volume 1. Many formulas and much information may be found in the
Handbook by Abrajnowitz&Stegun [2], an overall very handy reference for the material of
this chapter and for properties of the special functions used throughout this volume. Also,
see Rainville[73].
2 INTRODUCTION
II. Some notations
1. First, we recall the gamma and beta functions, given by the integrals
r(x)= / t^-ifi-'dt
Jo (2.1)
r(x + y) Jo
for R e x , Hey > 0.
2. In hypergeometric functions, we use the standard Pochammer notation:
r(a + 6)
(^)'^ r(a)
where T denotes the gamma function. Thus, we have for binomial coeiEcients:
©=<-"' A:!
3. For hypergeometric functions
a i , a ^ , . . . , dp A ^ v ^ (ai)n(a2)n---(ap)n x"
for integer p,q >0. For example, we have
(fl)n(fe)« n
2-ro
71 = 0
= 1 + a6a; + a ( a + 1 ) 6 ( 6 + l ) i V 2 + ---
4. For Stirling numbers, we use Sn,k and s^^k for Stirling numbers of the first and
second kinds, respectively. They may be defined by the relations:
(x)„ = Y^S„,kx''
k=0
'Tn (2-2)
x" = ^ . „ , t ( - l ) " - * ( x ) ,
t=o
See Knuth[53], p. 65fF. (where, however, a different notation is used).
5. For finite sets E, we denote the cardinality of E by \E\ or # E .
INTRODUCTION 3
III. O r t h o g o n a l p o l y n o m i a l s and continued fractions
Orthogonal polynomials arise frequently as solutions to three-term recurrence relations.

A standard reference on orthogonal polynomials is Szego[81]. For our work Chihara[10] is
a useful reference as well.
3.1 ORTHOGONAL POLYNOMIALS
Given a bounded, nondecreasing function F{x) on R , we define a corresponding Stieltjes

measure dF{x). The moments of dF are defined by
We will take F to be normalized so that ô = 1- It is assumed that the moments exist for
all n > 0. Integration with respect to dF, m,athem,atical expectation or expected value ,
is denoted by angle brackets ( • )
{f(X))= r f(x)dF(x) (3.1.1)

J — CO
in particular, we can write the moments as Hn = {X"). In the discrete case, we have a
probability sequence (discrete distribution), {pk }k>o, satisfying p* > 0, ^ p ^ t = 1, with
corresponding moments
/^n = Y^(ak)"pk
k=0
where at denotes the value taken on with corresponding probability pk- In the (absolutely)
continuous case, we have a nonnegative density function p{x), and
fJ'n = I x" p{x)dx

J — oo
We define an inner product (•, •} on the set of polynomials, which is the mathematical
expectation of their product. On the basis { x" }, this is given in terms of the moments:
{X",X"'} = ( X " . X ' " ) = / X^-X"" dF{x) = fXn+m

J — oo
The corresponding sequence of orthogonal polynomials, { <j>„{x) }n>Oi say, may be deter-
mined by applying the Gram-Schmidt orthogonalization procedure to the basis { a;" }. The
polynomials { <f>n{x) } satisfy
M^)^m{x)dF{x) = n"' ^ , ^ (3.1.2)

4 INTRODUCTION
where 7„ are the squared norms. We normalize 70 to 1.
With (f>„{x) = x" + • • •, monic polynomials, the { <j>„{x) } satisfy a three-term recur-
rence relation of the form:
X<f>Ti= <i)n+\+ 0,n<t>n-'rhn4>„-l (3.1.3)
with ?io = 1, (^1 = X — ao. Orthogonality, comparing (a;i^„,(^„_i) = 6n7n-i with

{4>n,x4in-\) = 7n, yields the relation:
ln=Wh---hn (3.1.4)
3.2 CONTINUED FRACTIONS
A general reference for continued fractions is Jones&Thron[47]. Two sequences of (real

or complex) numbers { a„ }n>i> { ^n }n>o determine a continued fraction:
6o -I- ai hi -f- 02/62 + . . . + a„/fe„ -H . . .
which is the limit as n —» oo of the approximants:
—^ = 60 + 0.1 ^bi + 02/62 + • - • + a„/bn
P„ and Q„ are the n"" partial numerators and partiaJ denominators, respectively. They
satisfy the recurrence relations:
U„ = b„Un-l + anUn-2 (3.2.1)
with initial conditions
P _ i = l , Po=6o, g _ i = 0 , Qo = l
respectively. One may remark that this setup corresponds to the matrix relations:
Q
5n Pn J \an b„J \ai bi J \1 bo J
INTRODUCTION 5
3.2.1 Connection with orthogonal polynomials

Consider the continued fraction
1 / l - aox - Wx^ j l -axx- hix'^ j ... j l - a „ _ i z - 6„a;^ / . . . (3.2.1.1)
From equation (3.2.1), the partial numerators and denominators satisfy
"n+i = (1 - a.nx)un - &„a;^t<„_i
for n > 1, where the numerator poJynomiais, P„{x), satisfy the initial conditions PQ = 0,
Pi = 1, and the denominator polynomials, Qn{x), satisfy Qo = 1, Qi = 1 — aox.
The reciprocal polynomials, j/'„(a;), defined as
M^) = ^"Qn{l/x)
satisfy the three-term recurrence
xtj^n = ipn+i + a„tl;„ + b„'ipn-.t (3.2.1.2)
with initial conditions I/JO = 1, V"! = ^^ — tio- These give a sequence of orthogoned polyno-
mials with squared norms 7n = &1&2 • • • 6„, n > 0.
IV. B e s s e l functions, L o m m e l p o l y n o m i a l s , t h e t a functions
4.1 BESSEL FUNCTIONS AND LOMMEL POLYNOMIALS
The reader is referred to G.N. Watson's [84] treatise for an extensive presentation of
the theory of Bessel functions. Here we indicate the features that are important for our
applications.
The Bessel function J„ is defined by :
..M = (./yE„'r'ritt)
. . . . J r ( n + « + l) <"•"
This function arises as the solution of the differential equation
cPu 1 du /. v^
In the present study, a principal feature of Bessel functions is the fundamental recurrence:
2iyz-'j^{z) = J^+i{z) + J.-i{z) (4.1.3)

6 INTRODUCTION
Iterating this recurrence, Lommel polynomials come up as the coefficients expressing

J^j^„(z) as a linear combination of Jv{z) and Jv-i(z)'.
This holds for nonnegative integer n. F o r n = 1, wehave/li,i,(z) = 2i^/2r, while i?o,i/(-2) = 1-

The Lommel polynomials satisfy the recurrence
2z-'^{n + v)R„= R„+i + Rn-i
with the initial conditions i i _ i = 0, iio = 1- The i?„ may be given explicitly in the form
[«/2] / ,x , . /„x n-2k
«..W^ g (";')(-)* ^ 0 )
*:=0
They are used to solve the recurrence
X ^ n = V'n+l + e ~ ' " V ' n + ^ n - l (4.1.5)
which has as general solution
i>„ - CiJ?„,_£^{-2e) - C2iZn-i,i-£2:(-2e)
i.e., with initial values ^ _ i = C2, </'o — c\- Eq. (4.1.4) can be interpreted as expressing the
solution to x-\\)n — ^n+\ + e~^nipri + «/'n-i in the form
Jnêx(~2e) = J-^^{-2e)R„,-exi-2s) - J-i^,^{~2e)Rn-i,i-exi-2£) (4.1.6)
which combines features of both eqs. (4.1.3), (4.1.4).
4.2 THETA FUNCTIONS
The four Jacobi theta functions are given by

oo
î{z,q)= Y, (-l)"9^"+^''^''sin(2n + l)2
? l = —OO
OO
,?2(2,g)= Yl 9^"+'^'''cos(2n + l)z

n = —OO
oo
^3(-^,?)= 2v ^" cos2nz
n = —oo
oo
M^^l)= Y (-l)"9"'cos2n^
INTRODUCTION 7
V. S o m e analytic techniques
Here we indicate some basic analytic techniques that will be used. Included are: asymp-
totic behavior of coefficients of a power series, central limit approximation of sums involving
binomial coefficients, and Lagrange inversion.
5.1 BASICS OF ASYMPTOTICS
oo
Let f{z) — 2_^ Onz" be analytic in a neighborhood of 0 in the complex plane. We are
n=0
interested in the behavior of |a„| as n ^ oo. The easiest observation is:
oo
5.1.1 P r o p o s i t i o n . Let f{z) = V^ ctn-^" be analytic in a disk of radius R > 1. Then
n=0
the coefficients an decrease exponentially fast.
Proof: The terms of the series 2 ^ Q |c(„|(iJ — e)" converge to zero for any e > 0.
Choose e so that R~ e > 1. •
Because of this, one looks for the singularities of functions when it is known that the
coefficients a„ grow as n —» oo. For our purposes, the following suffices.
5.1.2 L e m m a . Let f{z) = S ^ o * * " ^ " ^'^ meromorphic, analytic in a neighborhood of
0 in the complex plane. Let ^ denote the pole of f nearest to the origin. If ( is a poJe of
order p, then we have the estimate
, , A nP-i
r(p) c"+p
where A = lim f(z){z — C)*".
Proof: Write g{z) = f{z) • {z - CY- So A = g{0 and
where the second term has at most a pole of order < p. Now, for \z\ < |C|, the binomial
theorem implies
At a pole of larger modulus, the same estimate gives a rate of growth exponentially slower,
whereas terms of lower order poles grow at correspondingly lower powers of n. •
See Flajolet-Vitter[28] for more along these lines.
8 INTRODUCTION
5.2 CENTRAL LIMIT APPROXIMATION
The central limit approximation is a detailed application of the theorem of DeMoivre-

Laplace that one can approximate sums involving binomial coefficients, interpreted as
taking expectations with respect to binomial distributions, by Gaussian integrals. Here is
a useful version.
5.2.1 L e m m a . Let f be a polynomial. Then, as N —* oo,
Another formulation of the same statement is:
N \ /' N
2-2"' y/Nda
k + N/2) ^ \N/2
where k = avN. In particular, we have

5.2.2 L e m m a . For p > 0, as iV —> 00,
2 / ^ 1 / 1
.,4-',,^
|*|<iV/2
{k
^
+ N/2j
' •" \
\NI2)
' / » ^ ^V
Proof: This follows from the above remarks and the Gaussian integral
oo J.OO
/
a'^'e-^'^" da = 2 a^^g-^"' da
-00 Jo
= 7rTT7^ / t^-'^'e-'dt
2P+1/2 y^,
= ^ r ( p + i/2)
via the substitution t = 2a^. The result follows, using r ( | ) = y/n. •
See Canfield[9] for more information on this topic.
5.3 LAGRANGE INVERSION
Given a function, / , analytic in a neighborhood of XQ, that is locally one-to-one, write

y = f{x). Lagrange inversion provides a way of finding expansions of functions of x in
terms of the variable y. In particular, the relation x = f~^{y) is the inverse of / . The idea
is that we want the expansion in terms of y of any function g{x) analytic in a neighborhood
of xo.
INTRODUCTION
5.3.1 P r o p o s i t i o n . Let y = f{x) be anaJyfic near XQ, yo = f{xo), with / ' ( x o ) 7^ 0.

For g analytic near xo, the Lagrange inversion formula gives the expansion
k-\
I, s I X Xo
k=l ^ ' fix) - yo
See Sansone-Gerretsen[79] for details. The proof uses Cauchy's integral formula and
integration by parts.
VI. P o l y n o m i a l s : reference information
Here we include some basic reference material on the classes of orthogonal polynomials
that come up, notably in the study of dynamic d a t a structures. In general, references are
Szego[81] and Chihara[10].
First we note
1. The inner product is denoted by angle brackets (•,•), thus
f(x)gix)dFix)
-00
In particular, for an orthogonal sequence {<!>„}, we have
{<l>n,4>m) = j 'i>nix)(j>mix)dF{x) =Jn6„m

J —00
where 6nm is Kronecker's delta equal to 1 if n = m, 0 otherwise, and 7„ are the

squared norms.
2. The moment generating function denotes a generating function for the sequence
of moments {^n }• Note that for symmetric distributions, where the odd moments
vanish, we often write the generating function for { n^n }•
6.1 POLYNOMIALS CORRESPONDING TO DISCRETE DISTRIBUTIONS
Here we list basic information on polynomials orthogonal with respect to the binomial
and Poisson distributions, respectively.
• Binomial distribution — Krawtchouk polynomials { Kn{x) }

Recurrence formula
X Kn - A'„+i + n{N - n + l)A'„_i
with A'o = 1, K\ = X.
10 INTRODUCTION
Measure of orthogonality and squared norms
{Kn, Km) = 2-^^ ^ ( , )K,,{2k - N)Kmi2k - N) = y„ 6„^
jn = n\{-in-N)„
Moment generating function
V —r/^n = (cosh 5 ) ^
Generating function for the polynomials
N
T ^ K„(x) = (1 + t,)(^+^)/^(l - vY^-^y'
n=0
Formula for the Krawtchouk polynomials
lt=0
• Poisson distribution — Poisson-Charlier polynomials { P„{x,t) }

Recurrence formula
xPn= Pn+l + (< + n)Pn + tuPn-l
with Po = 1, Pi = a ; - t .
{Pn, P,n) =e-' ^ - Pnik)Pm{k) = 7 „ Sr,

4=0 •
7n = n\r
Moments
/in = Y^Sn^kt''
k
V —Ain = e x p ( i ( e ' - 1 ) )
n
n=0
INTRODUCTION 11
n=0
Formula for the Poisson-Charlier polynomials
P„(x,0 = (-ir^(")<"-*(-a.)*
jfc=o ^ ^
R e m a r k . The moments for the Poisson distribution are readily calculated by considering
/•oo oo
/ y^ dF[x) = e-* V
k=0
Differentiating n times with respect to j / , then setting y — 1, yields
/ xix-l)---{x-n + l)dF{x)= ( - l ) " ( - x ) „ d F ( T ) = <"

Jo Jo
Then the Stirling numbers of the second kind, eq. (2.2), convert these to the usual moments
given above.
6.2 POLYNOMIALS CORRESPONDING TO CONTINUOUS DISTRIBUTIONS
Here we have Tchebychev and Hermite polynomials. Recall that the Tchebychev poly-
nomials are determined according to
T„(cos $) = cos nO, Un{cos 9) = sin(n + \)9/ sin 6
The Hermite polynomials are orthogonal with respect to the Gaussian distribution.
• Tchebychev polynomials of the first kind { T„(a;) }

Recurrence formula
2x Tn = T„-^.l + Tn-i
with To = 1, Ti = X.
1 f^ dx
TT J-1 V l - X^
7n = 2 ' ^^'^
12 INTRODUCTION
Moments
n=0 yr^
1 — XV
^'"^'M-T^^^.
71 = 0
Formula for the Tchebychev polynomials of the first kind
[n/21
• Tchebychev polynomials of the second kind { U„{x) }

Recurrence formula
2xUn =U„+i+Un-l
with Uo =l,Ui = 2x.
2 yi
{Un,Um) —— / Uriix)Um{x)\/l - x'^ dx = 'y„S„„
7n = 1 , n>Q
Moments
2^ S /^2n - 2

INTRODUCTION 13
Formula for the Tchebychev polynomials of the second kind
[n/2]
k/n^\n-2k
*:=0 ^ ^
• Gaussian distribution — Hermite polynomials { Hn{x,i) }

Recurrence formula
xH„ = Hn+i + inHn-i
with Ho = 1, ffi = X.
-oo
7n = n\t"
Moments
n,l^ ( 2 » ) ! .n
^2n = ( 2 0 " ( | ) n = ^ ^ <
n=0
. n!
Formula for the Hermite polynomials
[n/2]
^ ' / r) \
k=0 ^ ^
Chapter 1 BASIC DATA S T R U C T U R E S
In this Chapter are introduced the basic data structures that will be the principal sub-
ject of the first two chapters (and part of Chapter 3). First, we introduce basic terminology
and constructions. In Chapter 2, detailed computations and results will be presented.
The structures discussed here are representations of files or lists of data stored in
a computer. The idea is to organize the data for ready access and effective use of the
information.
I. Basic d a t a s t r u c t u r e s
We start with a universe of elements, items. It is assumed that one can equip the universe
with a total order. Once given an order structure, the items are referred to as keys
1.1 Definition. A list is a sequence of items.
When the items can be ordered, i.e., when the list consists of keys, then one has a sorted or
unsorted list accordingly. Particular data types are determined according to operations
used to construct corresponding lists. A sequence of operations performed on a given
structure is represented as a word in a language with alphabet corresponding to the
operations allowed to be performed on the data structure. Here we consider structures
which permit insertions denoted by J, deletions , denoted D, and record searches
(examining items for information) called queries denoted Q"*" or Q~ according as the
result of the search was positive (successful) or negative (unsuccessful). This gives a basic
alphabet {I,D,Q+,Q-}.
R e m a r k . Since the words can be of arbitrary length, one could consider the set of infinite
sequences of letters, restricting to the subclass of tame sequences, having all but finitely
many components equal to e the 'empty symbol', denoting a blank, which thus would be
adjoined (formally) as part of the alphabet.
1.1 LINEAR LISTS AND DICTIONARIES
A basic structure of interest is the linear list. This is a list which is constructed using
only insertions and deletions.
1.1.1 Definition. A linear list is a list that admits the operations / and D only.
For purposes of illustration, we denote the items by lowercase letters { a, 6, c , . . . } and the
corresponding operations as a word using the alphabet { I,D}. For example, starting from
abc, inserting d, e, / , then deleting a and / might give successively: dabc, dabec, dabfec,
dbfec, dbec, corresponding to the word IIIDD. It is clear that many different lists may
correspond to a given sequence of operations. A main feature of the analysis is how to
deal with precisely this fact in determining the complexity of a particular structure.
Probably the simplest and most well-known example of a lineax list is the stack.
BASIC DATA STRUCTURES 15
1.1.2 Deflnition. A stack is a linear list for which the insertions and deletions are
all made at only one end of the list.
For a stack, a given word corresponds to only one possible set of consequences. In the
above example, after three insertions, the deletions would necessarily indicate removal of
/ and then e from the list.
1.1.1 Queues
Another important class of structures are queues.
1.1.1.1 Definition. A queue is a linear list for which insertions are made at one end
of the list and deletions are made at the other end.
As with a stack, a series of operations corresponds to only one possible set of consequences.
An important modification is the priority queue. We assume that the items are keys,
i.e., come from a totally ordered universe. In the priority queue, only the highest priority
item can be deleted, with priority according to the ordering of the keys.
1.1.1.2 Definition. A priority queue is a linear list of keys for which only the minimal
key may be deleted. Insertions are unrestricted.
1.1.2 Dictionaries
Dictionaries are modelled on the everyday notion of dictionary, i.e., queries, corresponding
to looking up information, arise. Thus, all four operations I, D, Q"*", Q~ are admitted.
The elements are keys.
1.1.2.1 Definition. A dictionary is a list of keys admitting the four o p e r a t i o n s / , Z),

Q+, Q--
A queue/dictionary structure that gives rise to an especially interesting mathematical
analysis is the symbol table. Here positive queries are admitted, but only the last key
inserted may be deleted. I.e.,
1.1.2.2 Definition. A symbol table is a list of keys admitting the three operations
/ , D, Q"*". Deletions operate only on the last (most recent) key inserted.
At this point it is not clear which structure is the most effective in a given situation.
The question is how to determine what practical implementations are most efficient. In
the next section we consider some basic data organizations — how the structures are
implemented in the machine. The mathematical analysis, average case analysis, gives one
an idea of the relative efficiency of the various data organizations.
16 CHAPTER 1
1.2 IMPLEMENTATIONS
We will be concerned primarily with linear lists, priority queues, dictionaries, and
symbol tables. Each of these data types may be implemented as sorted lists, for keys, as
well as unsorted lists. Additionally there are various implementations available for these
structures. Below, we illustrate the use of pagodas, a structure developed by Franôn,
Viennot& Vuillemin [35].
R e m a r k . Sorting algorithms are a good example of the differences that can arise between
worst-case and average-case behavior. Consider the most efficient sorting algorithm, 'quick-
sort', developed by C.A.R. Hoare. Analysis shows that this algorithm sorts a sequence of
n elements in an average time of the form O ( n l o g n ) , i.e., bounded by a constant times
n log 77. Comparison among all sorting algorithms yields the conclusion that quicksort is
the most efKcient on the average. However, the worst case, when the data is almost in
order at the start, is quite poor, taking on the order of n^ steps. Fortunately these worst
cases are rare. See Knuth[53], v. 3, p. 114ff.
For priority queues, in addition to sorted and unsorted lists, there are implementations
as binary tournaments and pagodas. The idea of these structures is to take advantage of
the priorities among the items.
Here we identify a priority queue of size n with a permutation of the integers from 1
to n, the keys. To these correspond labelled, rooted trees. The labels are the keys 1 , . . . , n.
First we recall the definition of a binary tree . A binary tree T is given recursively as
a triple T = {l{T),v{T),r{T)) where l(T) and r{T) are binary trees, the left and right
subtrees respectively of T, and v(T) is the label (value) of the root of T. The empty
tree is included in the definition of a binary tree. Similarly, a binary tournament is
defined recursively by the condition that the left and right subtrees of the root are binary
tournaments satisfying v{T) < min{ v{(): ( a node of 1{T) or r{T) }. In other words, for
any node (, its sons (' satisfy v{() < v{^'), priority increasing with the depth of the node.
R e m a r k . Various types of tournaments have been designed depending on the constraints

imposed. Heaps, AVL trees, 3-2 trees, binomial queues are among the most well known.
See Aho, Hopcroft&; Ullman[3], Knuth[53], Mehlhorn&Tsakalidis[68] for full discussions.
For example, consider the queue (permutation) 573961428. Successively taking out
the minimal values, partitioning accordingly, and otherwise keeping order, leads to the
following binary tournament:
1
/ \
3 2
/ \ ^ \
5 6 4 8
\ ^
7 9
or, adjoining O's so that every node has left and right subtrees, this can be represented by
the set of triples
a = (c,l,6) d = (0,4,0) g= (0,7,0)

h={d,2,h) e = (0,5,5) /i = (0,8,0)
c = (e,3,/) /=(»,6,0) i = (0,9,0)
For example, 6 = (d, 2, h) indicates that the node 2 has attached left subtree d ajid right
subtree h.
1.2.1 Pagodas
Now we are ready for the construction of pagodas. Start with a binary tournament T,
given as a set of triples (as above). The pagoda representation is a set of triples determined
as follows. For each subtree P, determine the left inverse subtree l''^{P) as the unique
subtree, Q, say, such that 1{Q) = P in the triple corresponding to Q. For example, in the
tournament of the previous section, we have /~^(e) = c. Similarly, determine the right
inverse subtree of P. Next, define recursively the leftmost descendant of a subtree P as
follows
i*( p> _ / -P' if KP) is empty
I ^*{KP)), otherwise
r*{P) is defined correspondingly. (Here, empty subtrees correspond to the O's in the triples
used in the representation given above for tournaments.) Now we have
1.2.1.1 Definition. Let T be a binary tournament. A •pagoda is a representation of
T as a set of triples (A(P), w(P), p{P)), one for each nonempty subtree P of T, such that
\(p\î^~\P)^ if r ^ P ) exists
^ ^ \l\P), otherwise
and
p(P)=(''~'(-P)' i f ' - " H ^ ) exists
r*[P), otherwise
Briefly, for each subtree locate its (left or right) ancestor if there is one; if none, then
give its furthest descendant. For example, the pagoda representation for the tournament
considered above is given by:
a = ( e , l,/i) d=(6,4,d) g = {g,7,e}

b = (d, 2,a) e = (c, b,g) h = (h, 8, ft)
c=(a,3,/) f = {i,6,c) t = {f,9,i)
Frangon, Viennot&Vuillemin[35] proved that, for implementing priority queues, the

pagoda has the best average complexity (see §1.5 of Chapter 2).
18 CHAPTER 1
II. Dynamic data structures
The motivation for studying dynamic data structures is to compare the efficiency of
the various data structures as implemented. How is one to analyze the behavior of these
systems? Two basic ideas are time costs and space costs, involving respectively the com-
plexity due to the number of operations involved and the complexity due to storage —
memory — requirements. Here we study time costs.
2.1 HISTORIES
We present a useful formalism. Let O denote the alphabet of operations, in our case we
have O C {I,D,Q'^,Q~ }. Thus, a word means a sequence of elements belonging to O.
We denote the set of words over the alphabet O hy O*. We want to count the number of
operations involved when the operations are performed on files under constraints imposed
according to the various data structures. First, we make a general definition, corresponding
to the necessary condition that a file cannot be of negative size.
2.1.1 Definition. For w £ O* and O £ O, denote by \w\o the number of times O
appears in w.
2.1.2 Definition. For w e C*, the height of w,/i(w), is defined by
h{'w) = \w\i - \W\D
Note that the difference between the number of insertions and deletions is just the size of
the file. Now we have
2.1.3 Definition. A schema is a word w = O1O2 • • • On € O* such that the sequence
of subwords Wi = O1O2 • • -Oi satisfies h(wi) > 0, for all i, 1 < i < n.
When counting file operations involving keys, we consider only their relative order.
The method of counting the number of ways an operation can be applied to a given file in a
given situation is determined by a sequence of nonnegative integers, ranks, corresponding
to (the relative ordering of) keys.
2.1.4 Definition. Let ri,...,r„ be a sequence of nonnegative integers, ranks . A
history is a sequence of ordered pairs { ( O i , r i ) , . . . ,{0„,r„) } such that O1O2 • • On is a
schema and r j , . . . , r „ are admissible ranks (for a given model).
The ranks allowed determine the particular models. Below, we discuss two models that
have been studied: the maricovian model and Knuth's model. So a model is determined
by the alphabet O and, for each data structure, the specification of allowed histories. (In
Chapter 2, detailed results for Knuth's model will be presented.)
Here we continue with a sketch of the general approach, assuming a model has been
given.
2.1.5 Definition. For an operation O, the number of possibilities N p o s ( 0 , fc) is the

number of ranks r for which O is defined on a file of size k.
If an operation is not allowed at a given time, we set Npos (0,k) ~ 0. This determines
the count of the number of operations of a given type that are permitted to be performed
on a file.
2.2 TIME COSTS
First some notation.

2.2.1 Definition. For a given class of histories:
1) '^k,t,n denotes the set of histories of length n with initial height k and final height /.
Denote the cardinality |?it,;,„| by Hk,i,n-
2) Hn denotes the set of histories starting and ending with an empty file, i.e.,
Tin = 'Ho,Q,n- Denote the cardinality |7f„| by H„.
Suppose we are given a cost functional on the set of histories: cost (h), some measure of
the complexity of the histories. Then we have
2.2.2 Definition. The integrated cost ov6r 7^n is
1
iiTn = — ^ cost (h)
In order to analyze time costs, it is convenient that the data structure satisfy a condition of
stationarity. Many implementations commonly used in computer science have the required
property.
Here is one way of stating what is needed. Denote by Ek the set of all states of a structure
of size k. This depends on the particular implementation. For example, for a sorted list,
there is only one state for each fc, while there axe A;! possible states of size k for an unsorted
list. As another example, there are k\ pagodas of size k. One defines
2.2.3 Definition. The standard probability distribution on Ek is determined by giving

equal weight to all states of size k corresponding to the schema /*. We denote by Ps(e)
the corresponding probability of a state e £ Ek-
2.2.4 Definition. A data structure is stationary if for all k, probabilities induced on

Ek by histories corresponding to schema /*"^^D, l''Q~, and l''Q'^ (respectively) coincide
with the standard probability distribution p,.
The structures we will consider are known to be stationary. This property permits the
calculation of costs in a particularly effective manner. Namely, we can use the notion of
individual costs.
20 CHAPTER 1
2.2.5 Definition. The individual cost of operation O on a file of size k is given by
COk= ^ ps{e) cost {0,e)

e€Ek
where cost (O, e) is the cost of performing operation O on the state e.

Here costs are determined by the average number of comparisons of keys required for the
operation. The following table gives the average costs of operations for various implemen-
tations,
(In this table we use the notation /li = 1 + | + • • • + p )
Data type Implementation CI; CD, CQt CQ,
Linear list Sorted list t+1

2
Unsorted list 0 fc+1
2
k+2
Priority queue Sorted list 2 0
Unsorted list 0 k-1
Binary tournament
Pagodas 2^1 2(;.. + i ^ )
k+2 k+1 k+2
Dictionary Sorted list 2 2 2
Unsorted list 0 b±l k
2
k+1
Symbol table Sorted list k - 1 2
k+1
Unsorted list 0 0 2
From this table we can see that the relative efficiencies are not evident. For example,
look at dictionaries. The table shows that, implemented as a list, the average cost of an
insertion in a dictionary of size k is (k + 2)/2 if the hst is sorted, 0 if unsorted. The average
cost for deletions and positive queries is independent of whether the list is sorted, while
the average cost of a negative query is (A;-|-2)/2 for sorted lists, k for unsorted. Comparing
these costs, it is unclear how to determine which list structure is more efficient. This is
where the idea (of Frajigon, Knuth, et al.) to consider the dynamic behavior of these
structures comes from.
To compute the average (integrated) cost we use the individual costs COk- First we
have
2.2.6 Definition. The level crossing number NOk,n is the number of operations of
type O performed on a file of size k in the course of the histories W„.
We can thus write

n-l
NOt,r. = Npos {Ok) • Y, -ô.t-' Ho,k',„-,-i (2.2.1)
1=0
where
k, for 0 = Q+ OT Q-
!
it + 1, for O = J
/b - 1, for O = JO
From the definitions, we see that
2.2.7 P r o p o s i t i o n . For stationary structures, the integrated cost is given by
^'" = TT E E '^^>= • ^^*."

0€0 k
2.3 POSSIBILITY FUNCTIONS: MARKOVIAN MODEL, KNUTH'S MODEL
The models presented here differ principally in the way one counts insertions (and
negative queries). In [54], Knuth discusses two types of insertions in a data structure.
Take the interval [0,1] as the set of keys. Consider inserting the next key into a file of k
keys:
/o means insertion of a random number by order in the sense that the new number is
equally likely to fall in any of the k + 1 intervals determined by the keys in the file
/ means the insertion of a random number uniformly distributed on the interval [0,1],
independent of previously inserted numbers.
G.D. Knott[52] showed that Ig differs from / . Considering insertions of type IQ gives the
marJcovian model (studied in Fran5on[29]).
2.S.1 Markovian model

For this model the specification of histories is as follows (recall that h{w) is the height
of the word w, i.e., it is the size of the corresponding file):
1. For linear lists, the alphabet of operations O = {I,D] with admissible ranks satisfy-
ing:
0<rj <h{Oi...Oj-i) Oj = D
Q<rj <h{0i...0j-i) Oj = I
2. For priority queues, C = { / , Z? } with admissible ranks satisfying:
r, = 0 0,=D
0<rj <h{0i...0j-i) Oj=I
22 CHAPTER 1
3. For dictionaries, O = {I,D, Q"*", Q~ ] with admissible ranks satisfying:
0<rj <h(Oi...Oj-i) Oj=DoiQ+

0<rj <h(Oi...Oj-i) OJ=IOTQ-
4. For symbol tables, O = { I,D,Q^ } with admissible ranks satisfying:
Tj = 0 Oj=D
0<r, <h{0i...0j_i) Oj = Q+
0<rj <h(0i...0j-i) Oj=I
Thus, the possibility functions for this model are:
Datatype Npos(7,A;) Npos(Z?,fc) Npos(Q+,A:) 'Npos{Q-,k)
Linear list k+l k

Priority queue k+l 1
Dictionary k+l k k k+ 1
Symbol table k+l 1 k
2.S.2 Knuth's model

Considering insertions of type / gives Knuth's model. Here is an example of how this
works for a linear list. Consider the sequence of operations IIIDI, starting from an empty
file. Let X < y < z he the first three keys inserted. We have x, y and z equally likely to be
deleted. Let w be the fourth key inserted. Whichever key has been deleted, considering
all four keys, the four possibilities: w<x<y<z, x<w<y<z,x<y<w<z.,
X < y < z < w — are equally likely. Thus, we count 4 possibilities for the fourth
insertion, even though the file consists of only two items. In general, consider a sequence
of operations Oi ... 0 „ on aji initially empty file. Let On be the z'-th / of the sequence.
Let x\ < • • • < l i - i be the keys inserted during the first n — 1 operations. Let w be the
2-th key inserted. All of the possibilities w < xi < • • • < Xi_i, .. ., Xi < • • • < Xj_i < w
are equally likely, whatever the keys deleted. In combinatorial terms; after n operations,
consisting of i J's and n — i Z)'s, the data structure thus being of size k = 2i —n, the keys
are considered as a subset of a set of size i where Etny of the (^) subsets of size k are equally
likely. Thus, the number of possibilities for the i-th. I equals i — regardless of the size of
the structure at that point — while in the markovian model, the number of possibilities
for an insertion is A; + 1 for a data structure of size k. For dictionaries, a similar argument
applies to negative queries as for insertions.
For Knuth's model the specification of histories is as follows:
1. For linear lists, O = {I,D] with admissible ranks satisfying:
0 <rj < h{Oi .. . . o , _ i ) Oj = D

0 <rj < | 0 i .. . 0 , _ i | j o, = i
2. For priority queues, O = {I,D} with admissible ranks satisfying:
rj = 0 Oj = D
0<rj <\Oi...Oj-i\i Oj = I
3. For dictionaries, O = {I,D, Q"*", Q~ } with admissible ranks satisfying:
0 <rj < h{Oi ...Oj-i) Oj=D ov Q+
0 <rj < | 0 i . . . O j - i 1/ + | 0 i . . . Oj-i \Q- Oj = / or Q -
4. For symbol tables, O = {I,D, Q"*" } with admissible ranks satisfying:
rj =0 Oj = D
0 <rj < h{Oi ...Oj-i) Oj = Q+
0<rj<\Oi...Oj-i\i 0,=I
Thus, the possibility functions are given by:
Datatype Nposfi"" 7 or Q - ) Npos(Z?,/fc) Npos(Q+,A:)
Linear list i k
Priority queue i 1
Dictionary i k k
Symbol table i l k
We will discuss results for this model in Chapters 2 and 3.
R e m a r k . As basic references for the subject;

Gormen, Leiserson&Rivest[12], Gonnet&Baeza-Yates[39],
Graham, Knuth&Patashnik[40], Greene&Knuth[41], Hofri[45], Kemp[50], Mehlhorn[67],
Mehlhorn&;Tsakahdis[68], and Sedgewick[80]. A basic text is Aho, Hopcroft&Ullman[3].
As a general reference, see Fair, Mohr&Schott[71]. For an overview, see the handbook
edited by van Leeuwen[56]. Of course, Knuth[53] is a general reference.
Chapter 2
DATA S T R U C T U R E S & O R T H O G O N A L POLYNOMIALS
In this Chapter, we first present the analysis involved in finding the behavior of data
structures in Knuth's model. Then we indicate some features of a finite universe model,
which has perhaps a more realistic flavor than the models first discussed. Then we con-
sider mutual exclusion. This models a system of parallel processes accessed, at random,
by various users. Each process can be accessed by only one user at a time, hence the
description. A probabilistic model again leads to recurrences of the type studied in this
Chapter. We conclude with some remarks on a general approach to duality, relating the
space-time recurrence with the dual action of the operator of multiplication by X.
I. Dynamic data structures: Knuth's model
Here we will analyze the behavior of the data structures of Chapter 1, §2.3.2. We present
the approach based on path counting, used as well in the study of random walks. Using the
notion of dual recurrences this leads to orthogonal polynomials and an associated operator
calculus. We then employ the operator calculus in our analysis of the data structures.
We will look in detail at the behavior of histories and corresponding integrated costs
for linear lists, priority queues, and dictionaries, following the indications of Ch. 1, §2.2.
First, we enumerate the histories. Then we obtain expressions for the integrated costs using
level crossing numbers and the individual costs. This puts us in a position to compare the
relative efficiency of different implementations.
1.1 ENUMERATION O F HISTORIES AND ORTHOGONAL POLYNOMIALS
Before looking at Knuth's model, we introduce the basic technique in the context of
the markovian model, where the approach is directly applicable. Then we will return to
Knuth's model.
Here we use the approach used in the study of random walks, where transitions from
state (position) to state are governed by certain probabilities. For counting paths, the
idea is the same, but we use the number of possible transitions, rather than probabilities.
Consider the markovian model of Ch. 1, §2.3.1. Let c„t denote the number of paths, i.e.,
histories, starting from height 0 that are at level k at time n. This is, in fact, the same as
Ho,k,n- We think of the height, file size, as the location of a particle (random walker) on
the line. It jumps right or left or sits at each time step according to whether the operation
7, D, or a query is applied to the file. Denote
ifc = N p o s ( / , A:), qii =Npos{Q,k), dk — Npos{D,k)
Then we have, considering the one-step transition from time n to time n -(- 1,
DATA STRUCTURES AND ORTHOGONAL POLYNOMIALS 25
1.1.1 P r o p o s i t i o n . Let Cnk denote the niimber of ways starting from level 0 to reach
level k in n steps. The c„jt satisfy the recurrence
Cn+l k = U - l Cnk-l + qk Cnk + ^ * + l C„ k+\
with Coo = 1, Cot = 0, A: > 0.

We can identify this recurrence with the transition matrix
( 90 «o 0 0 A
• • •
rfi 91 «1 0 •••
0 d2 ?2 22 • • •
(1.1.1)
0 0 dz 93 '••
0 0 0 d^
0 0 0 0
V
where the kl entry indicates the number of ways of going from level k to level / in one step,
fc, ? > 0. The n'*' power of this matrix thus gives the number of ways of going from one
level to another in n steps.
Now the idea is to look at the duaJ recurrence. Think of the matrix in (1.1-1) as
an operator JT on a space with basis { <ô, 0 i , . . . , 4>k-, • • • }. Consider the spectral problem
where X acts as multiplication by the variable x. Writing $ = (<^0i iîj • • •) we want
This turns into the three-term recurrence relation for the sequence {i^t }:
^4>k= ik'i>k-^\ + (Ik^k + dk<^k-\ (1.1.2)
with initial conditions 4>-\ = 0, <j>o = 1. Thus, the {<^jt } are identified as orthogonal
polynomials in the variable x. As in eq. (3.1.1) of the Introduction, we denote integration
with respect to the corresponding distribution, expected value, by ( • ).
The operator X is the one-step transition operator and may be thought of as a position
operator (as in quantum mechanics). Another way to see that the recurrence relation
(1.1.2) is dual to that of Prop. 1.1.1 is given by:
1.1.2 P r o p o s i t i o n . The action of X on the basis { I/>A } satisfies
X"<l>0 = /^Cnk<l>k
fc=0
26 CHAPTER 2
Proof: Inductively, assume the relation, which holds for n = 0. Then
X""'"Vo = ^c„i(it(/>jfc+i + qk<t>k + dk4>k-\)

k
= 2 _ , ( * * - l '^nk-l + qkCnk + dk+\ Cnk+l)^k
k
= }_CnJr\k<l>k
k
by Prop. 1.1.1. •
This shows X " as the n-step transition operator. Shifting all indices by k
1.1.3 Corollary. Denoting hy Cni,k the number of ways of going from level k to level I
in n steps, we have
n
X''^k = Y,Cnl,k(f>l
1=0
with coi,k = 1, ifi = k,0 otherwise.
We can introduce the monic polynomials J/J^ = </>;t ioh • • • ik-i- They satisfy the recurrence
relation
xil^k = i>k+i + Qki^k + ik-idki>k-i
Equation (3.2.1.2) of the Introduction indicates the link with the continued fraction ap-
proach of section §1.6. As follows by equations (3.1.3), (3.1.4) of the Intro., the squared
norm of ^k is
Ik — toil • • • ik-i didi •• -dk
As in §3.1 of the Intro., eq. (3.1.2), for the inner product we have
1.1.4 P r o p o s i t i o n . The {(fek) satisfy
= k
«'•«-{?• j ^k
with the squared norms
2 dxu2 * • • dk
ek = Ukr = iQii •• -ik-i
Thus, the markovian model indeed corresponds to the notion of Markov chain or
random walk in this case. Let us rewrite the above corollary in terms of histories. We have
the result (Proposition 7 of Flajolet, Franôn &Vuillemin [26])
1.1.5 T h e o r e m . The number of histories Hk,i,n is given by the expected value
In particular,
Ho,k,n = {X"^k}/£k, Hk,o,n = {X"<j>k}
with
Ho,0,n = {X"') = fin
the moments.
And we have the observation, from the point of view of operator calculus, via the first
statement of the Theorem,
1.1.6 Corollary. The exponential generating functions
V ^Hk,i,n = (e'^ <f>k(t>i)/ei
are the matrix elements of the operator e'^ in the basis {(i>k}-
R e m a r k . This feature is a connection with Volume 1 [21] of this series, Chapter 7 in

particular, that will be useful in our analysis.
It turns out that, appropriately modified, these techniques can be applied to the study
of Knuth's model as well.
1.1.1 Enumeration of histories in Knuth's model
Here we introduce c^j., the number of paths starting from 0 that are of height k after n
steps, with s the number of insertions and negative queries combined. Prop. 1.1.1 becomes
1.1.1.1 P r o p o s i t i o n . The c^f. satisfy the recurrence
< + i k = ^ < " * - ! + s c^-1 + qk c;^ + dk+i c'„ ;t+i
with CQO = 1, CQJ. = 0, A:,3 > 0.

The idea here is to introduce the generating function
Cnk{t) = Xll"*^"*
8= 0
Thus, the s is summed out, leading to a situation similar to the maxkovian model. We see
immediately that
28 CHAPTER 2
1.1.1.2 P r o p o s i t i o n . The C„kit) satisfy the recurrence

Cn+l k = tCn k-1 +{t + Qk) C„k + dk+\ Cn k+\
with Coo(t) = 1, Co kit) = 0, ^ > 0. The t indicates t in the case when there axe negative
queries, otherwise it is omitted.
Here we introduce the operator Xt acting on a space with basis { (j>k{x,t) } such that
k=0
as in Prop. 1.1.2. Dual to Prop. 1.1.1.2 is
1.1.1.3 P r o p o s i t i o n . The polynomials { 4>kix,t) } satisfy the recurrence
X(j>k = t(f>k+i + (t + qk)4>k + dk4>k-l
with <^_i = 0, (/"o = 1. The squared norms are given by
ekit):=Ukf =t-''did2---dk
The corresponding monic polynomials {«/"*:} are given by tpk = <* <f>k satisfying the recur-
rence
xi/^k = V't+i +(i+qk)tpk -\-tdk^k-\ (1.1.1.1)
The n-step transitions satisfy
n
As in Theorem 1.1.5 we have

1.1.1.4 P r o p o s i t i o n . Let H^ ; „ denote the number of histories from level k to level I
in n steps with s insertions and negative queries (combinedj. The generating function
°° t"
3=0
satisfies the relations of Theorem 1.1.5 with t-dependent X and { 4>k }-

To get back to the number of histories from HI, „(<) we observe the following
1.1.1.5 P r o p o s i t i o n . The number of histories Hk,!,n is given by the integral
Hk,l,n= t-* Hli^^{t)dt

Jo
In particular, for histories starting and ending with an empty file
Hn= I e-'Hn{t)dt
Jo
with H„it) = Hofi,-a{t).
Proof: In the above Proposition, integrate both sides with respect to e~* from 0 to
oo using the relation
/ t'e-^ dt = si
Jo
The result on the right-hand side is
oo
3=0
which takes into account all possible insertions and deletions. •
1.2 DATA STRUCTURES AND ORTHOGONAL POLYNOMIALS IN KNUTH'S MODEL
Now we apply the above results to some particular data structures.
1.2.1 Priority queues

As noted above in Ch.l, §2.3.2, there are no queries, and dk = I, for all k > 1. Prop.
1.1.1.3 gives, where we rec?i,ll that the middle term, involving (pk, corresponds to queries:
1.2.1.1 P r o p o s i t i o n . For priority queues we have:
1. The recurrence relations
X<j>k = i(f>k+l + k-\
with the squared norms ek{t) = <~*.
2. We have the identification
4>k{x,t)=t-''IÛk{xl2yft)
<" f2n
Tchebychev polynomials of the second kind, and the moments /^2n(0 =
n + 1 \n
Proof: The recurrence formula follows directly from Prop. 1.1.1.3, modified accord-
ing to the absence of queries. Then # 2 follows from the recurrence formula for the Un
given in Intro., §6.2. The density function for the orthogonality relations for the U„ is
- \/l — x'^ on [—1,1]. Changing variables x —> x/(2y/i) gives the density
TTV^ V it
on [—2\rt,2\/t]. The moments scale inversely as x, yielding iJ.2n{t) as indicated.

For the histories;
30 CHAPTER 2
1.2.1.2 P r o p o s i t i o n . The generating function for the number of histories, Ho,k,nii),

is given by
rk)/2
tor 0 < k < n, k = n mod 2.
Proof: The fl'o,jc,n(<) are the same as Cnk{t), satisfying
Cn+lk = tC„k-l + Cnk+l
with Coo{t) = 1, Cok{t) = 0, k > 0. (Notice that this is very close to Pascal's triangle.)
Inserting the formula in the statement of the Proposition, one sees that it must be verified,
after cancelling common factors of i("+*:+i)/2^
n+2 \k + l ( n+1 \ ^ ( "+ 1 \k^-2

^(n + 1 - fc)/2y n + 2 V(" + 1 - ^ ) / 2 / « + 1 \ { n - \ - k)l2J n +1
Writing out in terms of factorials, the result readily follows. •
1.2.2 Linear lists
Here, a.s in the previous section, there are no queries, while dk = k, for A: > 1. Thus,
1.2.2.1 P r o p o s i t i o n . For linear hsts we have:
1. The recurrence reiations
x4>k =t 4>k+i + k4'k-i
with the squared norms £fc(<) = <^* k\ .

<j>kix,t)=t-'=Hk{x,t)
Hermite polynomials, and the moments fi2n{t) — (2i)" (|)TI .
Proof: The recurrence formula follows from Prop. 1.1.1.3, modified according to the
absence of queries, and # 2 follows from the recurrence formula and facts given in Intro.,
§6.2. •
1.2.3 Dictionaries
Proceeding as in the above two sections, we find
1.2.3.1 P r o p o s i t i o n . For dictionaries we have:
1. The recurrence relations
x(j>k-t (j>k+\ + (< + k)(jik + kcpk-\

•with the squared norms et(<) = t~'' k\ .
Mx,t) = t~''Pk{x,t)
Poisson-Charher polynomials, and the moments Hn{t) = Hn = 2 . •*">* * •
1.3 OPERATOR CALCULUS APPROACH
Look at the dual recurrence showing the operator X acting on the basis vector (fije
X4ik = «*<j^jfc+i + <ikk + dk4>k-\
Each term of this recurrence corresponds to an action on the file: insertion, query, deletion.
We define corresponding operators /Z, the raising operator, N, or neutral operator, and L,
lowering operator, named according to their effect on the index k:
R<j)k = ik<f>k+i
N4>k = qk(l>k
L<^k = dk4>k-i
A useful operator V is defined by
V(l>k = {klik-i)4>k-\
so that
RVH = kcj>k
is the nunjber operator, multiplying by the level k.
R e m a r k . Some of the Lie algebras of dimensions three and four correspond to various
choices of the coefficients ijt, qk, dk- It turns out that our basic d a t a structures correspond-
ing to classical orthogonal polynomials correspond as well to fundamental Lie algebras. The
latter connection is a major theme of volume 1. In particular, the Poisson distribution,
Poisson-Charher polynomials, corresponds to the oscillator algebra with ik = I, gk = t + k,
dk = k, and the Gaussian distribution, Hermite polynomials, corresponds to the iJeisen-
berg algebra with ik = I, qk = 0, dk = k. The discussion here applies to the Meixner
polynomials class in general, see Chapter 4 for complete details, but in fact we will apply
it here explicitly for just the Poisson and Gaussian cases.
Observe that
32 CHAPTER 2
1.3.1 P r o p o s i t i o n . On the monic polynomials, ipn{x) = io • • • in-i4'n{x),
Thus, iPn ^R"<t>o-

Now we define the coherent states that are exponential generating functions for the
polynomials:
^-^ n!
n=0
n=0
Note that this has the operator formulation

•<pa = e " ' ^ <f>o
1.3.2 P r o p o s i t i o n . On the coherent states we have:
-RV'a = -g- ^ a , l^'Aa = a Âa
Proof: These follow from the definition and the Proposition above describing the
action on the tpn- •
From the general theory of Meixner polynomials, we have the following structure.
Given that the moment generating function for Xt is
(e^^')=e'^(»)=î^M^)
n=0
Define the function V(s) as the derivative of the function Ho{s), the function H{3) for the
centered distribution, i.e., with mean zero. And we denote the functional inverse to V by
U, i.e., V(U(s)) = s.
1.3.3 P r o p o s i t i o n . For the Meixner polynomials class, we have the coherent state in
the form
^^ ^ gXl/(a)-«H(J/(a))
where e*^^'' is the moment generating function of Xf. In particular,
for the Poisson distribution: H{s) = e' — 1, Ho{s) = e' — I — s, V(s) = e' — 1, U(v) =
log(l + v).
for the Gaussian distribution: H(s) = 5^/2, with V(s) = s — U(s).
1.3.4 P r o p o s i t i o n . For the Poisson and Gaussian cases, these functions satisfy the
relation
H{a + 6) - H(a) - H{b) = V{a)V{b)
This is called the cocycle identity
Notice that by orthogonality, the inner product of two coherent states is a generating
function for the squared norms ||^„(p. However, using the observations above, this can be
calculated directly as follows.
1.3.5 P r o p o s i t i o n . For the Poisson and Gaussian cases, the inner product of the
coherent states is given by
Proof: We have (e"^'e''^') = (e(«+'')-^') = exp(tH{a + b)) and thus by the cocycle
identity, using the formulation of Prop. 1.3.3,
V,„i, = gtlHiU(a)+U(b))-HiU{a))-H(U{b))]
^ ^tViU{a))V(Uib)) ^^tab
l.S.l Coherent state representations

Playing the role of a Fourier transform for this operator calculus is the CSR, coherent
state representation. For an operator, Q, this is given by the normalized matrix elements
(Q)a6-(V'a,W6)/(V'a,^6)
Note that the adjoint Q* satisfies (Q*)ab ~ {Q)ba-

1.3.1.1 T h e o r e m . For the Poisson and Gaussian cases, we have for R and V
and for the number operator
The joint coherent state representation, for the product, is
(eP^ e»^ A^^)„6 = exp(apt + qb\ + a6t(A - 1))

34 CHAPTER 2
Proof: We see that
so that the result for e*"^ follows by Prop. 1.3.5 after dividing out âi- For e ' ^ , use the
relation Vipt = brjî,. Thus, e*^ tpb = e'* V'ti and the result follows. The number operator
acts as
°° 6"
RVtpb = y~l —rnrp„(x)
°° ?)"
^—' n!
n=0
Thus
Hence the result. For the product, we have
Now apply Prop. 1.3.5. •
1.3.1.2 Corollary. We have the coherent state representations
{R)ab=at, {V)ab = b
and
{RV)ab = abt, {{RVf)ab = aHh"" + abt
Proof: For example,
^ (e'"')ab = {Re'"')ab = ate""*
and evaluating at p = 0 yields the result for R. In general, differentiate with respect to the
appropriate parameters and evaluate at 0 for R and V, 1 for RV, to get the result. •
From the CSR's we see that the adjoint of R is tV, with CSR tb.
R e m a r k . Note that the coherent state representation of A^^ is the same as the moment
generating function for a Poisson distribution with parameter abt.
Now for a main result.
1.3.1.3 T h e o r e m . For an operator Q, we have
the CSR of Q with respect to the variables V{a), V{b).

Proof: From lAa = e^^(")-*«(^(«)), we have Vv(a) = e^"-*"*"). Thus,

ax tH{a)
e = e •<Pv(a)
But we have via the cocycle identity

^tH{a)^tH(b) ^ g(H(a+t)g-(V(a)V(6)
tHia+b) 11
1.4 OPERATOR CALCULUS AND DATA STRUCTURES: KNUTH'S MODEL
Now we apply this to the analysis of data structures. So, we are given a model for the data
structures. Define the operators iZ, iV, L as above where i t , gjt, dk are the corresponding
number of possibilities for the operations. In general, we denote the operator corresponding
to the operation O by io- Thus ^/ = i i , ^Q = A^, and ^ D = L. For Knuth's model, ijt
becomes t. And for dk = k, as for linear lists and dictionaries, we have L = tV.
1.4.1 L e m m a . In Knuth's model, the level crossing numbers satisfy
NOknit) = Y,{Xr'-Ho<t>k){X\<j>k)lek
Proof: In the formula
NOknit) = N p o s ( 0 , i : ) 5]iro,t,i(<)fl't',o,n-i-i(<)
substitute the formulas giving the path numbers in terms of matrix elements. What must
be seen, then, is the significance of this formula. It really contains the assumptions of
the model. Expanding in t, the superscripts denoting the number of insertions/negative
queries:
^ - i V O L = Npos(0,fc)^ 53 —Hl,,Hl.^,^^_,_,
s=a ' i a,6=0
Combining like powers of t on the right-hand side yields
Nou = Npos(o,fc) E E ( J Kk,Hir;^n-,

This shows the counting of insertions/negative queries along the path, equally distributed
along the initial and final segments, with the break at the k^^ step. •
Observe that the cost COk of the operation on a file of size k can be expressed in
terms of a cost operator, Ca{RV) such that Co{RV)i^k = COk 4'k-
36 CHAPTER 2
1.4.2 T h e o r e m . First main formula for integrated cost

For an operation O and corresponding operator ô
Proof: Applying the cost operator to the level crossing formula given by the lemma
k k i
k i
= Y.'^c'o{RV)CoX?-'-'x\)
= Y,{xr'-'ioCo{Rv)x\)
i
where Parseval's formula is used to go from the second to the third line, •
1.4.3 Corollary. The total cost satisfies:
1.4.4 Corollary. If the costs are all equed to 1, then we have Kn = n.
Proof: We have ^ ^ (,o = Xt, thus
Kn{t)Hn=J2^Xr'^'XtXi)
i
= n {X^) = nunit)
Multiplying by e~* and integrating from 0 to oo, recalling that H„ — J^ e ^ ' /J-nit) dt, the
result follows. •
1.4.5 T h e o r e m . Second main formula for integrated cost

The ordinary generating function for KO„{t)Hn satisfies
CO
^ s " KO„{t)H„ = ^((1 - sX)-^ôCo{RV) (1 - sX)-')

Proof: By the first main formula, writing Q for ôCoiRV), noting that for n = 0,
the first term is zero,
oo oo
n=0 n=l i
oo
n=0 i
which gives the result. •

A similar result holds for exponential generating functions. First we recall a basic
analytic fact
1.4.6 L e m m a . T i e convoJution formuJa
s^_ r uP (s - M ) " - ^ - '
n\ Jo p! {n-p- 1)!
Proof: Let u = st. Then the integral reduces to the beta function (Intro., §2). •
Now we have the
1.4.7 T h e o r e m . Third main formula for integrated cost
The exponential generating function for KOn(t)Hn satisfies
equivalently,
V-JtO„(0-ff„=e*«W / {ioCo{RV))vi,-u),v(u)du
n=0 "• •'O
Proof: By the first main formula, writing Q for ôCotRV)
n=0""' ^ '^ 1
which gives the first form of the result. The second form follows by the theorem on CSRs,
Theorem 1.3.1.3. •
For Knuth's model KOn{t) must be multiplied by e~* and integrated from 0 to 00 to get
the integrated costs.
Along with this remark, to get the number of histories H„, we observe
38 CHAPTER 2
1.4.8 P r o p o s i t i o n . The generating function for the Hn is given by
Proof: Multiply by e * and integrate the relation
°° n
n=0
from 0 to oo. This yields the result, recalling that the moments convert to the H„.
1.5 INTEGRATED COSTS IN KNUTH'S MODEL
Now we apply the results of the previous section to find the behavior of the integrated
costs. We consider the case where the cost function is linear in k. Thus, we consider the
function COk = k. As noted above, the contribution of a constant to the integrated cost
is of order n. We will see that the contribution of a cost of k is of order n^. Here we will
find the leading asymptotic behavior of the integrated costs for list implementations.
First, we consider linear lists and dictionaries, so that ^D = L = tV. With the cost
function k, we need the coherent state representation {RRV)ab for insertions, for queries
we need {RVRV)ab, and for deletions, (tVRV)ab- As in deriving the Corollary to Theorem
1.3.1.1, i.e., differentiating with respect to parameters to bring down needed factors,
1.5.1 P r o p o s i t i o n . From Tieorera 1.3.1.1, we have
{RRV)al> = a'^bt^
{tVRV)ab ^bt + abh^
{RVRV}ab = a^bH''+abt
We see that the leading asymptotic behavior is given by the terms involving t^ as
these correspond to the highest order singularities.
1.5.1 Linear lists

This is the Gaussian case, so that V{s) = s. We will work an example in detail. Consider
deletions at a cost of fe on a file of size k. From the above Proposition, then, from the CSR
of tVRV we consider ab^t^. Using the third main formula, we compute
Jo 12
Multiplying by e " ' and integrating from 0 to oo gives the generating function
Expanding in binomial series gives the result

1.5.1.1 T h e o r e m . For linear lists we i a v e the asymptotic behavior
1.5.2 Dictionaries
This is the Poisson case. Here H(s) = V(s) = e' — 1. First,
1.5.2.1 P r o p o s i t i o n . The number of histories Hn satisGes
H„ 1
where I = log 2.
Proof: The generating function for Hn/nl is 1/(1 — H{s)). In this case, (2 — e')~^.
Apply the technique of the Intro., §5.1. There is a first-order pole a,t s = I. To evaluate A,
note that this is just the residue, which can be found by evaluating the derivative of the
denominator at the singularity. This yields the factor 1/2 and the result follows. •
Using the third main formula, we consider e"^'*' t^ times the coherent state integral.
Multiplying by e~* and integrating from 0 to oo gives the generating function for A'„if„.
Note the calculation, for s near 0, so that |Jy(5)| is small,
e-Uê'"^'Ut^
Jo " ~" -^ (1 - His)r
As noted above, the pole is at / = log 2. To get the asymptotic behavior, we use the
technique of the Intro., §5.1. So we calculate the coherent state integral and evaluate at
s — log 2. Since the singularity is a 3rd-order pole, we get asymptotic behavior of order
The coherent state integrals and their corresponding contribution to the integrated
cost are as follows:
For negative queries, here we just multiply the number operator RV by t. Thus, using
the Corollary to Theorem 1.3.1.1, after extracting the factor of t^, we have just ah or
v{s-u)v{uy.
f (e" - l ) ( e ^ - " -l)du = se' - 2{e' - 1) + s
Jo
Evaluating at s = I gives a contribution of 3/ — 2.
For insertions and deletions:
I f ( e " - " -l)du = e' (e' - 1) - 2se' + 3(e^ - 1) - ^ e ^ ' - 1) - s

Jo
40 CHAPTER 2
7
Evaluating at s = / gives a contribution of - — 5Z.
For positive queries:
f [(e" - l ) ( e ' ' - " - 1)]2 du = se^' + e^' - 1 + 3 - Ae' (e' - 1) + ise' - 4(e" - 1)
Jo
Evaluating at s = / gives a contribution of 13/ — 9.
Combining these with the appropriate factors from Chapter 1, §2.2, we have these contri-
butions:
19
For unsorted lists: (14/ ;r)/2
For sorted lists: (6/ - 4)/2
Using the Intro., Lemma 5.1.2, we see that we pick up a factor A = (1/2)^, and
l / r ( 3 ) = 1/2. Combining these gives the behavior:
Scaling out the factors of H„, the net effect of the factors other than powers of / is a factor
of 1/8. So,
1.5.2.2 T h e o r e m . For dictionaries, we have the behavior of the integrated costs:
, V /^ 7 19 \ 2
For unsorted hsts: — — —— -—r n
V 4 log 2 16(log2)2;
, ,• . 3 1
For sorted hsts: 4 log 2 2(log2)2

Here we use the functions 1/(1 — sx) in place of the exponential function. Thus, we
apply Theorem 1.4.5. The polynomials that play a basic role here are the Tchebychev
polynomials of the second kind, see Ch. 1, §6.2.
1.5.3.1 P r o p o s i t i o n . We have the expansion
1 °°
where M{s) is the moment generating function
"(•) - ^
and
Vis) = ^ - ^ ^
DATA STRUCTURES AND ORTHCXJONAL POLYNOMIALS 41
Proof: This may be verified by substituting the indicated expression for V{s) into
the generating function
i;«"^"(^) = r r 2 ^
For the appHcation at hand we note the

1.5.3.2 Corollary. For the polynomials (t>k{x,t) = f^'I'Ûkix 12-^1) of Prop. 1.2.1.1, we
have the expansion
oo
—SX = Mis)Tvisr M^)

1 —
— .QT
n^ = 0^
wijere M{s) is the corresponding moment generating function
... . 1- Vl-is^t
^^^^ = 2SH
and
^ ' 2s
To apply Theorem 1.4.5, we need to expand the coefficients V(s)" in powers of s. This
is where we use Lagrange inversion.
1.5.3.3 P r o p o s i t i o n . Let V(s) = (1 - ^ 1 -As'^t)/2s. Then
-w-S.'f(,„,V)'-
Proof: Let x = V{s) = (1 - Vl - 'is'^t)/2s. Then one readily finds that
X
s = X2 +t
Applying the Lagrange inversion formula, Ch. 0, §5.3, we have, with XQ = SQ = 0, writing
D for d/dx,
jt=i
Expanding (x'^ + <)* by the binomial theorem and differentiating accordingly, the result
follows. •
Now we will calculate the asymptotic behavior of the integrated cost for unsorted lists.
Referring to Ch.l, §2.2, we see that deletion on a file of size k costs k — 1.
42 CHAPTER 2
1.5.3.4 L e m m a . For unsorted list implementation of priority queues, we have for the
generating function for the integrated costs
mV{s) 2m+3
m=l
E Stm+2
Proof: 'We\ieixe(ôCo{RV)(j>„ — {n — l)^ri~i- In the second main formula, T h . 1.4.5,

we use the expansion of Prop. 1.5.3.1 to get
oo oo
s{{l - sXr'ioCo{RV)il - sX)-') = sM{sfi^V{srK E V ( 5 r ( m - l)^„_i)
= sM{sfV{s) Y^ X^(s)^'"m<-'"
using the squared norms ||^nlP = *""• Now observe that M ( s ) = V{s)/(st). Substituting
in the formula above, the result follows. •
1.5.3.5 T h e o r e m . For unsorted hsts, the integrated cost for priority queues satisfies
Kn ~ hny/im
Proof: In the Lemma, substitute in for V^'"+^(5) using Prop. 1.5.3.3 to get
Adjusting the index n leads to
E ^ ^ " ^ E - ( 2 m + 3)(n 2n + l
+ rn + 2
We can rewrite the inner sum in the form
y:(k-2)i2k-i) ^\+^ C^]

^0 'n-k + l\n + kj
Now we apply the central limit approximation, Ch. 0, §5.2, to get the asymptotic behavior
of the inner sum, see Intro., Lemma 5.2.2, with A'^ = 2n, p = 1,
The initial factor of | comes from the fact that the sum is only for k > 0 so that only half
of the Gaussian integral contributes. To get the integrated costs, we have to integrate out
the factor of t", this gives
2n + l V"/
Integrating the expression for the moments, from Prop. 1.2.1.1,
n+1 \n/
yields n\/(n + 1) x (")• Dividing this into the above result, eq. (1.5.3.1), the theorem
follows. •
For priority queues, we list the results for some other implementations. The behavior of
K„ as n —+ oo is given by:
Sorted list Kn = j n^fim + 0{n)

Binary tournament Kn = | n l o g n + 0{n)
Pagodas K-n = n log n + Oiri)
Observe that the pagoda provides the most efficient implementation for priority queues
in Knuth's model.
1.6 ENUMERATION O F HISTORIES IN KNUTH'S MODEL: CONTINUED FRACTIONS
We review the technique of continued fractions to derive the generating functions for the
number of histories. In the Introduction, §3.2, we indicated how the three-term recurrence
for the approximants of the continued fraction gives a family of orthogonal polynomials, t/i„,
the reciprocal polynomials of the denominator polynomials. The connection with orthog-
onal polynomials is based on classic work of Stieltjes and Markov. See Jones&Thron[47]
for details (especially, pp. 241-256, 331-333, 342-244). Uaiko-v's Theorem says that the
continued fraction, of the type in §3.2 of the Introduction, converges to the generating
function for the moments of the distribution with respect to which the polynomials ip„ are
orthogonal. Another way of stating the result is that the continued fraction (the corre-
sponding J-fraction) converges to the Stieltjes transform of the distribution. Below, we
will illustrate this in our context. We indicate the continued fraction approach to counting
histories, detailed in Flajolet[23].
Given an alphabet A = {A,B,C,...}, a regular expression can be used to prescribe

the form of words one is considering. Juxtaposition indicates concatenation, a -|- indicates
'or' and * is used to indicate 'arbitrary number of occurrences'. Thus {A+B)* indicates the
language with alphabet {A,B}. Given a class of words, one can map a regular expression
into a formal series, via a morphisra, with the letters of the alphabet mapping to variables.
44 CHAPTER 2
For example, words { A* }, each consisting of a string of A's of arbitrary length, maps to
the geometric series via the correspondence A <-> a.
1—a
Knuth's model counts the number of ordered possibilities of i insertions as i\, regardless
of the size of the file, as long as it has total length at least i. Thus, for dictionaries, since
in the model considered here, insertions and negative queries are combined, the number of
histories of a given length n, say, depends only on the total s = i + q, for i insertions and
q negative queries. In the generating function, we denote by r the combined number of
deletions and positive queries. Denote by H^ the number of histories of length n = s + r.
We consider the generating function :
H{t,x,z)= Y. ^^'-^"
i+q=s
i-\-q+r—n
We denote by fff*! the corresponding generating function for histories of height < h.
1.6.1 T h e o r e m . For dictionaries, H(t,x,z) has the continued fraction expansion
H{t,x, z) = l / l — t — qoz — d\xz \ — t — q\z — d^xz / ...
where q^ = Npos (Q"*", A;), dk = Npos (Z?, A;). For linear lists and priority queues, the
corresponding result holds, after setting qt = 0, k > 0, and t — 0.
Proof: Using the method noted above, define the alphabet
A={I,Q-,Qt,Qt,--,Di,D2,...}
where Ok, O € {D, Q'^}, denotes operation O performed on a file of size k. Let 5'''' denote
the set of schemas represented by words having height < h, with initial and final level 0.
The SW axe given by the following regular expressions;
5l°] = (Q- + Q+r

S^'^ = (Q-+Q++IiQ-+QtrD^r
5t^l = {Q- + Qt + HQ- +Qt + I{Q- + Q^YD^YD^y
In general, Sf*"*"^' is obtained by the substitution
Q- + Q+ + /(Q- + Qt+,YDH+^ ^Q-+Qt

in S'- '. Via the morphism
I <-y x, Q~ «-> t, Q'l *-t qkZ, Dk <-^ dkz

we get
I - t - qoz
d\xz
ifW(<,x,z) = 1 \ —t — qoz
1 — t — qiz
and so on. Generally, W'^~^^'(t,x,z) is obtained by the substitution
dh+ixz
t + qhz + : ^ t + qhz
1 - t - qh+iz
in H^'^^t,x,^). Now let h go to infinity. The result for linear lists and priority queues
follows from the fact that there are no queries. •
For priority queues and linear lists we can recognize the continued fractions directly.

Here we have no queries, and dk = I for all k (Ch. 1, §2.3.2). Thus the continued
fraction
l / l —x z / l —x z / . . . / l — xz/...
Call it 77. As this is a periodic continued fraction, substituting s'^ = xz^ we see that it
satisfies
1 2„
= 1-5-^77
and thus 1 — T; + s'^rj'^ — 0. Since we want the solution that equals 1 at s = 0,
l-Vl- 4s'2
1 = 2s2
Comparing with the moment generating function connected with Tchebychev polynomials
of the second kind given in Intro., §6.2, we see that this equals ^(25)^"/i2n- Comparing
with Theorem 1.6.1 and using the formula for the moments, we have
1.6.2 Linear lists

Here the continued fraction has the form
\ I l-xz I \-2xz I ... I \-hxz I ... (1.6.2.1)
To identify this, consider the hypergeometric function
Fia,b,s)=2Fo
Writing out the series, one checks:

46 CHAPTER 2
1.6.2.1 P r o p o s i t i o n . We have the recurrence

a + 1,6+1
aSiFo
Write this, using the symmetry F{a,b,s) = F{b,a,s), as

F{a,b+l,s) F{b+l,a + l,s)
= 1 1 • as
Fia,b,s) F{b+l,a,s)
Iterating yields the continued fraction
1 / 1-as / l-{b + l)3 / l-{a + l)s / l-{b + 2)s / ...
With a = | , 6 = 0, 5 = 2xz, we recover eq. (1.6.2.1). Since F{a,0,s) — 1, we have

oo
i^(|,l,2x0) = ^ ( | ) „ ( 2 x ^ r
n=0
and hence
/f3"„ = n ! 2 " ( i ) „
where we recognize the moments for the Gaussian distribution given in Intro., §6.2. Thus,
we should expect a connection with the Hermite polynomials, as indeed we have seen.
1.7 DYNAMIC DATA STRUCTURES WITH FINITE POPULATION
So far, we have assumed that the universe of keys is infinite. Since in practice there are
only a finite number of keys, it is of some interest to see this explicitly taken into account.
Flajolet and Franôn considered the markovian model and gave the time cost generating
functions. Here we will follow Frangon, Randrianarimanana&;Schott[34]. We will state the
results of their analysis, without presenting details here.
The basic hypothesis are:

i) the keys belong to a finite universe, the initial set of keys, [N] = { 1 , 2 , . . . , A''}
ii) starting with FQ = 0, if at step i the set of keys in the structure is Fj C [N], then the
universe at step i is [N] — (F, U Ui) where f7,- is a set of discarded Jceys, with Uo = 0.
The operations are as follows :
insertion: I{xi+i) is defined if 2;;+! € [N] — {Fi U Ui). At the next step we have
F,+i =F,\J{x,+i},U,+i =Ui.
deletion: £>(x,-|-i) is defined if x^+i € i*";. Theniî+i = Fi — {xiî},Ui+i = f/iUfari+i}.
queries: Q'^{xiî) is defined if a;;.).! € Fi and then iî-fi = Fi, f i + i = Ui. Similarly,
Q-ixi+i) is defined if Xi+i € [iV] - (F, U t/;) and then Fi+i = F,, Ui+i = U,\J{x,+i}.
In other words, to perform an insertion / at step i a key is taken from the universe and
added to the structure. The operation D consists of discarding a key from the structure.
A positive query Q~^ modifies neither the universe nor the structure, while performing a
negative query Q~ consists of discarding a key from the universe leaving the structure
unmodified.
1.1.1 Number of possibilities of an operation

Here we give the number possibilities for each operation for the various data structures.
This effectively defines the model.
for linear lists:

Npos(«*''I) = i V - i + 1, 0 < i < A^
Npos {D,k) = k, 0<k<N
for dictionaries:
Npos (i*''I or Q~) = N - i + 1, 0 <i <N
Npos(Z),fc) = A:, 0 < fc < iV
Npos{Q+,k) = k, 0<k<N
for priority queues:
Npos (i*''J) = N -t + 1, 0<i<N
Npos{D,k) = l, 0<k<N
for symbol tables:
Npos (i*''/) = N ~i + l, 0<t < N
Npos(£),A:) = 1, 0<A;<iV
l>(pos{Q+,k) = k, 0<k<N
1.7.1.1 P r o p o s i t i o n . For a schema O1O2 ... On which has a corresponding sequence
of levels (ko.ki,.. .,kn), the number of corresponding histories is
jJ^l[Npos(D,k,)l[NposiQ+,k,)
^ '' jes lep
where S (resp. P) is tije set of indices j such that Oj = D (resp. Q'^) and i denotes the
total number of insertions I and negative queries Q~ in the schema.
The analysis can now be done with the same kind of techniques as for the infinite-keys
case.
1.7.Z Continued fraction theorem for a finite universe of keys

Let H^Xl+r t>e the number of histories of length n = p + q + r with p insertions, q
negative queries, r = r\ -{- r^ where ri (resp.r2) is the number of deletions (resp. positive
queries). Consider the following generating function :
^(M,.) = E<.v^^^^^^^-w
iV!
As before, we have a continued fraction expansion for H{t,x,z). ks may be expected,

the expansions are similar to those obtained for an infinite universe for histories of height
bounded hy h = N. For the particular data structures of interest:
48 CHAPTER 2
a) Dictionary
H^{t,x, z) = 1 A -t-Oz- 1 x 2 / l - t - l z - Ixzj ... l l - t - N z
b) Linear list
H f i ( 0 , x,z)=lll- Ixzll - Ixzl... Il
c) Priority queue
H ^ Q ( 0 , a;, z) = 1 A - xzll - a;2 / ... I\ - xz
the fraction being of length N.
1.7.S Counting histories

One can calculate the number of histories starting and ending with an empty file. The
results are as follows:
a) Dictionary
where the .s„^,- are the Stirling numbers of the second kind.
b) Linear list
c) Priority queue
N_^.r^ (2n)'-
H2"n = (N)n
{n + iy.
1.7.4 Integrated costs: results

One can find as well the integrated costs as a function of both n and TV. Here we state
the results for K.^^.
a) Priority queue
- sorted list representation
n'-y/nTT + 0(n), n < N
-unsorted list representation
-\/rMr + 0 ( " ) , n<N
binary tournament
DATA STRUCTURES AND 0RTHCX30NAL POLYNOMIALS 49
3
-n\og(n} + 0{n), n < N
-pagoda
nlog{n) + 0{n), n<N
b) Linear list
- sorted list
r^ + hn
n< N
3 '
- unsorted list
n +5n
n< N
6 '
c) Dictionary
- sorted list
-^^+(| + ^)^ + i+0-^)"(^^+(i-^)^)' -^^

- unsorted list
+ ^'-N U^^ + ( " - T ) ^ - " + 2

for n< N.
R e m a r k . Letting N —y oo recovers the results proved for the infinite universe case. We
leave this for the reader.
II. M u t u a l exclusion
We have a system of processes which axe accessing a common set of resources. Each
process either accesses or releases a resource in a given time period. The system is ruled
by the restriction that only one process may access any given resource at a given time
and (consequently) each process releases at most one resource. The objective is to avoid
a deadlock state where processes have no available resources. There are various ways to
model this. One way is to use a combinatorial approach, which will be discussed in Chapter
5. Another approach is to use a probabilistic model, e.g., a type of birth-and-death process
50 CHAPTER 2
counting the number of active processes going on and assigning a certain probability of
the system locking up.
Consider p processes PI,P2T - • ,Pp and r resources Ri,R2, •. • ,Rr- A process P, may
access resource Rj, denoted by Pi(Rj), or it may release it, denoting this by Pi{Rj).
Fran5on[31] considers all 'behaviors' corresponding to a given resource Rj. This is the
language C{Rj) which we represent by the formal sum:
k>0 l<i<p
(assuming that all resources have been released at the end). Since r resources are used, the
behavior of the full system is an element of the shuffle product: LlJi< j < r £{Rj). The idea
is now to use the exponential generating function. This is effective since the exponential
generating function of the shufHe product of two languages associated to disjoint alphabets
is the product of the corresponding generating functions. By this method, Frangon proves
that the exponential generating function of the admissible behaviors is:
F{z) = c o s h ' " ( v ^ )
This leads to the asymptotic result for the number of admissible behaviors
&s n —* oo.
We present an alternative probabilistic approach to the average behavior of such
systems.
R e m a r k . Raynal[75] is of particular interest for this topic. Also see Lavault[55].
The mutual exclusion protocol can be represented by a graph whose nodes correspond
to processes at work, the edges indicating requests for resources. For example,
P I —> P2i— P 3 <— P 4

P6—>P5
means that the processes P I £ind P3 wait for some resources used by P2, while P 4
(resp. P6) waits for a resource used by P 3 (resp. P5). Assume that P2 releases the resource
requested by P 3 , we get the new graph
P I —^ P 2 P 3 <— P 4
P6—>P5
Assume that P3 asks for a resource used by P6, we get:
P I —• P2 P S <— P 4
i
P6 — » P 5
Should P3 ask for a resource used by P I , the system runs into a (partial) deadlock situation.
Another view is this. If the state Ek indicates that k processes are at work with the
mutual exclusion protocol, we have the following graph of possible transitions:
Ek-i <— Ek —*• Ek+t

i
D
the state D corresponding to deadlock.
2.1 FELLER-KOLMOGOROV'S EVOLUTION EQUATION
At this point we may model the situation as a birth-and-death process modified by

the addition of a deadlock state. Assume that the probability of transition over the time
interval [t,t + At] is exponentially distributed. Denote by Pk{t) the probability that k
processes out of n are at work at time t. We assume the transition probabilities are given
according to:
P{Ek-i -> Ek-, [t,t + At]) = XkAt + o(At)
P(Ek+i -^ Ek] [t,t + At]) = fikAt + oiAt)
P{Ek -^ D; [t, t + At]) = akAt + o(At)
We have then:
Pk{t + At) - Pk{t) = {-{ak + \k + tJ.k)Pk{t) + \kPk-i{t) + / i t P t + i ( i ) ) At + o(At)
Dividing by At and letting At —> 0, we have the system of differential equations;
Pl{t) = ~iak + \k + ^^k)Pk{t) + XkPk-iit) + fikPk+iit)
with boundary conditions :
Pi'(t) = -{ai + fi.i)Piit) + fiiPiit)

Pl,{t) = -{an + )ln)Pn{t) + A„Pn_i(t)
Writing P ( t ) as the row vector with components Pk{t), we can write the system in the
form
P'(t) = P ( t ) M
where the matrix M has columns
( . . . , A i t , - ( Q t + \k + fik),fik,---y
Note that the ajt are the infinitesimal rates at which the system deadlocks.
See Feller[22] for thorough background on Markov processes and how to analyze such
systems.
52 CHAPTER2
2.2 APPROACH VIA RECURRENCES
Here we can apply the transition approach of Section 1 as well. Assuming that ac-
cess/release of a resource is independent of the time, n, and that access/release depends
only on the number of active processors, we have a recurrence of the form
Hk,n+1 = dk+-iHk+l,n + qkHk,n + ik-lHk-l,n
where Hk,n is the number of histories such that k processors are active at time n. A
deadlock is modelled by the fact that a path touches the a;-axis, i.e., there are no processors
active. To calculate the behaviors, we could enumerate all histories whose height is strictly
greater than 0. This is like the problems studied in Section 1 and similar methods are
applicable.
Karlin-MacGregor[48][49] have studied the relationship between birth-and-death pro-

cesses and orthogonal polynomials. For studies from the point of view of concurrency
measures, see Arques, Frangon, Guichet&Guichet[6] and Geniet, Schott&Thimonier[37].
III. E l e m e n t s of duality t h e o r y
Here we briefly indicate the general approach to duality — the correspondence between
the recurrence for the c„jt and the recurrence for orthogonal polynomial basis vectors used
in §1.1. The idea is to interpret Cnk as components of a vector C „ .
You have a discrete dynamical system of the form
C „ + i = ACn
with C „ a vector of components Cn(k). This gives a matrix C{n,k) — C„(/;). The
operator X is determined by the relation
where $ is a column of the basis vectors <f>j. Thus
And
X " + V o = X{X"4>o) = C „ • X $ = ACn • * = C „ • A*$
So the action of X on $ is dual to that of J4 on C:
X^ = A*^
Example. Consider the factorial powers x^"' = x{x — l)(x — 2) • • • (x — n + 1). Then the
Stirhng numbers of the second kind are determined by the relations
C" = y^^Sn^kX
k
With 4)k = x'*', we have the action of X
X(f>k = ix-~k + k} x<*^ = k+i + k(f>k
By duality, this gives the recurrence for the Stirling numbers
Sn+l,k = Sn.k-l + ^•Sn.lt
R e m a r k . Basic studies concerning Knuth's model are

Frangon, Randriajiarimanana&Schott[33] and Randrianaximanaj:ia[74].
The probabilistic approach is taken in LouchEird[58], and
Louchard, Randrianarimanana&Schott [60]. See Maier[63] as well.
A basic reference for this chapter is Flajolet, Pran5on&Vuillemin[26]. Also see Flajolet[24],
and Fran5on[30].
For various applications in combinatorics via an approach similar in spirit to that taken
here see Godsil[38]. Meixner discusses the polynomials now known as those of Meixner
type in Meixner[69]. A presentation of finite operator calculus is given in Rota[78].
Chapter 3
A P P L I C A T I O N S O F BESSEL F U N C T I O N S
A N D LOMMEL POLYNOMIALS
In this chapter we present some applications of Bessel functions. Section 1 is devoted

to the symbol table in Knuth's model while, as a complement, section 2 discusses the
rate of convergence of zeros of Lommel polynomials to those of the corresponding Bessel
function. Section 3 concerns the analysis of some concurrent algorithms, particularly some
aspects involving special functions.
I. A n a l y s i s of t h e s y m b o l table in K n u t h ' s m o d e l
The approach developed by Flajolet, et al., leads in this case to a divergent generating
function. So a different approach was called for. Recall that for Knuth's model, one
considers the generating function Hn(t) = Yli'^'/^^•)-^n where s counts the number of
insertions. A study of the numbers H „ ( l ) as a first step towards the solution was made in
Flajolet-Schott[27] where the asymptotic behaviour of these numbers was obtained with
the help of Bessel functions. We recall these results in the next section.
1.1 BESSEL NUMBERS
Here the notation H„ refers to iif„(l), i.e., the function H„(t) evaluated at t = 1.
Flajolet&Schott[27] proved that:
n+2
Hn^Y. as n —> oo
lt>l
/f„Ri(n/2elogn)"
R e m a r k . The numbers H„ are denoted 5 * in [27].
The starting point for the study is the fundamental recurrence for Bessel functions :
J^+i{x) = 2vx~^ Jv{x) — Jy-i{x)
Rewriting this relation as:
^-J^^ = 2vx-' -ll{Ux)IJ^+,{x))
and iterating the process, setting x = 2, yields
This continued fraction provides the connection with symbol table histories for the analysis
of this data structure. We now recall some of the results from Flajolet-Schott[27].
BESSEL FUNCTIONS AND LOMMEL POLYNOMIALS 55
1.1.1 P r o p o s i t i o n . The asymptotic expansion, as u —* oo, of a quotient of consecutive

Bessel functions is expressed by
vj,{i) Z ^ " ' " ' " pn+2

n>0
1.1.2 L e m m a . We have
J.-i(2)
1 1V "'•
vJ^{2)
r>0 ^ '''•
where
and the Bessel numbers Hn satisfy
The asymptotic behavior of the H„ axe deduced from these results.
1.2 SYMBOL TABLE AND BESSEL FUNCTIONS
For the symbol table in Knuth's model we have the recurrence, cf. Ch. 2, Prop. 1.1.1.3,
X(f>k = <</>Jt+i + k(i>k + (f>k-\
with squared norms ek{t) = ||^jt|P = ^""*-

1.2.1 P r o p o s i t i o n . The solution to the recurrence
X(j>k = t(j>k+l + k^k + k-l

with <f>-\ = 0, 1^0 = 1 may be expressed in terms of Lommel polynomials:
4>k = r * / 2 i ^ , , _ , ( - 2 ^ / < )
Proof: Observe that (l>k = t'~''''îpk{x/\/i) where the polynomials V"* satisfy
xipk = ^k+i + kt~^l'îl)k + V"*-!

Comparing with Intro., eq. (4.1.5), yields, with e — -y/t,
^k = i i t , _ , ^ ( - 2 v ^ )
from which the result follows. •
R e m a r k . In the following, we will denote the argument —1\fi of the Bessel function by r .
An important feature comes via Intro., eq. (4.1.6).

56 CHAPTER 3
1.2.2 Definition. For a given r , the set of zeros of the function of x given by J _ i _ i ( r )
is denoted by E^.
Now we have
1.2.3 L e m m a . Let (^ € E^ be a zero of J-I^X{T)- Then
Rn.-dr) J-C(r)
Proof: Replacing in Intro., eq. (4.1.6), ex by x and the argument —26 by r , we have,
dividing out J-îT),
^"•-^^^) - - j l A ^ + J_.(r) ^"-1-1-HO

and hence the result. •
It turns out that t h e set S r will correspond to the values of x where the measure of
orthogonality for the (j>i: is concentrated. From the recurrence relation we see that one
thinks of the values of x as eigenvalues of the matrix operator given according to the
right-hand side, hence we have the spectrum S^.
To see this, we use the continued fraction, cf. Intro., §3.2, which gives the moment
generating function, M{3) = ((1 — sX)~^), as we saw in Chapter 2. Here we have
M{s) = i l l - t s ^ l - s - ts'^/l -2s- ts'^/l -3s- ts'^f • • •
corresponding to the monic polynomials associated to the (^t, satisfying the recurrence
xtpk = ^k+i + krpk + i^k-i, as noted in the remarks preceding Prop. 1.1.4 in Chapter
2. In particular, both sets of polynomials have the same measure of orthogonality. The
Bessel numbers of the previous section show that as a power series at zero, it has radius
of convergence equal to 0. However, the continued fraction gives the appropriate analytic
continuation to regions corresponding to existence of the Stieltjes transform, which is
related by the transformation s~^M{s~^).
1.2.4 T h e o r e m . The moment generating function has the formal expression
Mis) = ( - ^ ) = - ^ ^ ^
I-SX sVtJ-l-l/s{T)
with T = —2y/i. The Stieltjes transform is
^s-X' ViJ-i-,{T)
giving the spectrum S^ as the zeros of the denominator. The corresponding probability-
measure is given by the residues
the prime indicating differentiation with respect to s.

Proof: From Watson [84], pp. 153, 303, as noted in the previous section, the ratio
of Bessel functions can be expressed as a continued fraction which yields the equation
^ - ^ = 1/—+ 1 1/—+2 1/—+3 1

Z Ji,\Z) ' Z Z I Z Z I Z Z
And thus,
• 2 / 1 „ ±2 f-\ o„ J^^ /i o_ A,*!
1 - — = ts^ / I - 3 - ts^ 11 - 23 - ts' 11 - :ia - ts
Dividing numerators and denominators by s y i we have
Setting z — —2\/t, v = —1/s, we have
M~ 2v \ z J^{z) ) ~ 2v J^{z)
We get the Stieltjes transform, {{s — X)^^), via s~^M{ljs). •

R e m a r k . Observe that the Bessel function in the denominator satisfies
(-y^)-._,_,(.) = X : ; ; T r ^
SO the spectrum is given by the zeros of the function
E
n=0 ^ '
Now we see that the discussion in [27] is for the case t = \. For general t we have the
asymptotic form of the zeros
/ • < "
^"^" n\{n + \)\

as n —• oo.
1.3 INTEGRATED COST F O R T H E SYMBOL TABLE
We follow the technique used in Chapter 2 for priority queues. We want an expansion
of (1 — sx)^^ in terms of the polynomials (/>„.
Write
( ^ - I ^ ^ n W ) = M{s)V„is) (1.3.1)
58 CHAPTERS
We know that (t>o = 1, </ii = x/t from the recurrence relation. We also know that Vo{s) = 1,
M(0) = 1, and that V„(0) = 0 for n > 0 by orthogonality. Introduce the operator A j acting
on functions f(s) by
A,/(s) =
The principal feature of this operator is that
A , ( l - sx)~^ = x{l - sxy^
that is, the functions (1 — sx)~^ are eigenfunctions of A, with spectrum x. Applying As
to both sides of eq. (1.3,1), it follows via the recurrence for 4>n that, for n > 0,
Applying eq. (1.3.1) to the left side of this equation yields
M{s) {tVn+l{s) + nV„{s) + Vn-x{s))
Thus, Vn{s) satisfies the same recursion as does i^„ except for initial conditions. Setting
n = 0 gives, using 4>i — x/t,
, 1 y, M{S)-1
via the operator As, while from the right-hand side we have
Therefore
From this one guesses the general solution
K(.) = * - " / ^ ^ ^ ^ i ^
cf. Intro., (4.1.6), which is readily verified. We thus have

1.3.1 L e m m a . The expansion in Lommel polynomials
__L_ - •'• \^.^n/2j. /^\ Jn-l/sJT)

Proof: From the above, we have the expansion
1 °°
J — ^ = Mis) J2 Vn{s)M^)/£n
with the squared norins Cn = * - " . Now,
s\/iJ-i-i/^{T) J-I/,(T)
and hence the result. •

Now consider positive queries at cost fc on a file of size k. We have
ôCoiRV)4>n = n^4>n
Set
s^/i J_i_i/s(r)
so that (1 — sx)~^ = J2 ^n(s)4>n(3;). Using the second main formula for integrated cost,
Ch.2, Theorem 1.4.5, we want to calculate
oo
3{{i - sXYHoCo{RV){\ - sxy^) = s J2 Wmisfmh-"^
using the orthogonality relations of the <(>„• Substituting back in the expression in terms
of Bessel functions for Wm(s) yields
oo
'>m-\ja\J)
-T J-\-\IS{T)
St ^
with Er the poles of the summands. So we look at an expansion in I/5 of
Jm-sir)
E \.J~x-.{r)
expanding in partial fractions the main contributions come from the terms with double
poles:
/ Jm-s{T) \ _ • ^ Jm-
+ lower order
y(s-cy
The Stieltjes transform says that
p(C) _ J-S{T)
(7:^)=^
''~^' C^.'-^ ViJ-i-.(r)
60 CHAPTERS
with
Hence
1 Y^ Jm-<:{r) __ -s-^
Jm-dr? __ Y- McmO!^. 2
since, on E r ,
So, expanding the terms [s — C.Y, we consider
n m ^
Now, Yl <J^m(C)^P(C) sums to ||<?^m|P = ^""^ SO that this last expression has the form
EÊ-'(^>(^))-
n m
with ( ) denoting expectation with respect to the weight function <l>miC)'^PiC)t'"- So to

get the asymptotic behavior, we find the value Cmax that maximizes 4'm{Q^p(0- This will
give
nH„{t) X^mVCmax)'?im(Cmax)î'"
771
as upper estimate for KOn{t)Hn- Dividing out by the Hn will yield the result. Though the
calculations have not been completed at this time, preliminary computations (Louchard,
private communication) indicate that the result is
(logn)i/^
1.4 RATE O F C O N V E R G E N C E O F ZEROS O F LOMMEL POLYNOMIALS
In this section, based on Feinsilver-Schott[20], we discuss the rate of convergence of the

zeros of Lommel polynomials to the zeros of the corresponding Bessel function (considered
as function of the order). The study was motivated by the symbol table analysis. The
Maple program, whose results are reported at the end, illustrates that our result is quite
good.
J. Coulomb[13] first investigated the zeros of the Bessel functions Jv{x), with x fixed.
He observed that the zeros converge to the negative integers. The study Flajolet-Schott[27]
gave a quajititative version of Coulomb's result in the context of some combinatorial prob-
lems related to non-overlapping partitions. Their work led to the question of the speed of
convergence of zeros of Lommel polynomials to zeros of corresponding Bessel functions. It
is likely that the technique used here will prove useful in similar cases for other classes of
functions.
In the following, the argument of the Bessel function is fixed and v is variable, and
will be denoted by x. Consider the (modified) Lommel polynomials:
[m/2] . .
n)„
r»=0 ^ ^
with {x)a = x{x -{- l)...(x -\- a— 1).
Throughout the following, x is any complex number that is not an integer.
We have, in the notation of Watson[84], p. 294ff,
Hm[x) = R^,^{2)
We let
0
For m —> CO, recalling that x is non-integral,
1
J{x + m) = 11 + 0
r(a; -l-m-l- 1)
and (1.4.1)
1
J(—x — m) =
r(-x-m + l) 1 + < ^
where the O terms are uniform (in a;) on compact sets. The principal formula required is
the following, which may be found in Watson[84, p. 295],
Hmix) = [J{x + m)J(l -x) + ( - ! ) " • J ( - x - Tn)J{x - 1)] (1.4.2)
Now let /x be a positive integer. Define the domain fi^ = { x: 0 < |x -|- /i| < 1 }. The
first lemma is related to Hurwitz' result for Lommel polynomials [84, p. 302].
1.4.1 L e m m a . On il^, r(H-m) converges to J(x — 1) uniformly on compact subsets

('normally').
62 CHAPTERS
Proof: By eq. (1.4.2),
1 7r (-l)'"J(-a:-m)J(x-l)
o r{x + m)T{x + m + 1) + sinTTX r(x + m)
The first term is negligible. We have to show that the coefficient of J{x — 1) in the second
term converges normally to 1. In fact
TT ( - l ) " ' J ( - x - m ) _ 71- ^

sinTra; r(x + m) sin7r(a; + p)
T{x + n) r ( l -X - fi)
— m) l+O
r(x + fj,)T{i-X-fj.) r(x + m) r ( i
where we note that the O terms are uniform on compact subsets of fi^. By the reflection
formula for the gamma function, the first two factors reduce, and thus the expression is
asymptotic to
+^ Fjx + fi)Til - X - li) ^
^ ' T{x + m)T{l - X - m)
Recalling that the zeros of J{x) are very closely negative integers as a; —> — oo we have
1.4.2 L e m m a . Let J{( — 1) = 0. Let Cm be the zero of Hm(x) closest to (. Then, as
oo, we have the asymptotic reJation
HmiO
\u-c\~\j'ic-i)r r(c + m)
Proof: (Note; the idea is similar to that of Newton's method for solving equations.)
Let fni{x) — p / ^ ^ N . So fm and Hm have the same roots near (. By the mean value
theorem, there exists ^mi e.g. on the segment between ^ and Cm, such that
fmiO-fmi(:m) = (C-Cm)f'miU)
Thus, since fmiCm) = 0, &s m —t oo,
fmiO
IC-Cm| =
ImK^rn)
\fln(0\-' \fm(0\
where, since {fmix)} converges normally to J(x — 1), (by Cauchy's formula) the derivatives
are equicontinuous. And for large m, we replace /'„{() by J'{( — 1). •
And finally we have:
1.4.3 T h e o r e m . Let (^ denote a zero of J{x — 1). Let (rn denote the zero of Hm{x)
nearest to (. Then, as m ~* oo,
TT J(l-C) 1
Km - C I (1.4.3)
sin nC J'(( - 1) r(C + m)r(C + m + 1)
Proof: We apply eq. (1.4.2) at a; = (, so that the J{x — 1) term vanishes. Thus,
^m(C)
r(C+m) - j(i_c)^g±4)
sinTfC
' ' r ( C + m)
Combining eq. (1.4.1) with the above Lemma yields the result.
R e m a r k . Relation (1.4.3) may be written in the form
7(1-C) r(-C-m)
ICm-CI
j ' ( C - i ) r(c + m)
via the reflection formula for the gamma function.
64 CHAPTERS
Numerical Results
m
r-61Practice
Theory Theory
1^^-61
Practice
r-^si
Theory Practice
4 1 X 10-^ 9 X IQ-''
5 5 X 10-5 4 X 10-5
6 1 X 10-« 1 X 10-«
7 3 X 10-* 2 X 10-* 8 X 10-^ 4 X 10-^
8 4 X IQ-" 4 X 10-^° 7 X 10-^ 4 X 10-3
9 3 X 10-* 2 X 10-*
10 1 X 10-= 8 X 10-« 8 X 10-^ 4 X 10-2
11 3 X 10-'' 2 X 10-'' 7 X 10-3 4 X 10-3
12 5 X 10-^ 4 X 10-"* 3 X 10-" 2 X lO-"
13 1 X 10-5 8 X 10-^
14 3 X 10-'' 2 X 10-''
15 5 X 10-^
^, denotes a zero of J{v) = J„(2)

(^ denotes a zero of a Lommel polynomial
We have (approximately) ^^ = 0.2538058170, 6 -4.9997743198, â = -7.9999999961
II. Analysis of s o m e concurrent a l g o r i t h m s
The purpose of this discussion is to convince the reader that even very simple distributed
algorithms can lead to difficult mathematical analysis, involving special functions and
advanced probabilistic techniques.
Problem 1: Consider a contiguous block of m locations, which we use to implement two

stacks. One stack grows from the left end of the block and the other from the right end
until the cumulative size of the stacks exhausts the available storage. This strategy is to
be compared to a simpler one, namely, allocating separate zones of size m / 2 to each stack.
This problem of Knuth has been investigated by Yao[85], Flajolet[25], and more recently
by Louchard-Schott[61], Louchard et al. [59], Maier[64], and Maier-Schott[65].
Problem 2: Consider two customers P j , P2 sharing a fixed quantity of a given resource

R. There are fixed upper bounds m i , 7712 on how much of the resource each of the cus-
tomers will need at any time. The deadlock avoidance policy, known as the banker's
aJgoritJim, affords to customer P,, (i = 1, 2) the required units only if the remaining units
are sufficient in order to fulfill the requirements of Pj,{j = l , 2 , j ^ i). For a complete
description of the banker's algorithm see Habermann[44], and Peterson&Silberschatz[72].
The present discussion is based on Louchard, Schott, ToUey, and Zimmerman[62], and
Louchard-Schott[61]. See also [51].
2.1 A PROBABILISTIC MODEL F O R T H E ANALYSIS O F T H E T W O STACKS P R O B L E M
The two stacks begin on opposite ends of the block of size m and grow until the
cumulative size exhausts the available storage. The time to absorption and the final stack
sizes are random variables whose distributions will depend on m and on the probabilities
of the elementary operations : insertion 7, (resp. deletion £);), i = 1,2 is performed
with probability p; (resp. qi). Obviously Pi + q\ + P2 + <12 = 1^ Therefore, as shown in
Flajolet[25], the natural formulation of this shared storage allocation algorithm is in terms
of random walks inside a triangle on a 2-dimensional lattice: a state is a pair formed by
giving the size of the two stacks. Consider a particle that starts at the point (a, h) of the
plane lattice and moves according to the transition rule
{x + 1, t/), with probability pi
{x — l,y), with probability 5i
{x,y)
{x,y + 1), with probability p2
, {x,y — 1), with probability 52
where pi + p2 + 5i + 92 = 1 It stops when it hits the absorbing barrier x + y = m.
If the parameter m is the memory size, then we can say that the transitions above
correspond respectively to random insertion / i and deletion Di (resp. /2, D2) in stack 1
(resp. stack 2). So a natural formulation of the two stacks problem is in terms of random
walks inside a 2-dimensional lattice triangle with two reflecting barriers along the axis — as
a deletion has no effect on an empty stack — and one absorbing barrier along the diagonal
— the algorithm stops when the combined sizes of the stacks exhausts the available storage
rn. (See Figure at the end of this section.)
66 CHAPTER 3
2.1.1 The banker's algorUhm
In a similar way, we can see that the formulation of this problem is in terms of random
walks inside a 2-dimensional lattice rectangle with a broken corner, four reflecting barriers
and one absorbing barrier. (See Figure at end of this section.)
2.2 SOME RESULTS
The problem is to find the time and the position of the paxticle when it reaches the
absorbing boundary. The general case involves four parameters, pi +P2 + 9i + 92 = 1; it is
rather complicated and some problems remain open. Therefore we will restrict our study
to the isotropic case, where Pi = P2 = 9i = 92 = 1/4. We refer the reader to the papers
mentioned above for further details.
Let Ym be the random walk described above with initial condition Fm(0) = Xm, and
we denote by Zm (resp. T ^ ) the hitting place (time) on the absorbing boundary. Flajolet
has given an analytical proof based on continued fractions and orthogonal polynomials,
methods similar to those used for his analysis of dynamic data structures. Here we follow
Louchard, who derives a diffusion approximation. The densities involved may be expressed
in terms of theta functions, see Intro., §4.2.
2.2.1 T h e o r e m . The asymptotic distribution ofYm{-) is given by the foJJowing
M?!!!M ^ Wit)
m
where W{t) is a two-dimensional (reHected and absorbed) Brownian motion (B.M.) with
appropriate boundary conditions. The convergence is in the Skorohod sense. Let the
hitting time tor W{-) be T. The density o{W{-) is given by
T'AW{t)&dy,t<T] =
< S V ] exp{~k^7r'^t/2)cos{kT:xi)[cos(kTryi) — cos[(A;7r(l — 5/2)]]

*- k=i
00
+ 2 N ^ exp( —A^7rî/2)cos(A7ra;2)[cos(A7rj/2) — cos[A7r(l — yi)]]
00 00
+4 ^ ^ exp[-(fc^ + A^)7r^</2] cos(A:7r2;i) cos(A7rx2)

k=l X=l
• [cos(fc7ryi)cos(A7rt/) - cos[A;7r(l - 2/2)] cos[A7r(l - yi)]] I dyidy2

Proof: We include a sketch of the proof. The proof presented here is based on Chung-
Williams[ll]. The weak convergence is easily deduced from Chung-Williams, Th.8.4. Our
reflecting probabilities are such that (in one dimension, for instance)
Ymin) = Xin) + max ( - X ( i ) )

0<t<n
where
1=1
and
P(A. = l ) = p , FiAi = -l) = q
By the central limit theorem, for each t > 0, as n —^ oo, X" = {ay/n)~^X^„t] —> Bt in
distribution with B a standard Brownian motion on R . For each m € N , {X"} converges
weakly in D[0,772] to {-B(, 0 < t < m } . Then it follows by the continuous mapping theorem
that
X(" + max i-X^), 0<t<m
0<9<t
converges in the weak sense to
Bt + max (-Bs), 0<t < m

Q<a<t
Since Bo = 0, we have
max(—B.) = max BI
0<3<t 0<3<t
Weak convergence on D[0, m] for each m € N implies convergence in distribution for each
time t, hence
X r + max ( - X ; ) -^Bt+ max ( - 5 7 )
o<s<t 0<a<t
in distribution for each t.
The continuous mapping technique used in Chung-Williams leads to the reflected B.M.
W. Also the hitting time T is a continuous functional of W (almost surely) so that the
weak convergence is still valid for our absorbed process. The classical one-dimensional
B.M. with reflecting boundaries at 0 and 1 is well known, see Feller[22, Ex. X.5.e. and
prob. XIX.9.11]. Its density is given by, calling this process Wi:
Fi,[Wi{t) £ dyi] = I l - | - 2 2êxp[-/i;''7r''V2]cos(fc7rxi)cos(/i;7r2/i) V dyi

I. k=l
= [l-Êi(xi,yi)]c?i/i
say, and similarly for W2 • By a classical reflection principle ax;ross the absorbing boundary,
we see that
F,[W{t)edy,t<T] =
| [ 1 -f- S i ( x i , y i ) ] [ l -I- 5:2(12,2/2)] - [1 + S i ( a r i , l - i/2)][l + £2(^2,1 - t / i ) ] | dyidy2

68 CHAPTERS
hence the result. •

We now have all necessary ingredients to derive the limiting hitting distributions. The
coordinates z in the statement of the Theorem are given by an appropriate translation and
rotation, see the first lines of the proof below.
2.2.2 T h e o r e m . For the distributions of the hitting place (Z) and hitting time (T) of
W on the diagonal we have:
P^[T€dt,ZiT)edz2] =
r °°
exp(—A;'^7r^t/2)cos(fc7rxi)—pr sin[A;7r(- -\—j=)]
*• 4 = 1 yl 2 -\/2
+ êxp(-A^7r^V2)cos(A7rz2)^^sin[A7r(- - -j=)\
A=l
00 00
+ 2_, y ^ exp[—(fc^ + A^)7r^</2] cos(i;7ra;i)cos(A7rx2)
47r r, ... ,1 Z2 , , r, / 1 -^2 1

x-=[/:sm[fc7r(-
^2 + -V5
= ) ] cos[A7r(-
2 - -y/2'
=]
V2'
+Acos[fc7r(l + 4 ) ] s i n [ A , r ( i _ i | ) ] ] | dtdzo
'2 v^
T i e marginal densities are given by
P4Z{T)edz2] =
( 4 ^cos(/c7rxi) . r, , 1 , -^2^,1 , ^ cos(A7rx2) . ,. ,1 ^2 .,
8 Y ^ V ^ cos(fc7ra;i)cos(A7rar2),
^^,^^,^ 4A:sinM^ + ^ ) ] c o s [ A . ( i - ^ ) ]
+ 1775
T T V ^ 2^ 2^"
/t=l A=l
+ Acos[^7r(- + •^]sin[A7r(- - - ^ ) ] ] | d z 2
and
p,[Tedt] =
•^4 ^ exp(-A:^7rî/2)cos(fc7rxi)+ 4 ^ exp(-A^7r^</2)cos(A7ra;2)
'^ kodd>0 Xodd>0
8 Y^ E e x p [ - ( P + A2)7r2</2](ifc2 + A2)/(fc2-A^)cos(fc7ra;i)cos(A7rx2)
iorfd>0 Aet;en>0
-8 ^ J2 exp[-(P + X^)7rH/2]{P + X'')/(k^-\^)cos(knxi)cos{X7VX2)\dt

keven>0 Xodd>0
Proof: Determine the new coordinate system (^1,22) by
yi = 2 + ( « i + ^ 2 ) / \ / 2
or
22 = -yiyi -y2)
In this new system, let
^.{t,zuZ2) := P4W(t) G dz,t <T].
It is well-known that the hitting density is given by
F4T € dt,Z{t) e dz2] = --[a.,v'x(<,î,22)]z,=o
(this is a classical outward heat flow). This gives the first formula after standard manipu-
lations. Note that permuting xi with X2 in changes Z2 into —?2 (as it should). Integrating
over t gives the second formula. The last result is obtained from the first formula after
some tedious but simple computations. One could wonder if this last expression is an
honest density. This can be checked as follows. Integrating over t gives, for the first term
2
4 ^ cos(fc7rxi) • - ^ =-2xi-f 1
koddyO
by standard results on Fourier series. The second term gives —2x2 + 1- The fourth term
leads to
, „, 2 v-^ cos(A;;r3;i) ^ ^ 1 ,, ,
keven>0 XoddÔ ^ '
The last sum above easily gives
. ,, >, v ^ sin(A'7ra:2) ^^ • /i. ^

sin(A;7ra;2) > — = —sm(fc7rx2)
X'odd^Q
by Fourier series theory. We thus have
4 ^^ cos(A;7rxi)sin(fc7rx2) 2 v^ ,.,-,, M
- - Ya H r ^ ^ = — ^ smMî+X2
fc euen>0 fceven>0
•\- sin[^7r(a;2 — xi)]]/A;
70 CHAPTER 3
Assume, without loss of generadity, that xi > X2. By Fourier series results, this last reduces
to 212• Similarly, the third term of our original expression leads to (—1 + 2a;i). Collecting
results, we see that we have indeed an honest density — that integrates to 1. •
By the first Theorem above, the original hitting place {Zm) and hitting time (Tm) are
given by
m m^
Indeed, Z and T are (almost surely) continuous functionals of W. The weak convergence
leads to our asymptotic approximations. Note also that the particular case a;i = a;2 = 0
leads to results of Flajolet[25], Th.2, and our last expression above goes into the bivariate
0 distribution announced in Flajolet, Th.4.
R e m a r k . In this section, we have presented an aspect of the colliding stacks problems.

Various situations have been analysed by Louchard. Maier[64] considers the case where
the probability of insertions into and deletions from a stack may depend on the height
of the stack as a fraction of m. His approach involves large deviations techniques. More
general results about exhaustion of shared memory are available in Maier-Schott[65]. The
probabilistic technique involved in [65] has also been applied in [66] in order to quantify
the rate at which regular approximations to shuffle products of context-free languages
approach the original languages.
2.3 THE BANKER'S ALGORITHM
In this situation the absorption time T^ corresponds to deadlock detection. This can
be modelled by a random walk in a rectangle with a rectangular section removed from the
upper right corner. As long as the random walk remains inside the main rectangle the
banker satisfies requests without delay, but inside the sectioned-off rectangle prevention is
necessary since the customers Pi and P2 violate the announced upper bounds mi and 1712-
2.3.1 The trend-free case

As in the storage allocation algorithm, several subcases must be considered. To simplify
the analysis, we will set mi — m2 = m. Here consider the isotropic case pi = qi = P2 =
q2 = 1/4. The classical reflection principle across the absorbing boundary is applicable
and leads to another diffusion problem. The problem is now to find the behaviour of the
random walk inside these domains. The density f(x,y,t) :— F j:[W{t) € dy,t < T] can be
found using partial differential equations methods. Let
A denote the two dimensional {x,y) Laplacian operator.
n be a 2d-polygonal domain depending on the problem under study.
FQ is the absorbing part of the boundary of H.
Fr is the reflecting part of the boundary of fi.
9n = Fa U Fr is the boundary of il.
•^ represents the outward normal derivative to 5 0 .
6 is the two dimensional Dirac distribution.
Then the density satisfies
Of
= AF, in Q,
dt '
f- = 0, \/t, along Ta
df Vi, along Tr
= 0,
du '
fix,y,0) = S{x - xo,y~yo)
To solve this problem, we separate t from the space variables by setting
n=l
where £>„ are real coeiRcients to be chosen in order to satisfy the initial condition. The
eigenvalues A„ and the eigenfunctions M„ axe solutions of a classical mixed homogeneous
boundary value problem for the 2d-Helmholtz equation:
Aun + A„ii„ = 0 in fl
M„ = 0 along Fa
-;:— = 0 along Fr
Of
To find u„ and A„ we can make use of the large singular finite element method.
This method has been specially developed to tackle elliptic boundary value problems in
polygonal domains, Descloux-Tolley[14].
The particular case of the Helmholtz equation has been studied, both from analytical
and numerical points of view, in Descloux-Tolley [14]. As shown by them, the eigenfunc-
tions Un may be written as:
oo
" " = '^CinpJpîîy/KriJglfXipdi), for {ri,di) € fii
where
f2i is the closure of the «'*' subdomain 0.,, i = 1,2,-• • ,N that constitute the subdivisions
of ft, ft = fti U ft2 U • • • U ftiv. Every ft; contains at most one vertex of 5ft and
ft, n ftj = 0 for (i ^ j). Moreover, aft,- n 9ft> = r,^ for i ^ j , with Tij = 0 if it is
formed of a finite number of points.
ri, 9i are polar coordinates centered at a point P; lying on 5ft fl 5fti. In general, P; is
located at a vertex of 5ft
Cinp i = 1,2,... ,N, p = 1,2,... are real coefficients to be properly chosen. More precisely,
the C'inp should be taken in order to ensure the continuity of «„ and of its normal
derivative along r,j, i ^ j ; i,j = 1,2,... ,N.
72 CHAPTER 3
Hip are real numbers whose values depend on the particular boundary conditions
Jfii^{-) is the Bessel function of the first kind and of order Hip
g(-) is a sine or cosine function, depending on the boundary conditions.
Finally, taking into account that for A„ / A^
ii m ^ n
<Un,Um>= I/ I/ U„(X,yjUm{X,y)dil
Ur,{x,y)u,riix,y)dQ = •{
= I ||^_
i' 11||2 -^ ^
we obtain
IL 6(x - xo,y - yo)M„(a;,y)rffi = u„{xo,yo)
f(^ „ /^ - V ''n{xo,yo)u„{x,y) i^^^,

J{x,y,i)-2_^ II II2
R e m a r k . The separation of ft into subdomains Q,i can be done in sever2d ways. However,
it is important to take into account the convergence properties of the series.
For some eigenvalue A„, with the proper coefficients Cinp, the series converges in a
disk centered at Pi with radius Ri > 0, where Ri is the distance from Pi to the "nearest
singularity of u „ " . We shall not discuss here the precise meaning of this.
Note that if we define
Ri = mindistance {Pi, Pj) {i,i = 1, 2, • • •, A'')
then Ri < Ri. For practical applications we can thus use Ri instead of Ri. As a conse-
quence, ft should be divided so that every ft, lies entirely in a disk centered at P, with a
radius pi < Ri. (ft; contains at most one vertex of ft).
For the deadlock problem for the two dimensional banker algorithm, one is working
in a five-sided domain consisting of a square with the northeast corner cut off'. This leads
to eigenfunctions of the form
Y^'^=i C,„pJ2p-2(y/Kri) cos{2p - 2)0i, {ri,0i) € ft,, i = 1,2,5

E^lC'3np-^(4p-2)/3(V^'"3)sin^^^3, (''Si^s) € fta
2 ^ 1 C'4npJ(4p-2)/3(\/^''4)cOS -^^-9^, {ri,9i) € ft4
for a suitable decomposition into subdomains. If we take as initial condition a Dirac 6 at

the origin 0 (ZQ = yo = 0), we have
_ w„(0,0) _ Ci„i
and
fix,y,t) = y2 II ^"u2 u„(x,y)e~i-

2.S.2 Numerical results

In general, the coefficients Ci„p and the eigenvalues A„ cannot be computed by an explicit
formula. These numbers can be found by solving a generalized eigenvalue problem for an
infinite linear algebraic system (see [14]), which is unwieldy in the present case.
In order to obtain an approximate solution, we truncate the infinite summations. The

exact solutions are then replaced by the approximations
where
Pi
Un = /^ CjnpJ,ii^{y)^nri)g{tJ.ip6i) for {ri,6i) e H;
p=l
The approximate values Cjnp and A„ of Ci„p and A„ are found as explained in [14].
Numerical investigations show that it is possible, though not easy, to obtain accurate
approximations to the eigenvalues A„ and eigenfunctions M„. The main dificulty is due
to the presence of the Bessel functions that lead to very ill-conditioned matrices if not
suitably scaled (as noticed by Fox, Henrici, and Moler).
Another numerical problem arises from the initial condition. In order to have a sharp
approximation of the initial condition in the form of the generalized Fourier development
TV
f{x, y, 0) = 8{x, J/) ~ ] ^ DnU„{x, y)
n=l
it would be necessary to have a very high value of N. This is practically impossible due
to the enormous amount of calculations required. However, as the values of A„ (and A„)
increase rather quickly with n, even for small values of t, / ( x , y, t) may be considered as a
fairly good approximation to / ( x , y,t) due to the rapid decay of e""^^"'. As a criterion to
test the validity of approximation one can evaluate
-\fdtl 'Ids
and compare this quantity to the exact value
2 Jo ir. du
R e m a r k . With a; = 0 the deadlock problem for the banker algorithm degenerates into
that of the evolution of two stacks in bounded space whose solution is well known, see
Louchard-Schott [61].
74 CHAPTER 3
The results of some numerical computations is reported in the article by Louchard,

Schott, Tolley&Zimmermaii[62].
R e m a r k . These methods apply to any kind of polygonal domain and of course to triangles
(i.e., the 2 stacks problem). The question remains how to solve the general problem. It
looks like the exit-time technique of Matkowsky et al.[70] is applicable and will give at
least the asymptotic behavior of (T), the expected value of the hitting time, cf. Maier[64].
The question remains: How to get the limiting distributions of T and Z in the general
case?
2.S.S Tree intersection problem

We would like to mention the paper On the average size of the intersection of binary
trees, by R. Baeza-Yates et al.[8]. The interesting feature is that Bessel functions play an
essential role in their analysis.
R e m a r k . The classic example of the analysis of an algorithm that involves Bessel functions
is Jonassen-Knuth[46]. For some probabilistic methods applicable to the sorts of problems
discussed here, see Aldous[4].
Colliding stacks
i£I
R
(t- 'b
R
1
<^ R
Banker algorithm
Chapter 4
F O U R I E R T R A N S F O R M ON F I N I T E G R O U P S
A N D RELATED T R A N S F O R M S
I. Basic Definitions and P r o p e r t i e s
A group is a set with an associative operation, an identity for the operation, with the
property that every element has an inverse. We will conventionaJly denote the operation
as multiplication, and 1 for the identity. Typical examples of abelian, i.e., commutative,
groups include rings and fields, with respect to addition. Nonabelian groups that arise
naturally are permutation groups and groups of geometric transformations.
A group action on a set S means a mapping from G to the set of invertible functions
on 5 , which form a group under composition. Denote the mapping by the correspondence
g —^ (f>g. We can also consider this as a map G x 5 —> 5 :
{g,s) -^ (t>gis)
The mapping must satisfy two conditions:
a. Homomorphism: (j)ggi(s) = (j)g((j)gi(^s)), i.e.,
4>gg' = 4>9° 4'g'
h. Identity: 4>-i{s) = s, i.e., the identity of G goes to the identity map on S.
Condition a. can also be thought of as an associativity condition. Writing g • s for the

action oi g on s, we have
(gg') •s=g-ig' -s)
If the set 5 is a vector space of dimension d < oo, and G maps to linear transformations
on S, g —> Tg^ then the action is a repTCsentation of G of degree d. A simple example is
the trivial representation in which every element of G maps to the identity operator on
5 . For a given basis on S, the elements of g are realized as dx d matrices. Representations
T^^' and T'^^ such that, for all g e G,
for some invertible operator Q are equivalent. Realized as matrices, these differ only in
choice of basis. It is usually understood that referring to representations means up to
equivalence.
FOURIER TRANSFORM ON FINITE GROUPS 77
1.1 Definition. If S is a vector space over C with an inner product { , ), then a unitary
representation is one such that the operators Tg are unitary for every g:
(T,v,T,w) = (v,w)
for all V, w € 5 .
An observation that is often useful is that for a finite group G, any given representation
is equivalent to a unitary representation. This may be seen as follows. Let [u, w] be any
inner product on 5 . Given the representation T, define
The representation T is unitary with respect to this inner product, since
( T , v , r , w ) = jL ^ [ T , , T , v , r , - T , w ]
\G\ ^
which reduces back to (v,w} since gg' for fixed 5 is a permutation of the elements of G.
Now, we know from linear algebra that ( v , w ) has the form [ P v , P w ] for some invertible
P . Thus, T is equivalent to T defined by Tg = PTgP~^, which is unitary with respect to
the original inner product.
The character of the representation T is the function on G given by the trace
x{g)^trTg
which depends only on the equivalence class of T. The character of the trivial representa-
tion is just dim 5 , the degree of the representation.
A fundamental role is played by irreducible representations. A representation is ir-

reducible if there is no non-trivial subspace of S that is invariant under the group action.
That is, you have no representation on a nonzero subspace strictly smaller than S. Over
C, every representation of a finite group is covnpletely reducible that is, the space S on
which it acts can be written as a direct sum of invariant subspaces on each of which G
acts irreducibly. The matrices of the representation take a common block diagonal form
corresponding to such a reduction.
78 CHAPTER 4
1.1 G R O U P ALGEBRA AND F O U R I E R T R A N S F O R M
The idea of the Fourier transform on groups is to use representations to study functions
on the group. Here we will only be concerned with the case of \G\ £nite. One thinks of
functions / : G —> C as elements of r ( G ) , the group algebra consisting of formal sums
over G with coefficients given by the corresponding functions:
This is an alternative way of writing the |G|-tuple {f{g))g€G, displaying the values of the
function / . The principal feature of the algebra F is that multiplication in F corresponds
to convolution of functions.
1.1.1 Definition. For functions / i , /2 on G, the convolution / i * /a is given by
gea
1.1.2 P r o p o s i t i o n . Let fi, /a be functions on G, 7 ( / i ) , 7(/2) ihe corresponding

elements in F. Then
7(/i)7(/2)=7(/i*/2)
Proof: Write
7(/i)7(/2)= J2 f^^9')f2(g")9'g"
a' ,9"
and change variables g' = xg ^, g" = g. The result follows. •
This is the 'generic' version of the Fourier transform. For any representation T, we have
corresponding to F the operator algebra generated by { Tg }geG within the algebra of linear
transformations on the given vector space. Since the product of any two operators of the
form Tg is again of the same form, we have the elements of the operator algebra of the
form
gee
for some scalars Cg. This is exactly the im.age of 7 ( / ) € F corresponding to the function
f{g) — Cj- Thus, for any representation T, we define the Fonrier transform of / by
f(T) = X; f(g)Tg
gee
Taking traces gives the Fourier transform of / evaluated at the character %
fix) = E /(^)x(s)
Suppose that we can parametrize the irreducible representations, call them T^^\ with
corresponding characters x^- Then we write
/(T(^)) = Yl f^9)Ti^^
gea
m = J2f(9)xH9)
gea
1.2 CLASS FUNCTIONS AND SCHUR'S LEMMA
There is an important feature of the algebra of characters. Since xis) = t r T j satisfies
Xihgh-') = tr ( T A T . T ^ - I ) = t r T , = xig)
the characters depend only on elements equivalent up to conjugation, namely on the con-
jugacy classes. We denote a typical conjugacy class by p.
1.2.1 Definition. We denote by x^ the value of the character of an irreducible repre-
sentation T^^* on the conjugacy class p.
1.2.2 Definition. A class function on G is a function on the conjugacy classes of G,
fig) = fihgh-')
for all heG.
Equivalently, a class function is determined by the property that
figg') = fig'9)
for all g, g' € G. It follows readily from the definitions that
1.2.3 P r o p o s i t i o n . The convolution of two class functions is a class function.
Another terminology is central functions . Recall that the center of G consists of those
elements commuting with all other elements. Similarly, the center of an algebra consists
of elements commuting with all others. Elements of the center are called centrai.
1.2.4 P r o p o s i t i o n . / is a class function if and only if'f(f) — ^ f{g)g is in the center
of the group algebra F, i.e.,
7if)7i<t>) = li4>)lif)
for all functions <f> on G.
80 CHAPTER 4
Proof: This is the same a,a f * (j) = <f> * f ior &\\ <f>:
9€G gea
Write xg^^ = k in the second sum to get, with g = k~^x
k€G keG
for / central. Choosing (f>{k) = 1 if fc = g'~^, 0 otherwise, the above equation reads
fig'g) = figg'), yielding the converse. •
Now we have the fundamental
1.2.5 L e m m a . Schur's Lemma
a. Let U commute with all of the operators of an irreducible representation T. Then U

is a scalar multiple of the identity.
b. Let T and T' be irreducible representations such that, for a nonzero U,
UT = T'U
Then T and T' are equivalent.
Proof: For a., note that any eigenspace of U will be invariant under the Tg-.
t / v = A;V => VTgV = TgUV = kTgV
If U is nonzero, then it has at least one nontrivial eigenspace, which by irreducibility must
be the whole space.
For b., let V be in the kernel of U, i.e., Uv = 0. Then
T'Uv = UTv = 0
so that the kernel oi U is an invariant subspace for T', if J7 ^ 0, then it must be zero.
Hence U is one-to-one. Similarly, the image of U is invariant under T, so that U is onto.
I.e., U is an isomorphism and the representations are equivalent. •
Thus, any element of the center of the group algebra, F, maps to a scalar multiple of
the identity for any irreducible representation. I.e.,
1.2.6 Corollary. For any class function f on G, f{T) is a scalar multiple of the identity
for any irreducible representation T.
For a conjugacy class p, denote the fimction which is 1 on ;0, 0 otherwise, i.e., the
indicator function of p, by | p .
1.2.7 Definition. We denote by 7(p) the element of the group algebra
lip) =fi^p) = ^ 9
9Gp
Now, any class function is of the form / = Ylpf(p)(p-

1.2.8 P r o p o s i t i o n . For any irreducible representation T^'^', of degree dx, we have:
UT''^) = \P\fx'pI
ipW = \p\x).
and for any class function f,
fiTW) = l.f^X)I
Proof: By Schur's Lemma, ^p(T'^') is of the form cxI for some scalar ex- Tailing
traces gives
aA) = ^ t r T ( ^ ' = Hx^
SGp
= tr {cxI) = cxdx
which gives cx = <^^^|plXn- Thus the result for (,p and hence the result for any class
function / via J(p) = '£,f{p)(p- •
Observe that this Proposition is a refinement of the Fourier transform of a class
function:
/(A) = Y, \p\fiP)^
1.3 REGULAR REPRESENTATION AND CHARACTERS
The regular representation corresponds to the representation of G acting by multipli-

cation on the group algebra F. We denote this action by 7(3):
y y
This action can be expressed directly as an operator on functions:
In general, as noticed above, multiplication corresponds to convolution. For any / we

define the corresponding convolution operator on the space of functions on G
Tfc^ = f*<t>
corresponding to the multiplication by 7 ( / ) in F.
82 CHAPTER 4
1-3.1 Deflnition. The standard inner product on F, equivalently on functions on G, is

given by
(7(/i),7(/2)) = (/i,/2) = E hiaWj)
gea
One readily checks:

1.3.2 P r o p o s i t i o n . The adjoint of the operator Tf is the operator
T}=Tf,
vhere
/+(x) = / ( x - i )
We have
1.3.3 Corollary. The inner product can be expressed in terms of convolution as
We want to look at this in terms of the action of 7 ( / ) on F.

R e m a r k . In the following, by tr we mean the trace of the indicated operator for the regular
representation. Note that the standard basis for the space F is given by the elements 7(g).
1.3.4 L e m m a . For the regular representation
tr7(/) = /(l)|G|
Proof: Consider multiplication by 7 ( / ) on the basis vector "/{g):
X X
The contribution to the trace is given by the coefficient of g, corresponding to the diagonal
element of the matrix of 7 ( / ) on F. This gives / ( I ) . Summing over g € G yields the result.
•
1.3.5 T h e o r e m . We have the isometry
(/i,/2) = | G | - l t r ( 7 ( / i ) 7 ( 4 ) )
Proof: Combining the above observations:
(/i,/2> = (/i * / l ) ( l ) = | G r H r ( 7 ( / i ) 7 ( / j ) )
as required. •
Now consider the operators Tp, the convolution operators corresponding to multipli-
cation by 7(p) for the conjugacy class p:
f{Tp<f>) = jiip * 4,) = 7(p)7(^)
We denote the operators corresponding to the ^^ by
Now observe
1.3.6 P r o p o s i t i o n . If JS € F is central, then the eigenspaces of z are invariant under

the group, i.e., multiphcation by 7(3), for all g e G.
Proof: If 2V = Av, then, similarly as we saw in the proof of Schur's Lemma,
27(9')v = 7(fl')2V = \j{g)v
•
Now we have the decomposition into eigenspaces of the 7(p), the characters appearing in
the eigenvalues.
1.3.7 T h e o r e m . We have the orthogonal direct sum decomposition ofT
where each Mx is an eigenspace of the 7(p) with
-yiph = -^Xpf
for each 7 in an invariant subspace of M\ corresponding to an irreducible representation

rp(\)
84 CHAPTER 4
Proof: The adjoint of Tp is given by convolution with if J, equivalently by multipli-

cation by ~f{py. Thus, the adjoint of Tp is an element of F. Since the jip) are central,
in particular, it commutes with -f(p)^ • Thus, the operators corresponding to multiplica-
tion by the 7(p), equivalently, the convolution operators Tp are a comm.uting family of
normal operators. Hence they are simultaneously diagonalizable. This gives the indicated
decomposition. The eigenspaces are invariant under the group, so contain irreducible rep-
resentations. By Prop. 1.2.8, for the irreducible representation T'-^\ each 7(p) has the
indicated eigenvalue. •
R e m a r k . Note that the trivial representation M{i} has basis 7(u) = 2 G 5 ' corresponding
to the constant function u{g) = 1 for all g. This element is invariant under multiplication
by all g eG.
So the M\ contain copies of the irreducible representation T^'^K Denote the projec-
tions eA:r —> M A . Then t r e ^ = nixd\ where m\ is the multiplicity of the irreducible
representation T^'^' in Mx. It turns out that rtix = dx- We can now show
1.3.8 T h e o r e m . Fourier inversion
We have the expansion
/(s) = Ê'^^tr{T'_^>/(T(^))}
Proof: Observe that, in general, g acts on Mx as T j ^ ' so that 7 ( / ) acts as /(T^^^)

on MA, i.e.,
7(/) = 5]/(T(^>)eA
A
Now, 7 ( / ) = E / ( ? ) S , so that /(fir) = (7(/),7(S'))- To apply Theorem 1.3.5, note that

ligV = fig-')- Thus
/(ff) = ^tr(7(/)7(ff)^)
=wi^-^'^{î-y(T^''))
1^1 .
and the result follows from the equality mx = dx- •
From this theorem, we can find the form of the projections ex
1.3.9 P r o p o s i t i o n . Tije projections ex are given by
Proof: By definition, e\ acts as the identity on Mx and annihilates M^ for fi ^ \.

Thus,
By the Fourier inversion formula, writing ex = "^{(ftx)
M9)=~-.Y.<^,tr{Tll\Sx,)
By equivalence to a unitary representation, we have that
X\9'') = X^) (1.3.1)
Hence the result. •

Observe that we have, then,
e.= | i 7 ( ^ )
1.3.1 Schur orthogonality relations

Using Schur's lemma we can show the orthogonality properties of the matrix elements
from which orthogonality relations for the characters follow.
1.3.1.1 T h e o r e m . Orthogonality of matrix elements
Denote the matrix elements ofTg by tij{g). Let T and T' be irreducible representa-
tions. Then
a. IfT and T' are inequivaient,
9€G
for all choices of indices i,j, k, I.

b. For a given irreducible representation T of degree d,
i.e., they form an orthogonal system. For unitary representations, we write
{tki,tij) = d~^\G\6ij6ki
86 CHAPTER 4
Proof: For each transformation A of appropriate size (if T and T' are of different
degrees), define the intertwining operator
L{A) = ^T,AT;..
gee
This intertwines the representations T and T':

T,i(A) = 5^r,,Ar;_.
g€C
geG
Thus, by Schur's Lemma it is zero if T and T' are nonequivalent while otherwise it is a
scalar multiple of the identity. Letting A = E^^ be the matrix having a nonzero entry
equal to 1 in the ij position, we get the kl^^ entry
see
Thus, a. follows. For b., taking T = T' gives
gea
Summing over k = / yields, d denoting the degree of the representation,
dc'^ = 6ij\G\
using the representation property and the fact that Tg-i = T~^. The result follows.
Now we apply this to find the orthogonality relations for the characters.
1.3.1.2 T h e o r e m . Schur orthogonality relations
a. For irreducible representations \, A'
{x\x^')=Sxy\G\
i.e., they are orthogonal unless equal.

b. For conjugacy classes p, p',
2_j ^p>^p' = °PP' TTT

Proof: To prove part a., the orthogonality of the matrix elements says
seG
Summing over k — i and j = I gives
Using the relation, eq. (1.3.1), x^'ig ^) = Xîg) this reads {x'^,x^') = 0. For A = A', we
have, using the formulation for unitary representations,
{tki.ttj) = d~^\G\SijSki
Summing over k = i gives on the right hand side d~^\G\6ji and summing over j = I yields
the result.
For b., apply Theorem 1.3.5, first observing that multipUcation by fip)\ as the ad-
joint to multiplication by 7(/9), acts on Mx by multiplication by the complex conjugate
eigenvalue. Thus,
\G\Wpp' = \GMp),jip'))
= tr(7(/>)7(p')n
from which the result follows. •

From part a. of the Schur orthogonality relations we can prove the result mx = dx
that has been used in the proof of part b. and has been useful above as well.
1.3.1.3 P r o p o s i t i o n . The muJtipJicity mx of the irreducible representation T*^' in the
regular representation equals the degree dx-
Proof: We have by construction that
By the first Schur orthogonality relation, we have
On the other hand, we have already seen that

88 CHAPTER 4
unless g = 1, in which case it equals \G\. Now, for any representation, x ( l ) is the degree.
Thus,
see
as only one term is nonzero, hence the result. •
R e m a r k . The matrix with entries Xp is called the character table of the group G. It is
customary to label the rows by the irreducible representations and the columns by the
conjugacy classes.
1.3.1.4 P r o p o s i t i o n . The number of irreducible representations is equal to the number

of conjugacy cJasses. I.e., the character table is square.
Proof: From the Schur orthogonality relations we have
|G|E^p>^p IH
Multiplying both sides by \p\ and summing over conjugacy classes yields, C denoting the
number of conjugacy classes,
which equals the number of irreducible representations. •
1.3.1.5 Corollary. T i e degrees of the irreducible representations satisfy
Proof: We have noted that t r e ^ = fnxd\ = d^. From the decomposition of the
regular representation,
|G| = t r l = ^ t r e A
A
as required. •
In succeeding sections of this chapter we will look at some representations of abelian

groups. Then in Chapter 5 we will look at topics related to representations of the symmetric
groups.
II. Fourier t r a n s f o r m on finite abelian g r o u p s
For abelian groups, all elements commute so that each element is its own conjugacy
class. Thus, there are \G\ irreducible representations. They are given as one-dimensional
unitary representations, homomorphisms from G to the unit circle in C. These are called
the characters of the group G. (Since these are representations of degree 1, this is consistent
with the terminology for nonabelian groups, but it is a more restrictive usage.)
The simplest abelian groups are the cyclic groups having a single generator x. A
finite cyclic group is determined by x such that x = 1 for some positive integer TV. The
elements of such a group can be enumerated as gi = x', for i = 0,1,... ,N — 1. An infinite
cyclic group is isomorphic to the integers Z, with elements x", n £ Z. The fundamental
theorem on abelian groups states that a finitely generated abelian group is a direct product
of cyclic groups. Thus, the characters of a finite abelian group factor into repesentations
of cyclic groups
x{g) = XnA.9)xnM---Xnr{g)
corresponding to the factorization of the group. Here we will focus on representations of
finite cyclic groups and the connection with finite Fourier transform.
2.1 REPRESENTATIONS O F CYCLIC GROUPS
Denote by C the N^^ root of unity
The characters of the cyclic group with generator x satisfying x^ = 1 are given by the
mappings Xk'-
for fc = 0 , 1 , . . . , iV — 1. Thus, Xk{x') = C*'- Observe that the -conjugate character Xk =

XN-k-
2.1.1 Circulants
The group algebra of the cyclic group with generator x satisfying x = 1 is the algebra
oi N X N circulants, so called because successive rows of the matrix are generated by cyclic
permutation; i.e., each row has the same entries as the first row but permuted cyclically.
If we map
fO 1 0 . . . 0\
0 0 1 ... 0
U= 0 0 0 ... 0
\1 0 0 0/
90 CHAPTER 4
then corresponding t o the function on the group such that f{x^) = Oj is the matrix
ON-l \
ajv-2
f{U) = O.N-2 OiV-l Oo aN-3
V ffli a2 as flo /
R e m a r k . Note that this is actually the transpose of the regular representation:
/O 0 0 . . . 1 \
1 0 0 .
0 1 0 .
\0 0 0 0/
On the k irreducible representation, x acts as multiplication by { so that a basis
for the representation is given by the vector, t denoting transpose,
(i,C\C",...,C<^-^>'=)'
which is cyclically permuted by multiplication by C*. The group algebra is diagonalized
by the finite Fourier transform given by the unitary matrix !F with entries C^/vN,
0 < 2,j < A ^ - 1
/I 1 1 1 \
1 C C^ /•N-1 '
jr = N-'/' 1 C^ C* ^2{N-1)
\1 C'^~^ ^2(Af-l) c /
2.1.1.1 P r o p o s i t i o n . We have the relation
U = TAr*
where A is the diagonal matrix with entries 1, C, Cî • • • > C''^"^ •
Proof: The entries of TA.T* are
where the delta function here means that 1 + i = j (mod TV).

For a function / on the group, we have the Fourier transform
/(fc) = iv-i J]c*'/(C')

The Fourier inversion formula here is
Comparing with the above Proposition, we have

2.1.1.2 P r o p o s i t i o n . For any function / on the group,
/(t7) = 5]/(fc)l/*
In Chapter 5 we will see the connection with inverses of circulants and symmetric
functions.
III. Krawtchouk p o l y n o m i a l s a n d finite probability t h e o r y
We will look at random walks and martingales for finite probability distributions. Or-
thogonal polynomial systems for the multinomial distribution will be found. A particular
class of generalized Krawtchouk polynomials is determined by a random walk generated
by roots of unity. Relations with hypergeometric functions and some limit theorems are
discussed. This presentation is based on Feinsilver-Schott[19].
3.1 KRAWTCHOUK POLYNOMIALS
Krawtchouk polynomials Ka{x, N) are polynomials orthogonal with respect to a binomial

distribution. For convenience we consider Bernoulli random variables taking values in ± 1
with equal probability. They may be defined by the generating function
N
Giv) = J2 ^"K„ix, iV) = (1 + v)^'^+">/^(l - z ; p - - ) / 2
0=0
The generating function
oo n / \
(l_,).-(l_(l_iJ)„)-v = ^^(„)„î.J-'^'!/ ji\ (3.1.1)
n=0 • ^ '
with (a)„ = r ( a + n)/T{a), yields the identification
A theory for multivariate 'Bernoulli-type' polynomials is presented in [17]. Here we

take a different look at generalized Krawtchouk polynomials .
One class arises from a random walk on the lattice N [ l , ^, ( ^ , . . . , C''"^] where C —
g2jri/d There are evident connections with the finite Fourier transform. It is quite likely
that the classes of polynomials discussed here will prove useful in image processing, among
other possible applications.
92 CHAPTER 4
In the next section we give the probabihstic approach to the binomial case. Then we
present a general approach for finite probability distributions. After that, some related
limit theorems are presented. Specialization to the cyclic case completes the study.
R e m a r k . Note the following:
1. Throughout, N will denote 'time' — the number of steps taken in the random walk.
2. We use () to denote expected value, e.g., (X).
3. For brevity, we call Krawtchouk polynomials simply K-polynomials .
3.2 BINOMIAL CASE
Consider a random walk on Z, with equiprobable increments ± 1 . We write Xj, I < j <
N, for the corresponding Bernoulli variables. The generating function
G{v) = n ( l + vX,) = (1 + ^)(^+^)/2(l - t;)(^-^)/2
where x — Y^Xj is the position after N steps. As noted above, G(v) = Y2v"Ka(x,N),
with Krawtchouk polynomials Ka-
One can take the viewpoint of 'quantum probability' and consider the Xj as the
spectrum of an operator A, an TV x iV matrix. Then the condition on A is that A e
spectrum (A) => A € { —1,1 }. And the variables of interest axe the multiplicities. We have
G{v) = det(l + vA)
And the variables x, N are simply ti A, ti A'^. We thus have the principal observation that
since the Xj take two values, two variables suffice to specify the Ka, which are seen to
be elementary symmetric functions in the Xj. The variables x, N are the corresponding
power sums: a; = ^ X j , iV = ^ Xj .
The generating function G{v) as a function of A'^ is readily seen to be a martingale, as

the Xj are independent with mean zero. It is, in fact, the prototype exponential martingale.
The calculation
{G(v) Giw)) = J J ( 1 + {v + w)Xj + vwX]) = (1 + vwf
exhibits the orthogonality of the Ka nicely. So the Ka are important mainly for these two
features:
1. They are the iterated integrals (sums) of the Bernoulli process.

2. They are orthogonal polynomials with respect to the binomial distribution.
FOURIER TRANSFORM O N FINITE GROUPS 93
3.3 FINITE PROBABILITY DISTRIBUTIONS
The probabilistic approach may be carried out for general finite probability spaces. Each
increment X takes d possible values {ifoi • • • i $s } with P{X — ij) = Pj, Q < j < ^, where
throughout we will use the convention 8 — d—\. Denote the mean and variance by n and
(7^ as usual.
Take A" independent copies of X: Xj, 1 < j < N. Define the martingale
N
Giv) = ]l{l + viXj-^))
We may switch to the multiplicities as variables. So set

N
the number of times the value ^j is taken. We have

6 N
3=0 a=0
this last defining our generalized K-polynomials . One quickly gets
3.3.1 P r o p o s i t i o n . Denoting the multi-index n = ( n o , . . . ,ns) and by Cj the standard
basis on Z^, K-polynomials satisfy the recurrence
Ka(n + ej) = Kain) + {^j - /i)Ka-iin)
We also find by binomial expansion

3.3.2 P r o p o s i t i o n .
\k\=a
where |k| = fco + • • • + ks.
An interesting connection with the multivariate theory comes in when we consider

equations the hypergeometric form. The Lauricella polynomials FB are defined by
(-r)k(b)k w
-al -^
K5. •OI'-IK'" ''
with, e.g., r = ( r j , . . . , rj), (r)k = (ri)*:,(r2)i;j • • • ( r i ) t j for multi-index k, also s^ =
Sj' • • • 5**, a n d k ! = fci! • • •fc«!.Note that < is a single variable. The generating function of
interest here is
a multivariate version of eq. (3.1.1).

94 CHAPTER 4
3.3.3 P r o p o s i t i o n . If ô = 0, then
K(r,^-(m V UipjCiY' p / - r , - n 1 n
i^„(n)-(-7V)„ 2^ F B ( ^ ^'•••'WJ
|r|=a
Proof: Let Vj = vpj(,j, bj = —rij, t = —N, Sj = Pj ^ in eq. (3.3.1), for 1 < j < <5.
Note that J2""j — '"('••> Y^^j " ^ ~ ^ " ("i + ' •' + "«) = no- •
As for the binomial case, we may use the power sum variables, e.g. for centered increments,
N 6
}=1 j=0
to express the functions Ka- (This will be useful in the cycHc case.)
Orthogonality follows similar to the binomial case.

3.3.4 P r o p o s i t i o n . The K-polynomials Ka(nQ,..., ng) are orthogonal with respect to
the induced multinomial distribution. In fact,
{K^K^)=6^â'"f^^
Proof:
= ( X ^ (Pj + (^ + '^)P}{i3 - A*) + VWPj{ij - p-fYj
Thus, {G(v) G{w)) = {l-'rvwa'^)^. This shows orthogonality and yields the squared norms
as well. •
3.4 LIMIT THEOREMS
Limit theorems for products ]7(1 + vXj) are known for Xj the discrete increments of a
process. The limits yield iterated integrals of the process.
Here we look at limit theorems based on the power sum functions. First, define the
normalized values fij = (^j — /i)/(T. Then the central limit theorem says that
* 7=1 ^ j=0
FOURIER TRANSFORM ON FINrrE GROUPS 95
converges in distribution to a standard Gaussian as iV —> oo. We look at the power sums
of the normalized variables:
B^)'=«-"•£»/";
3.4.1 T h e o r e m . Let Yj satisfy n, = pjN + YJVN. Then, as N -^ oo, Yl^-ô yj0j
converges to a standard Gaussian.
Proof: We have, recalling that ^PjPj — 0,
^ E^^ft = -^ E(Pi + YiVN)Pi = E YiP^

and the result follows from the central limit theorem. •
3.4.2 T h e o r e m . The martingale for the normalized variables

N
^<"'=nC+»^)
converges to the Brownian martingale at time 1,
G{v) vY-v^/2
e
where Y is the standard Gaussian denoting the limit of the normalized sums.
Proof: Write
= Y[exp(n^\ogil+vpJ/^/N))
= exp('f;(-l)-i^5.^
where S; are the scaled power sums N~'''^ S'^j/^j- The above Theorem deals with i = \.
For z = 2 we have, with rij = pjN + Yjy/N,
N-'Y.^,P]^Y.P^P]+N-Î^Y.YiP]=.l + o(l),
since the /?'s are scaled to variance 1. For i > 3, we have
as A'' —> oo. Denoting the limit of Yl'^jl^j ^V ^ ^^^ result follows. •
We conclude that the corresponding K-polynomials converge to Hermite polynomials in
the variable Y.
96 CHAPTER 4
3.5 CYCLIC K-POLYNOMIALS
Now consider a random walk in C , with increments X taking values in the dth roots of
unity: 1, (,, C,^,..., C*, with C = g^'^"''', and (^ = d — 1 as above. For simplicity we discuss
the isotropic case, all values occurring with equal probability \jd.
The distribution of x = position after N steps is an interesting problem in number

theory. Namely, to count how many 'paths' lead to the same position x. Here we make some
remarks concerning this problem. Again, let rxj denote the multiplicities of occurrences of
the C,^. We have the power sum variables:
So = " 0 + " 1 + • • • = N
xi = no-\- niC + . -• = 2 j " j C ^ ~ ^

X2 = no + riiC'^ + ... = ^ rijC^^
Xk no + ni(''+ ... = y^"iCkj
Notice that the Xk are the finite Fourier transform of the variables ( n o , . . . ,ni). So here
we can conveniently go back and forth between the two sets of variables.
From algebraic number theory, see Ribenboim[77, p.266ff.], it is known that for rf = a
prime power, 4>{d) denoting Euler's function, the powers 1, C,,(^,..., ^^('')~i form a basis
for the Z-module spanned by the ('•', 0 < j < 6. I.e. each sum of the form ^nj(^ has
a unique expression as a sum involving (^ for j < (i>{d). The problem is that we have to
count how many general sums, involving all the i^-', reduce to the same canonical form,
involving only C''T J < i<i)- From the point of view of Fourier analysis and probablility
theory this has the flavor of finite prediction theory and requires a separate study.
Here we note that if <i is a prime, then 1, (, ^ ^ , . . . , C*"^ form a Z-basis. And we have
the elementary relation X) C'' = 0- Thus,
3.5.1 P r o p o s i t i o n . Let d be prime. Given xo = N and xi = J^WjC"'; the nj are
uniquely determined.
Proof: In Xi, substitute (^ = —1 — ( — ••• — (^ ^ yielding
Xi = (no - ns) + C(ni -nsj-i h C * " \ n 6 _ i - ns)
By the result quoted above, the numbers nj—n^, 0 < j < 6 are uniquely determined. Thus,
their sum, call it f = noH hn^-i —Sns is known, thence dn^ =no + --- + ns — i/ — N — v
is determined and hence the n j , 0 < j < <5 as well. •
Now we look at the K-polynomials for the cycHc case. The generating function is
i N
Giv) = ]l{l+vCr' =5]t;°A'„
They satisfy the recurrence, cf. Proposition 3.3.1,
A'„(n + ej) = Ka{n) + (•'iiTa-iCn)
The binomial expansion gives
K.(no,...,n,)= E n ( l ; ) c ^
The FB representation is found as follows. In the generating function (3.3.1), let

Vj — vC,\ I < j <S. With bj = -Hj, I <j < 6, t = -N, we have
6 6
\]vj = —V and y j bj = no — N
With Sj = 1 — i^-', writing ( = (~^ as usual,
1_ ^ „. + sjvj = 1 + v + (1 - C)vC = ! + «;(•*
for 1 < j << d. Thus, as in Proposition 3.3.3,
r=a
Finally we have the limit result
3.5.2 T h e o r e m . In G{v), scale v —* vn~^l^, XQ —> XQU and, for 1 < k < 6, Xk
x/tn*'*'**'''', where {d,k) = greatest common divisor of d and k. Then
G{v) -^ exp I J2 {-!)'-'v'x.fk

\kld /
as n —» oo.
98 CHAPTER 4
Proof: Fourier inversion says that rij = d^^ ^XkC''- I-c,
G{v) = J](l + vC)^^''''^'' = Y[{1 + «C^)^""'^'

j.k
For fixed k, let (d, k) = g. Then, for 0 < j < d, we can write j = Id/g + r, with r < d/g.
Thus,
jk = l{dk/g) + rk = rk (mod d)
So
(''/^'-i'-^ - ^r'-./rf
j=0 r=0 /=0

id/g)-l
{d/g)-l
9-1
] ] [ ( ! + K ' ' ' ' ' ' ) = 1 + y9C^''/''>(»(*-i)/2) = 1 _|. y 9 ( _ l ) » - i
(=0
With the scahngs indicated, z* —> x^n^' , v —> vn~^''^, each factor of the product will
converge to expressions of the form
Taking the product over 0 < r < d/g, we have
(d/g)-l ^tj/
r=0
C»-* - 1 ~
if 3 ^ A;, and = d/g for g = k, i.e. when A: | d. •

R e m a r k . It looks like an analysis for general abelian, or partially abelian, groups based
on similar ideas should be feasible. It would be interesting to construct K-polynomials
associated with graphs and other discrete structures.
IV. Appell states
This provides a unified picture of classes of orthogonal polynomials connected with

integral transforms. As we saw in Chapter 2, the various forms of moment generating
functions correspond to certain integral transforms; the Fourier-Laplace transform and
the Stieltjes transform. Here we look at a general approach and then look in more detail
at the Fourier and Stieltjes cases. The Fourier-Laplace transform leads to the Meixner
classes which are the subject of the next section.
4.1 DEFINITION OF GENERAL APPELL STATES
Given a probability measure, p(dx), we taice a family of square-integrable functions

F(s, x). As usual, we denote integration with respect to p as the expected value, and we
set, for the given family F{s, •)
Mis) = {F{s,X))
4.1.1 Definition. The Appell states with respect to the measure p and the family F
are the functions
*^(x) = F(s,x)/M(s)
That is, the ^g are the functions F normalized to have unit expectation. The term states
comes from physics denoting a function of unit norm in L^ of p. The idea is that the state
is a line or ray in the vector space, an equivalence class of functions up to multiplication
by scalars. Note here that the ^^ remain invariant if the functions F are multiplied by
scalars.
Typical choices of the family F are F{s, x) = e"^ , corresponding to Fourier-Laplace

transforms, and F{s,x) = (1 — sx)"^, corresponding to Stieltjes transforms. More pre-
cisely, the Stieltjes transforms arise from the family l/{s — x), but we use the alternative
formulation, as we did in Chapter 2. If X is an element in a Lie algebra and ipo is an
element in a representation space of the algebra, the states corresponding to e'^ •tj>Q are
called generalized coherent states.
The Appell states are used to define transforms of operators acting on functions of x,
typically L^ of p.
4.1.2 Definition. The Appell transfoTm of an operator Q is the function of a, 6 given

by
{Q)ab =
(*a,«'6
Thus, these are the normalized matrix elements of the operator Q with respect to the
Appell states. The coherent state representation used in Chapter 2 is the Appell transform
for the family e'^ . Here is a useful lemma connecting the Appell transform and matrix
elements with the family F itself.
100 CHAPTER 4
4.1.3 L e m m a . For an operator Q, whenever the matrix elements are deSned we have
{â,Q^,) _ (F(a,X),QF{b,X))
(*„,**) {F{a,X),Fib,X))
Proof: Write F{s, X) = M(s) ' l ' a ( ^ ) on the right-hand side. The factors M{a)M{b)
cancel out. •
4.2 APPELL STATES AND ORTHOGONAL POLYNOMIALS
If we have a measure p with a finite moment generating function, i.e., Fourier-Laplace

transform, we can form the family of orthogonal polynomials with respect to p. And we
can consider the expansion of the exponentials e'^ in terms of the system of orthogonal
polynomials. The idea is that operators of interest are typically defined in terms of their
action on the polynomial basis, whereas via the exponential functions, Fourier-Laplace
transforms, one can transfer to functions expressed in terms of the usual polynomial basis
x". This is the basis for the study in Chapter 2. Here we present the basic approach for
general Appell states.
The main feature is that the family F{s, x) has the property of being the eigenfunctions
of an operator Xg acting on functions of x:
X,F(s,x) =xF(s,x)
Denote the family of orthogonal polynomials with respect to p by { <^n } with squared
norms 7„ = ||<^TI|| . We define the transforms
{<j>n,<i!,) = V„is) (4.2.1)
Thus, we have the expansion (in general, under assumption of completeness of the (f)n)
*s = X ] V„(s)?i„(x)/7„
n=0
In terms of the family F, we have

oo
F{S,X) = Mis) J2 Vn{s)M^)/7n
n=0
The orthogonal polynomials satisfy a three-term recurrence of the form
^(pn = C„(t>n+\ + a„^„ + 6„i^rt-l
with initial conditions </>_i = 0, </>o = 1. Observe that the recurrence relation implies
(i>i{x) = ( i — ao)/c(,. We have
4.2.1 T h e o r e m . Let F{s,x) satisfy F{0,x) = 1, X^F{s,x) = xF{3,x). Then
M ( s ) - » X , ( M ( s ) y „ ( s ) ) = CnVn+l + anV„ + b^Vn-l
with the initial conditions VQ = 1, Vi = CQ^{M'~^ XgM — ao).
Proof: With (J>Q = 1, setting n — 0 in eq. (4.2.1) yields Vb = 1- For general n, write
eq. (4.2.1) in the form
{<j^„,F{s,X))=M{s)V„{s)
and apply Xs to get

{<!>„,X Fis,X)) = Xs{Mis)V„is))
Dividing out M(s) yields
{<j>n,X^s) = Mis)-'X,{Mis)V„is))
Now use the recurrence formula for <j>n on the left-hand side and apply eq. (4.2.1) to get
the result. For n = 0, this procedure yields
{X,)=M{s)-'X,M{s)
But eq. (4.2.1) for n = 1 says {î,*^) = Vi. Writing X = coî + an and taking inner
products with ^, thus gives
M{sy^X,M{s) = coVi{s) + ao (4.2.2)
and the result follows. •
We now apply this theory to some important cases.
4-2.1 Stieltjes transforms and general systems
For general systems of orthogonal polynomials, we use the states corresponding to the
family F{s,x) =: (1 — sx)"^. The theory applies whenever this is in L^ of the underlying
measure. For example, extending to complex values, if s = ia, a real, then |(1 — sa;)""^ | < 1
for all real x. Here, the operator X, = A , , which acts as
And As^'(s, x) = xF{s.,x) holds as required. We use the notations of the discussion above.
Theorem 4.2.1 yields
102 CHAPTER4
4.2.1.1 T h e o r e m . Let (1 — sx)~^ be square-integrabie with respect to the probabiJity

measure p{dx). Let M{s) = ((1 — sX)~^). Then we have the expansion in orthogonal
polynomials
1 •^
= M(S) V Vn(s)M^)hn
1 — sx n=0
^—i
where the coefRcients Vn, n>> 1,
1, satisfy
s. the recurrence formula
Vnis)
= C„V„+i + anVn + bnVn-l
with Vois) = 1 and

-1 fM(s)-l \
Proof: This follows directly from Theorem 4.2.1. We have to check that for n > 0,
V„(0) = 0 so that M-'^X,MVnis) reduces to y „ ( s ) / s . We have F(0,a;) = 1 for all x, and
M(0) = 1, so that Vl/o = 1. Hence
Vn{0) = {n,-ô)=0
follows by orthogonality. •
An interesting application of this theorem is to the Chebyshev polynomials. As we
saw in Ch. 2, Prop. 1.5.3.1, the coefficients of the expansion of (1 — sx)~^ are of the form
Vn{s) = V{s)". It is not difficult to see from the above Theorem, that this form of Vn(s)
implies a quadratic equation for V{s), which leads back to the form of V(s) we had in
Chapter 2 with extra parameters coming from the recurrence relations.
4.2.2 Fourier-Laplace transforms and Meixner systems

Taking the family F(3, x) = e^^ , we have M{s) = (e'''^ ) is the usual moment generating
function or Fourier-Laplace transform. The operator Xa here is d/ds, the first derivative
operator. We have
4.2.2.1 T h e o r e m . The exponential function e'^ has the expansion in orthogonal poiy-
xioxniais
oo
e^^ = Mis) Y, Vnis)<f>n(^)hn
where the coefficients V„, n>l, satisfy the recurrence formula
K + CoViVn = C„V„+i + ( a „ - ao)Vn + hnVn-l
with Vo('S) = 1 stnd

Proof: In the proof of Theorem 4.2.1, eq. (4.2.2), yields, with X, — d/ds,
M'{3)/M{s)=coVi{s) + ao
This gives the formula for Vi. As well, for the left-hand side of the recurrence, we have
Misr'X,{M{s)V„i3)) = {M'i3)/M{s))V„is) + KC^)

and substituting back in the expression in terms of Vj, the result follows. •
Meixner systems arise when we have the special form
Vnis) = v{sr
where, in particular, 1^1(5) = V{s). From the above theorem we have
4.2.2.2 T h e o r e m . For Meixner systems we have the expansion
00
e- = Mis)^VisrM^)hn
n=0
where
satisfies t i e Riccati difFerential equation
V = f + 2aV + fiV^
and the recurrence formula for the orthogonal polynomials is of the form
x(i>n = (co + /3n)</>n+i + (ao + 2an)n + jn4>n-i
Proof: Substituting V„ = V" into the recurrence given by the theorem above yields
nV"-W + coV"+^ = c„y"+^ + (a„ - ao)V" + 6 „ y " - i
Dividing out V"~^, rewrite this in the form
y, _ c„ — Co 2 I "n ~ " o y , ^
n n n
Since these coefficients are independent of n, we set
Cn = Co + / 3 , a„ =2na + ao, b„ = nj
and the result follows. •

We will look in more detail at these systems in the next section.
104 CHAPTER 4
V. O r t h o g o n a l p o l y n o m i a l e x p a n s i o n s via Fourier t r a n s f o r m
The Meixner polynomials are special families of orthogonal polynomials closely related
to operator calculus and Lie algebras. A particular class, the Krawtchouk polynomials, can
be thought of as functions on the finite abelian group ZJ and thus the calculation of the
Krawtchouk transform is of interest. E.g., Diaconis-Rockmore[15] mention the question of
rapid calculation of the Krawtchouk transform. Here, we use the close relationship between
Meixner polynomials and operator calculus to give expressions for the generalized Fourier
coefficients of a function expanded in a series of orthogonal polynomials of Meixner type.
From these formulas, we obtain, in conjunction with the fast Fourier transform ( F F T ) ,
efficient methods for the calculation of the coefficients.
First we present the basic facts concerning Meixner polynomieJs and their connection
with operator calculus. Next, we give a detailed discussion of the role of the lowering
operator V. The Krawtchouk case is discussed in detail. After that comes the general
Meixner case, and a return to the Krawtchouk expansions. We reduce the transforms to
multiplication by a Vandermonde matrix and the F F T .
R e m a r k . See Al-Salam[5] for various characterizations of classes of orthogonal polynomi-

als. Applications of Krawtchouk and Meixner polynomials to the numerical evaluation of
integrals involving Bessel functions have been given by Gabutti-Minetti[36]. The discus-
sion here is that of [18]. Also see [16] for the connections between the operator formulation
and stochastic processes.
5.1 MEIXNER POLYNOMIALS AND O P E R A T O R CALCULUS
Our operator calculus corresponds to representations of the Heisenberg algebra on a

vector space. The realizations of the basic operators for the Meixner polynomials classes
may be given explicitly.
A set of three operators A, B, C is a. basis for the Heisenberg algebra if they satisfy
[A, B] = C and [^4, C] = [B, C] = 0, i.e., C commutes with A and B.
Given a vector space with basis «/)„ a representation of the Heisenberg algebra may be
given in terms of the raising and lowering operators R and V defined by their action on
the basis vectors:
R'^n = 1pn+l
Vlpn = ni)n-\
It is readily seen that, with the Lie bracket given by the commutator VR — RV,
[V,R]=I
I denoting the identity operator.

FOURIER TRANSFORM ON HNITE GROUPS 105
5.1.1 P r o p o s i t i o n . The operators V and R defined in eq. (5.1.1) generate a Heisenberg

aigebra.
The Meixner polynomials are orthogonal polynomials such that V is expressed by an

analytic function oi D = d/dx, where x is the variable in which the polynomials are given.
After suitable normalizations, one finds six families of orthogonal polynomials as follows
with the corresponding functions V (the functions H{s) listed here will be explained in
the next section. See volume 1 [21], for complete details.)
5.1.2 P r o p o s i t i o n . For the Meixner classes of polynomials the V operators take the
form:
Meixner V{s) - \— H(s) = - - s - log ^

q — a tanh qs j3 sinh qs
Meixner — PoUaczek V(s)=tans H{s) = \ogsecs
Krawtchouk V{s)=tasihs /f (5) = log cosh 5
Charlier V{s) = e' - I H{s) = e' - 1 - 5
Laguerre Vis) = s/(l — s) H{s) = — log(l — s) — s
Hermite V(s) = s H{s) = s^ jl
•where, for the general case, a, j3 are given parameters and q'^ — a^ — /?.
(Note the normahzations V{0) = H'(0) = 0, V ( 0 ) = 1.)
5.1.1 Generating functions
The role of V as lowering operator may be seen from the generating functions. These
have a particular structure that is determined by the function H{s), the logarithm of the
moment generating function of the measure of orthogonality. Each class of polynomials
corresponds to a convolution family of measures, p(. They satisfy the relation
gtH(.s) = f e'^^ptidx) (5.1.1.1)
where H is analytic in a neighborhood of the origin (in the complex plane). Let U be the
functional inverse of V (in a neighborhood of 0) and set M(.s) = H{U{s)). The generating
functions have the form:
^rU(s)-tM(,) = ^ 1 - J„(x,t) (5.1.1.2)
the function V is given as the derivative of H. (This is discussed in detail below). The
measures pt are a convolution family, pi corresponding to the t th power of pi: pt = p**.
106 CHAPTER 4
5.2 THE OPERATOR V
The operator V is the lowering operator, the action of which on the polynomials is given
by
that is, V acts as a generalized derivative operator. We use J„ to denote J„(x,<).
From orthogonality, one finds that V satisfies a Riccati equation, cf. the previous
section on Appell states, which in standard form may be written
V = 1 + 2aV + PV^
for real constants a, /9, the prime denoting differentiation. Consider the measure of or-
thogoneJity p{dx) (i.e., pi{dx)). With a replacing is in (5.1.1.1) we express the moment
generating function in the form
gH(.) ^ I e^'pidx)
Differentiating with respect to s on both sides we have
V{3)e"'''^ = f e'^xp{dx)
with V{s) = H'(s). By the Riccati equation it follows that repeated differentiation leads
to a relation of the form
V{s)"e"^'^ = f e''<f>nix) p{dx) (5.2.1)
Thus, from the Fourier point of view, V" corresponds to the operator of multiplication by
4>n(x)- We will see that i^„(x) is proportional to J„(x, 1).
5.2.1 P r o p o s i t i o n . The polynomials defined via (5.2.1) satisfy
n\
<t>n{x) = Jn{xA)
In
where -fn = (J^) = n ! ^ " ( l / ^ ) „ .
Proof: Replacing s by is in (5.2.1), Fourier inversion yields the distributional relation,

writing p{dx) as p{x) dx,
K{x)p{x) = j e - " V ( i 5 ) " e ^ ( " ) dsl2i, ^
= V*(Drpix)
where V''{z) = V{—z), the * denoting adjoint. In fact,
JU.X,l)V'{D)"pix)dx = {V"Jm)=n\6nm
/•
Comparing with the orthogonality relations of the J ' s shows the Rodrigues-type formula
v%Drp{x) = -ux,i)p{x)
with 7n = ( / „ ) . Now compare with (5.2.2). •
In the generating function
oo „
^-—' n!
n=0
replacing s -^ V{s) gives
In this form the action of V is clear. Multiplication by V{D) on the left multiplies by 1^(5)
on the right, resulting in J„ —> nJn-i-
5.3 KRAWTCHOUK POLYNOMIALS
First we see how the Krawtchouk polynomials fit into the above scheme. Then calculation
of the Krawtchouk expansions is considered.
For the binomial distribution, the measurept is given by the discrete weights PN(X) =
2~'^(^) with ir = {N + x)/2. We have the moment generating function:
e'" PN{dx) = 2 - ^ ( 6 " + e-* ) ^ = cosh'^ s

/
where the time-parameter t is replaced by the discrete index A''. Thus
H{s) = log cosh 6
H'{s) = V(s) = tanks
If we think of the Krawtchouk polynomials as elementary symmetric functions (with a
factor of n\) in the quantities TT + I's and v — l'.s thought of as the steps of a random
walker on the line starting from 0, then we have the generating function
(1 + t;)<^+^)/^(l - „ ) ( ^ - - ) / 2 = y ^ K„{x, N)
n=0
where N = TT + 1/ is the total number of steps and x — n — i/ is the position of the walker
after TV steps. This may be rewritten in the form
' n=0
Now substitute v = t a n h s to get
108 CHAPTER 4
5.3.1 P r o p o s i t i o n .
e " = cosh'^^ y = ^ Kn{x, N) (5.3.1)
5.S.1 Calculation of Krawtchouk expansions

There are two ways of formulating the basic approach:
1) Replace 5 —» is in eq. (5.3.1). This gives
,'^^^^nJ2'os^~Y^"'K„(x,N) (5.3.1.1)
n=0
where x runs from —A'^,... ,N in steps of two. We have
27r(iV - 2k)
0<k<N
1+N '
If / has Krawtchouk-expansion ^ / n - R ' n / " ' j then, denoting the Gnite Fourier trans-
form of / by / ,
/ ( , ) = (Ar + i ) - i ^ e - - " / ( ^ )
X
where the sum on x runs from —N,..., TV in steps of two, (5.3.1.1) yields
5.3.1.1 P r o p o s i t i o n .
/ „ = i" ^ f{s) cos^-"s sin"s (5.3.1.2)
2) Denote here ^ ds by D. Thus, f{x) = e ^ ^ / ( s ) | o , which may be denoted just e^° /(O),
as we will do below. From (5.3.1) we have
^Drr , ^ c o s h ^ - " D s i n h » D
e /(5) = 2 ^ -, f(s) Kn{x, N)
0
Setting 5 = 0 gives the desired expansion

5.3.1.2 P r o p o s i t i o n .
fix) = 2 - ^ J2 ^'"^"".'^^ i^° + e - ' ' )'^-"(e^ - e-^ )"/(0) (5.3.1.3)

n!
0
As alternative forms we have:

5.3.1.3 P r o p o s i t i o n . For the Krawtchouk polynomials we have the following expres-

sions for the expansion coefficients:
i ) As in (5.3.1.2):
U = i"Y^cos^stan"s /(s)
2) The formula (5.3.1.3), written in the form
Observe that the exponent in the first factor may be computed as |(iV — \N — 2n\).
5.4 CALCULATION OF FOURIER COEFFICIENTS
In this section we present two methods for calculating the expansion of a function for the
general Meixner case. The first method is adapted for numerical computation, the second
for symbolic calculation.
R e m a r k . Throughout the discussion Fourier transform is conventionally defined as
where the integral sign indicates integration from — oo to oo.
5.4-1 Fourier transform method
Let / have the expansion
Then, since V J„ = n J „ _ i and the J„ are orthogonal with JQ = 1
/n = { V " / ) / n !
5.4.1.1 P r o p o s i t i o n . We have the expression
(y"/)= fe*"^"^V(is)"f(s)ds
110 CHAPTER 4
Proof: Recall the (inverse) Fourier transform of the measure pt given by (5.1.1.1),
je">^pt{dx)
Thus,
Using ParsevaJ's formula, for any function g we have, in the sense of distributions,
{g) = f g{x)pt{dx) = 2n j g(s)Mr)ds (5.4.1.1)
From the Fourier inversion formula we have the action of the operator V{d/dx)
f{x) = Je''^fis)ds
Combining this with formula (5.4.1.1) for calculating expected values yields the result.
•
5.4-2 Operator calculus method

From the generating function, (5.1.1.2) we have:
e—'«(^'=f:^j„(^,o
n=0
We extend (5.3.1) for the Krawtchouk case to the general Meixner case.
5.4.2.1 P r o p o s i t i o n . For the Meixner polynomials we have the expansion
e - = e ' « W ^—'
V ^ Jn!„ ( x , * )
n=Q
Using the operational formula e"^ f(x) = f(x + a), put x —* a, s —* D, then x —> 0, a —* x,
which gives the expansion
n=0
Thus
5.4.2.2 P r o p o s i t i o n . For the Meixner polynomials the expansion coefficients are given
by
R e m a r k . The Vandermonde matrix multiplication here is quite easy to implement. The

efficiency of the computations may be improved due to the simplicity of the structures
involved in this approach. Practical computation of the Fourier transform may be done
by standard F F T methods. An alternative approach is to represent the function by a
polynomials and use a symbolic manipulation package to implement the operator calculus.
Difference methods may be applied directly as well. Algorithms based on Propositions
5.3.1.1, 5.3.1.3, and equation (5.3.1.3) have been implemented by D. Sheeran using the
software FOURIER developed by D. Kammler of SIU-C.
Diaconis-Rockmore's [15] algorithm for computing the Fourier transform on finite

groups depends on having for any irreducible representation in the form of matrices in
GL(V), say, a basis for V such that when the representation is restricted to a subgroup,
the matrices become block diagonal. Thus, one looks for a chain of subgroups to block-
diagonalize the representations. This approach is in the spirit of the F F T , but formulated
so as to apply to nonabelian groups.
Chapter 5
Y O U N G TABLEAUX A N D C O M B I N A T O R I A L
E N U M E R A T I O N IN PARALLEL P R O C E S S I N G
I. R e p r e s e n t a t i o n s of t h e s y m m e t r i c g r o u p
Given n > 0, S„, the symmetric group is the group of permutations of n symbols.
Equivalently, the group of one-to-one mappings on a set of cardinahty n. The composition
of mappings provides the group law. Here we will discuss the basic features of the sym-
metric groups and their representation theory. Some applications including MacMahon's
Master Theorem and Molien's Theorem will be presented.
1.1 CYCLE DECOMPOSITION
Throughout the discussion, we fix n. We will typically denote elements of S„ as products

of cycles. Each element has a unique representation as a product of disjoint cycles. For
example, (154) denotes the 3-cycle, i.e., the mapping which sends 1 —> 5, 5 —> 4, and
4 —» 1, and fixes everything else. Observe that the inverse of the n-cycle {aia2 . • • a„) is
(aân-i . . . a i ) . In particular, any 2-cycle, or transposition, is self-inverse, an involution.
To multiply cycles, we interpret them as mappings and multiply by composition from right
to left. Thus
(1234)(1325) = (14)(25), (12)(23) = (123), (145)(25) = (1452)
Notice that fixed elements, i.e., 1-cycles, are typically not written explicitly.
If one cycle acts on another by conjugation, the result is that of applying the substi-
tution to the cycle acted upon. An example illustrates this:
(532146)-i(524)(632146) = (641235)(524)(532146)
=(316)
1.1.1 P r o p o s i t i o n . The conjugacy classes are determined according to the decompo-
sitions into disjoint cycles.
We denote by
(n"" ...2"'!'")
the conjugacy class of elements having pj j-cycles. Observe that YliPj — '^•
If we decompose into 2-cycles, then we do not have, in general, a unique decomposition,

but the parity of the number of transpositions occurring is well-defined. This only depends
on the conjugacy class, since, as is easily checked, an n-cycle has parity (—1)"""^, and the
parity is multiplicative. We thus define the class function sgn(a;) = sgn(p) to be the
parity of the element x in conjugacy class p. As this m a p is multiplicative, it defines a
representation of S„.
YOUNG TABLEAUX AND COMBINATORIAL ENUMERATION 113
1.1.2 Definition. The alternating representation of Sn is the mapping x —> sgn (x).
Acting on n symbols we have
1.1.3 Definition. The antisymmetric representation of S„ means that each element

acts by permutation times its parity. The symmetric representation is given by the usual
action as permutations.
1.2 YOUNG TABLEAUX AND IRREDUCIBLE REPRESENTATIONS
A Young frame or shape is given by an n-tuple of nonnegative integers Ai >

A2 > . . . > An, summing to n, and denoted by A = [Ai, A 2 , . . . , A^]. This is often called a
partition of n as well. To indicate repetitions it is convenient to use notation as we did
for conjugacy classes,
A = [n"" ...2''n''']
for flj repetitions of j , satisfying YlJ^j ~ "• The shape is represented by an array of
boxes, with row j consisting of A^ boxes. E.g., A = [54221] is a partition of n = 14 and is
the shape
A standard or Young tableau is a Young frame filled with the integers 1 , 2 , . . . , n so that
the numbers are strictly increasing along each row and down each column. For example,
1 3 4 6 7
2 5 8 10
9 12
11 13
14
is a standard tableau of the above shape. Many properties of Young tableaux depend on
the notion of hooks.
1.2.1 Definition. The hook corresponding to a cell in a Young frame is the cell itself
plus the cells lying below and to its right.
In the above tableau, e.g., 5, 8, 10, 12, 13 define the hook of 5 having length 5. A beautiful
result of Frame, Robinson and Thrall counts the number of standard tableaux of a given
shape.
114 CHAPTERS
1.2.2 T h e o r e m . Frame-Robinson-Thrall formula
The number of Young tableaux of a specified shape is given by n\ divided by the

product of the hook lengths.
The importance of this formula is that, as we will see below, this is the degree dx of the
irreducible representation of 5„ corresponding to the shape A. For the shape [322] we have
dx =
1-4-5-2-3-1-2
An interesting discussion of tableaux and a probabilistic proof of this formula may be

found in the article by Greene, Nijenhuis, ajid Wilf [42].
1.2.1 Young symmetrizers

To each standard tableau corresponds the projection in the group algebra T{S„) that
maps to the irreducible representation corresponding to that tableau. As we saw in Chapter
4, for a given shape A there are dx copies of the corresponding irreducible representation
in the regular representation of Sn on F. The projections ex in the group algebra are the
sum over all standard tableau of the corresponding Young symmetrizers.
To a given row of a standard tableau corresponds the subgroup of S„ acting as per-

mutations of the symbols, numbers, of that row and fixing everything else. For a row, we
consider the symmetric representation of that subgroup, and sum over the corresponding
subgroup. For a column, we consider the antisymmetric representation of the subgroup
permuting the symbols of the column and sum over the corresponding subgroup. Note
that the subgroups acting on different rows permute different elements and hence com-
mute. Similarly for the columns.
1.2.1.1 D e f i n i t i o n . For a given standard tableau, the Young symmetrizer is the
element in the group algebra given by QP where Q is the product of the antisymmetric
representations of the columns and P is the product of the symmetric representations of
the rows.
For example, for the tableau of shape [22]
1 3
2 4
we have
QP = ((1 - (12))(1 - (34))) ((1 + (13))(1 + (24)))
The hook formula gives dx = 2, with the other tableau given by exchanging 2 and 3 in the
one above.
1.3 SYMMETRY CLASSES OF TENSORS
Schur and Weyl developed the connection between the representations of the symmetric
group and representations of GL(N), the general linear group oi N xN invertible matrices
(here we are interested only with real or complex entries). Given a vector space V, the n-
fold tensor product V®" consists of linear combinations of formal products Vi <8iV2 ®- • •®v„
of vectors which is multilinear, i.e., scalars factor out, and the distributive law holds, i.e.,
v ® ( x + y) = v ® x + v(8)y
R e m a r k . Sometimes it is convenient to drop the tensor product signs and think of products
of noncommuting variables or concatenation, as in multiplying words of a formal language.
If { e i , 6 2 , . . . , e ^ } is a basis for V then a basis for V®" is given by
e>i.2...i„ = e.-, ® ei, ® . . . ® e,„
corresponding to N choices per each of n positions. Thus, dim V®" = iV".
An element of S„ acts on a tensor by permuting the positions of the vectors. For

convenience, as remarked above, we will drop tensor signs, remembering that the order of
the symbols is important. E.g.,
(23)61646565 = 6 1 6 5 6 4 6 5
l.S.l Irreducible representations of the symmetric group

Applying the Young symmetrizer corresponding to a shape A to the tensor Ci ®62 (8>- • - ®eA?
gives a vector that can be used to generate the corresponding irreducible representation.
By acting on this vector with elements of SN we have a basis for the representation as soon
as we have dx linearly independent vectors. Each standard tableau generates an equivalent
representation.
Example. For [21], use the symmetrizer (1 — (13))(1 + (12)) corresponding to the tableau
1 2
3
We write just abc for the tensor ei ® 62 ® 63. Thus,
Vi = abc + bac — cba — cab
V2 = (23)vi = acb + bca — cab — cba
With this as basis, one checks the representation
(0 1
Thus, the characters Xp

J211 _ 0^>
X(21) -
Y''•1)
A( 3) - -1 yt^î - 2
this last being given by the degree.

116 CHAPTERS
1.S.2 Characters of GL(N). S-functions,

Given a basis for V, a linear transformation A acts as a matrix (a,j) with Acj = ^ Oije;.
This extends naturally to tensors. E.g.,
Acj ® e* = ^âijoikî le;

',1
That is, A effectively acts on each factor independently. We want to calculate the character
of this action of A, i.e., the trace. By a similarity transformation, we may assume A is
upper triangular with the eigenvalues, say, xi,... x^ on the diagonal. Acting on n-tensors,
contributions to the trace will consist of monomials in the Xi.
For each shape A, applying the Young symmetrizer corresponding to a given standard
tableau to an n-tensor gives a tensor of syraraetry CISLSS A. Since repetitions are allowed in
any given basis element of V®", one considers column-strict tableaux where along rows
only nondecreasing numbering is required. Each such tableau corresponds to a given basis
tensor in the symmetry class and the contribution to the trace is given by the corresponding
monomial in the variables x,. The sum of these monomials gives the character of the
representation of GL{N) and is denoted {A}, the Schur function or S-function . To
illustrate:
Example. Consider the action of a 2 x 2 matrix on V®^ corresponding to the shape [32].
Then the ^-function {32} = xlx2 + x^x^ corresponding to the diagrams
1 1 1 1 1 2
2 2 2 2
in turn corresponding to the number of repetitions of the tensors ei and 62 respectively.
Two particularly important classes are the symmetric tensors and the antisymmetric
tensors . The symmetric tensors are gotten by symmetrizing over all positions. On n-
tensors, this action is the Young symmetrizer for the shape [n]. Similarly, antisymmetrizing
over all indices, i.e., putting in factors acccording to the parity of the permutations, is
the Young symmetrizer for shape [1"]. The corresponding representations of GL(N) are
respectively the fully symmetric and antisymmetric representations. The corresponding
S-functions are respectively the homogeneous symmetric functions and the elementary
symmetric functions . That is,
1.3.2.1 P r o p o s i t i o n . The S-function {n} is the homogeneous symmetric function con-
sisting of the sum over all monomials homogeneous of degree n in the variables Xi,... ,XN-
The S-function {!"} is the elementary symmetric function consisting of the sum of all
monomials Xi^ • • • Xi^ corresponding to all choices of n distinct indices.
1.3.2.2 Definition. We denote by /i„ and a„ the n'** homogeneous and elementary
symmetric functions respectively, in a given set of variables xi,... ,XN- We denote the
power sum symmetric functions by
5. = E^"
i=l
Remark. Note that if A is an A'^ x Af matrix with eigenvalues xi,... ^ XN, then the power
sum Sn = t r ^ " .
There are a variety of formulas for 5-functions. We note without proof:
1.3.2.3 P r o p o s i t i o n . For a given shape X the S-function { A } may be expressed as
rî det(xf>+^-^)
^ ^ det(rf-^)
= det(/iAi+j-i)
' ' p
with det(x; ~') the Vandermonde determinant in the variables xi,... , XN. The equality of
the Brst two hnes is the Jacobi-TVudi identity and the last formula noted is the Frobenius-
Schur formula expressing the S-function { A } as t i e Fourier transform of monomieds in
the power sums.
In these formulas, ho = UQ = 1 and /i„ = a„ = 0 if n < 0. In particular, since h„ = {n}

and On = {!"}, corresponding to the trivial and alternating representations respectively,
we have
p
1 Y^
We will see some more formulas for 5-functions later on in the Chapter.
1.4 SOME APPLICATIONS
Here we discuss MacMahon's Master Theorem and Molien's Theorem. We present some
simple examples to show the basic ideas behind the theorems.
118 CHAFHERS
1.4.1 The symmetric representation and MacMahon's Theorem
The space of symmetric tensors is effectively the same as polynomials in N variables,

since the factors can be treated as commutative variables. Thus, computations on the
space of symmetric tensors is not difficult.
So taJce as variables ^1, • - • ,^N- And consider polynomials in these variables. The
symmetric representation of a matrix is the action on polynomials induced by:
where
where we are actually working with the tensor components, as usually done when working
with vectors. Now it is easy to see directly that if A is upper triangular, with eigenvalues
xi,... ,XN, then the trace of this action on the space of polynomials homogeneous of degree
n is exactly h„(xi,..., XN), the n'^ homogeneous symmetric function. We recall, as are
readily proved,
1.4.1.1 P r o p o s i t i o n . As generating functions for the elementary and homogeneous

symmetric functions, we have
J J ( 1 +vxi) = ^v"a„{xi,...,XN)
i=l n
N
J J ( 1 - vxi)~^ = '^v"h„{xi,.. .,XN)
Thus,
1.4.1.2 T h e o r e m . MacMahon's Master Theorem
Denoting by tr g the trace of the symmetric representation on polynomials homo-

geneous of degree n, we have
1 °°
det(/-tA) =T.^"^'Syn.A
Proof: We have, with Xi denoting the eigenvedues of A,
I =n-^
d e t ( / - tA) A l 1 _ fxi
n=0
oo
Tl = 0
as seen above. •
This provides a powerful way of deriving many identities.
Example. Fibonacci numbers are determined by the recurrence
F„+i = F„ + F„-i
with Fo = I, Fi = I. It is readily checked that the generating function is
1 °°
11=0
Observing that 1 - 1 - i^2 = d e t ( / - tA) for
we compute, with yi = ^2, y2 = (,i + (.2, the monomials
.= 0 ^ ' /
Contributions to the trace come from the coefficient of £"'^"% namely ( ). Thus, with
a slight change of notation
1.4.1.3 P r o p o s i t i o n . The Fibonacci numbers satisfy
a-ffr=Ti
120 CHAPTER 5
Proof: On the polynomials homogeneous of degree n, we require that n\ -\- n2 — n.

The rest follows from the above discussion and MacMahon's Theorem. •
It is clear that a similar approach works for any recurrence with constant coefficients,
choosing for A a companion matrix, i.e., one with ones on the superdiagonal, except for
the last row, which contains the coefficients of the recurrence.
Example. The Tchebychev polynomials of the second kind have the generating function
1 "
l-2st + <2
YîÛnis)
n=0
The matrix A is given by
We have j/i = ^2> J/2 = —î + 25^2- Applying MacMahon's Theorem as in the previous
example, we find
Un{s) = j:(^''-y-in2sr
1.4-2 Invariants and Molien's Theorem
Now we consider any matrix representation, say of degree N, of a finite group. An element
g is represented as an A'^ x iV matrix, say A{g), and acts on the space of polynomials via
the symmetric representation. A polynomial p{x) is invariant under the group if it is
unchanged by this action, i.e. p{gx) = p{x) for all g G G, where gx denotes the variables
X transformed according to the matrix A{g). The homogeneous invariant polynomials are
a subspace of the space of homogeneous polynomials of given degree, a finite-dimensional
space. Thus,
1.4.2.1 T h e o r e m . Molien's Theorem
Let 6n denote the dimension of the invariant polynomials homogeneous of degree n

under the group G. Let A{g) denote the matrices of a representation of G. Then we have
the generating function
Proof: We know from MacMahon's Theorem that this is 1/|G| times the sum over
G of the trace of the symmetric representation. Recall from our discussion of the group
algebra in Chapter 4 that the sum ^ ^ g is the projection onto the trivial representation
in the group algebra. Alternatively, think of decomposing into irreducible representations,
then the Schur orthogonality relations imply that summing any character of an irreducible
representation yields zero except for the trivial representation, when the result is |G|. So
summing any character over all of the group yields \G\ times the multiplicity of the trivial
representation in the given representation. In the present context, the trivial representa-
tions are just the invariant polynomials. •
Let's look at some examples.
Example. For the cyclic group of order 3, we have, as we saw in our study of representations
of cyclic groups in Chapter 4, two elements x and x^ with characteristic polynomial det(/—
tx) = det(J — ix'^) = 1 — <*, where we take for x the matrix
The 3 x 3 identity matrix has characteristic polynomial (1—<)^. Thus we have the generating
function
V>nc 2/3 1/3
n=0 n=0
For n = 3, we have, in the variables î,^2)i^3i as invariants: as — î^2^3, the homogeneous
symmetric function /^3, the power sum (I + Q + (.1 and the Vandermonde determinant
(6-6X6-6X6-6).
Example. For the symmetric group S3, we use the 3 x 3 matrix representation of the action
as permutations on three symbols. The 3-cycles have characteristic polynomial 1 — t^ as
in the previous example. The transpositions have characteristic polynomial (1 — <)(1 — t'^)
as they fix one symbol and exchange the other two. With the identity this gives
V/"/J 1/3 1/2 1/6

A> ""• 1 _ <3 -f- (1 _ i)(l _ ^2) -f (1 _ i)3
Here the invariants are symmetric polynomials. To expand the right-hand side, we observe
the identity
1 1 / 1 1
il-t){l-t^) 2 \l-t^ + (1-t)
122 CHAPTERS
II. Clustering distributions
Consider a process where an operation consists of creating a new file and adding an item
either to one of the previously existing files or to the new file. The state of the system is
described by the number of items in the files. After N operations, there are N files and
N items. The occupancy numbers, i.e., the number of items in each file, give a partition
of N and the system can be represented by a Young frame.
The branciingruiefor representations of the symmetric group says, in particular, that

the degrees dx of the irreducible representations satisfy
dx = 22 ^1^
where, for A a partition of N, the sum is over partitions oi N — 1 such that the shape A
comes from a shape fi by adjoining a single box at the end of a row or column. We define
evolution functions 4>x by the equation
X = dx^ 2_/ 'Â''?^*«?Â\^

ti—*X
where the factors 4>x\ii correspond to the transition fi —* X. For example, for iV = 8,
A = [3221] comes from [2H], [321^], and [32^]. The hook formula verifies the relation
among the degrees: Â = 70 = 14 + 35 + 21. The transition [3211] -^ [3221] is indicated
by the diagram
2.1 Definition. A generalized Plancherel measuTe on the symmetric groups is defined

on shapes of size N by
p{AN = \) = dl\<|>x\V^r
where Af is the normalization factor so that the probabilities add up to 1.
2.2 T h e o r e m . For a class function f(p) on 5jv, we have the Plancherel identity
A p
Proof: Using the Schur orthogonality relations we have
X,p,eT
Consequently,
2.3 P r o p o s i t i o n . If d\(j>x = /(A) for some class function f, then the normalizing
constant in the corresponding generalized Plancherel measure is the average value of P
over the group.
R e m a r k . In particular, if f{p) is 1 on the identity and 0 otherwise, we have /(A) = d\/N\,

the value of xx at the identity giving dx. The Plancherel identity is then the same as the
formula ^d\ = \G\ for the degrees of the irreducible representations of a finite group G.
If we define
P(A. = A ) = | ^
then we have what is usually called the Plancherel measure on the shapes. This is the case
where (fix = 1 for all A. These Plancherel measures have been studied by Versik-Kerov[82]
and have come up in work of Logan-Shepp [57].
We will determine <f>x as functions of a parameter q so that we can model clustering

phenomena. First we discuss some more features of symmetric functions and representa-
tions of the symmetric group.
2.1 CONJUGATE REPRESENTATIONS AND RELATIONS
For each irreducible representation A, with character x , there is A, the conjugate

representation corresponding to the shape A which is obtained as the transpose of A, i.e.,
rows and columns are interchanged. E.g., if A = [5422], then A = [44221]. The conjugate
representation is the product of the representation A and the alternating representation,
i.e., multiplying by the parity. Thus
Xp =sgn(/>)Xp
Note that the degrees are the same.
Just as hji — {'^l ^n,d Qn — {1"^} ^^ »5*~functions, corresponding to conjugate shapes,

we have in addition to the formulas from Prop. 1.3.2.3
124 CHAPTERS
2.1.1 P r o p o s i t i o n . The S-function {A} satisfies
{A} = det{hxi+j-i)
where A is the shape conjugate to A.
R e m a r k . An important feature to note is that the relationships connecting the /j's, a's,
a's, and {A}'s hold regardless of the existence of underlying variables that make these
symmetric functions. The determinantal relations as well as Frobenius-Schur formula only
depend on the following generating function relations, given a formal series L{t) that is
the generating function for the variables corresponding to the power sums:
n=l
CXI
n=0
oo
n=0
By convention, ho = UQ = 1, while h„ and a„ vanish for n < 0.
2.1,1 Frobenius notation

For a shape, the Durfee square is the largest square formed starting from the upper
left corner. It is easily seen that this is an 5 x s square with side .s = # { A;: A; > j }. The
Frobenius notation for A is written
A = ( a i a 2 . ..as\hih2 . • .h,)
where, moving along the principal diagonal, the ai count the number of boxes to the right,
including the diagonal box, and similarly, the 6; count the number of boxes below and
including the i^^ diagonal box. For A = [5422],
we see that 5 = 2 and A = (53|43). Observe that in this notation, the conjugate shape
is (6i . . . hs\ai ... as). In general.
Ui = Xi - i + 1, bj = \j - j + 1
2.2 CLUSTERING FUNCTIONS
Now we fix a parameter q and define corresponding functions <j). With ijio = 1, we have
for integer n > 0
n—1 n—1
't>n^\{{l+3q), 4>n=X{{l-iq)
>=0 j=0
And for shapes // = [î,/i2, • • -, A'N],
•i^CM) = n '^''•-
Finally, for a shape A = (0102 . . . as|6i62 • • • 6s), we let
"/lA = J l 4>ai • \ \ 4>bi

i i
2.2.1 D e f i n i t i o n . For a conjugacy class p denote the number of non-zero parts by r{p),
i.e., if p = (n"" . . . 2^n>''), then r{p) = J^Pj-
We define the class function
F{p) = q^-'-^"^
2.2.2 L e m m a . We i a v e the relations
Proof: We set the power sum variables to be 5„ — q"~^. Then

Pl <,P2 . . . „PN _ „N-r{p)
which is F{p). We have then to check the generating function relations connecting hn and
a„ with the variables s„. We have for the s„:
00
Z—rf ft
Ti=0 n=0 I
This clearly equals exp(L(<)) as required. The result for the a^ follows by mapping q —» —q
for the conjugate ^n- •
126 CHAPTER 5
2.2.3 L e m m a . The expansion of the determinajit, for X a partition of N
F{X) :^ det((t>x,-i+j)
involves terms ^(^) such tha.t /j is a partition of N.
Proof: In the expansion, the column indices, j , are some permutation of correspond-
ing row indices, i. The subscripts on (j) in any given summand are of the form A; — i + j , ,
summing to
^{\.-i + ji) = J2X. = N
2.2.4 L e m m a . For any shape X, 4>\ divides F(X).
Proof: Think of F{X) given as the determinant in the previous Lemma. The first
column of the determinant is
\ •• J
where there are either i/io's or O's below row s. Since the subscripts increase across each
row, the determinant clearly has a factor of Y[ â; • Similarly, consider the conjugate shape
and replace (f> by </>. In that form there is clearly a factor of Yl <l'bi- •
2.2.5 L e m m a . As a function ofq, for X a partition of N with Durfee square of side s,
deg{F(X)) = N - s = deg<j>x
Proof: We have deg<^„ = n — 1 so that
deg Â = 5 ] ( ° ' - 1) + I ] ( ^ ' - l ) = iV + 5 - 2 5 = J V - s
since ^ ( a ; + bj) = N + s. By the previous Lemma, then, deg F{X) > N ~ s. We will show
that the maximal degree of any 4'{n) in the expansion of the determinant is no greater than
N -s.
In det(0A(-i+j), row i has a 4>Q entry just in case A; < i, in which case ijio occurs in
column i — A;. Note that if, say, ii > iii then i\ — A,, = Z2 — A^^ implies 0 < ii — 12 =
YOXJNG TABLEAUX AND COMBINATORIAL ENUMERATION 127
Ail "^'2 ^ Oj 8, contradiction. That is, the <l>o's in different rows occur in different columns.
The degree of a non-zero product (^(^) is just A'' minus the number of factors having non-
zero subscripts, since // is a partition of N and each non-zero fXj contributes a factor <l>f,.
of degree /ij — 1. Thus, the terms of maximal degree have the most factors of <{>o. Since
s = ^{ Xf. Xi > i], the number of rows containing <f>o equals
#{Ai:Ai < 2} = 6i - 5
as b\ is the number of rows of A, i.e., Aj. So, a non-zero 0/^) has 6i factors in all, with at
most hi — s factors of <j>o, i.e., at least s factors (/>^j with m / 0. Hence the result. •
2.2.6 L e m m a . If g = 0, then F{X) = dx/N\.
Proof: If g = 0, then to be nonzero, r{p) — N, i.e., p is the identity. The result

follows a.s noted by the Remark following Prop. 2.3. •
Now we have the main theorem
2.2.7 T h e o r e m . F{X) = dx<t>x/N\.
Proof: By the Lemmas preceding Lemma 2.2.6, we have that F(X) = cx(j>x for some
constant ex, independent of q. Evaluating at 5 = 0, Lemma 2.2.6 completes the proof.
•
Combining this with the Plancherel identity, we have
2.2.8 T h e o r e m . For any real q, the measure on shapes
P ( A = A) = dl<l>l
is a probafaiJitj distribution on the set of partitions of N.
Proof: We just have to check the average value of F^ over the group. This is clearly
the same as F([iV]) with q^ replacing q. The result then follows from Lemma 2.2.2. •
2.3 SOME PROPERTIES
The motivation behind the terminology now is clear. Namely, if 5 = 1, then P (A =

[N]) = 1, since ^„ = 0 for n > 0. This means that only one file contains all of the items —
perfect clustering. While if g = —1, then P ( A = [1^]) = 1, since then cj>„ = 0 for n > 0.
Here each file accepts only one item — perfect dispersion. And, as previously noted, q = 0
is the standard Plancherel measure.
Another observation:
128 CHAPTERS
2.3.1 P r o p o s i t i o n . If q = 1/m, for a positive integer m, then

P(there are < m nonempty £les)—l.
Proof: In this case, i^„ vanishes for n > m. •
Example. Take q = 1/2. T h e partitions with non-zero probabihty are of the form [JV] or
[N-jJ], with 1 2, [N-j,j] = (N-j,j-l\2,1),
with [N -l,l] = (N - j\2) . Thus,
'l'lN-j,j] = <t>N-j<f>j-ih = 4>N-j4>j-\l2
And
P(A = [iV])= ^ - ( W _ 6(iV + l)
N\<j>N{llA) (iV + 2)(JV + 3)
iV(iV - 1)
The probabihty that there are two nonempty files is j — — T T T T ^ ^ • The expected num-
ber of nonempty files, the possibilities being either one or two only, is
(A) = 2^1 -3(^-+A

(iV-f 2)(iV-h3),
Example. Here are some explicit formulas for small values of N.
a. For N = 2,
b. For TV = 3,
^^"^-^^J^-6(1+5^X1+2^2)
P ( A = [21])= ^(^-^^)^
6(l+9^)(l+2g2)
(l-g)^(l-2g)^
P ( A = [111]) =
6(1+52X1+252)
We can consider the limit as 5 —> 00. Note that a shape consisting of a single hook is
of the form [TV - j , V\.
2.3.2 P r o p o s i t i o n . As 5 —• 00, the measure approaches a uniform distribution on the

single hook shapes.
Proof: O b s e r v e t h a t d e g <t>l = 2(iV - s) a n d deg (/^^(g^) = 2N -2 imply t h a t P (A =

A) —• 0 if s > 1. T h u s , as 5 —• oo, t h e m e a s u r e is c o n c e n t r a t e d o n t h e single hooks. For
A = [Af — j , I-'], t h e hook formula for d\ yields
_ A^! fN -1
and
P{A = {N-j,V] =
C-')'4'%-.Û
^
'^ m{N-iy.
_ i_
" N
m
Finally, we remark that by choosing q to be purely imaginary, we construct a symmetric
measure, assigning equal probabilities to conjugate partitions:
P ( A = A) = P ( A = A ) = '^'l^^l'
iV!<Aiv(kP)
III. Inversion of circulants
Using the theory of 5-functions, we can develop general formulas for the inverses of
circulant matrices of arbitrary (fixed) size. Let A be A'^ x A'' with minimal polynomial
m-l
p{x) = x"" - ^ am-jx J
of degree m < N. Denote the reciprocal polynomial to p by

m
7r(x) = 1 — y^ ajX-'
j=i
Define the polynomials 7rjfc(x) = 1 — X^,_i otjX^, ior 0 < k < m.

3.1 P r o p o s i t i o n . For any < 6 C, the inverse of I — tA satisfies
m—l
(7 - tA)-' = •Kit)-' Yu ^m-X-A^ {tAy
j=0
which exists whenever n(t) ^ 0.

130 CHAPTERS
Proof: Multiplying both sides hy I — tA yields
m—1 m—l
^(i^y'Tr^-i-.W - ^(My+v^_i_;(i)
j=0 j=0
tn—l m—l
= Y, itAyi^m-l-j(t) - TTm-jit)) + x ( 0 - t'" J ] « — i ^ '
= 7r(<)
•
We can find a formula for any power of A in terms of 5-functions. We associate
S-functions t o the polynomial p{x) by considering, with ao = 1, On = (—1)""'"-'Q:„ as
elementary symmetric functions in the theory discussed above, as in fact they are the ele-
mentary symmetric functions of the eigenvalues of A for p{x) the characteristic polynomial.
We associate /i„'s via the generating function 7r(a;)~^ = '^x"h„.
3.2 L e m m a . The hook S-functions satisfy
Proof: We have via the basic determinant formula
a„ = {!"} = det(hi_i+j)
And in the determinant for {n, 1""}, expanding by cofactors along the first row, the minors
that arise all have just hi and ho on the diagonal, giving corresponding a;t's. The elements
of the first row are of the form hn+k and the indicated result follows. •
Combining this with the previous Proposition yields:
3.3 T h e o r e m . Let ^4 have minimaJ poiynomiaJ p(a;) = a;"* — ^ ^ " ^ a-m-jX^- Then
m-l
A" = "^{71 - m + 1,1""~^~^} i-lT'''^ A^
Proof: In Prop. 3.1, expand the inverses, using geometric series for the left-hand
side and on the right-hand side expanding in terms of the h„. The geometric series will
converge in a neighborhood of the origin in C for |f | less than the reciprocal of the spectral
radius of A. (Optionally, one can consider these as calculations with formal series.)
f m-\
Y^t-A- = (Y^t^h^ Y. ^ru-^-,{i){tAy
fc=0 / \ J=0
tn —1 / m—J—2
E }=0 \ k=0
and the result follows from Lemma 3.2. •

R e m a r k . Note that the above discussion is valid as long as A satisfies p{A) = 0. In par-
ticular, for the remainder of this section, we will take p to be the characteristic polynomial
of A so that
5r(x) = det( J — xA)
Now, the question is how to compute the determinant and adjugate (determinant times
the inverse) of f{A) for any polynomial of degree less than m. The idea is to 'transfer' to
a companion matrix for / , T, which is independent of A.
3.4 D e f i n i t i o n . For the polynomial f(x) = 1 — Ylj==i Pj^'' •: the associated companion
matrix
/ 0 1 0 ... 0 \
0 0 1 ... 0
0 0 0 ... 0
\pi p,_, /3,_2 A/

This is chosen so that
3.5 P r o p o s i t i o n . The companion matrix T satisfies
fix) = det(J - xT)
Now recall the Kronecker product of matrices. This is the same as the tensor product
of the matrices. If T and A act on V, then A®T acts on Vi ® V2 6 V ® V as
{A ® r ) ( v i ® V2) = Avi (gi Tv2
extending to all of V ® V by linearity. Notice that if { f; } and { rjj } denote the eigenvalues
of A and T respectively, then the eigenvalues of A ® T are { (iTjj } . So det(7® /— A ® T) =
f l ; (1 — i,,rij). Now the idea is to keep A and take the 'partial determinant' with respect
to T yielding
/(A) = d e t ( / ® / - A ® T ) (3.1)
\Ve now have the principal result

132 CHAPTER 5
3.6 T h e o r e m . Let f(x) = 1 - Y^'j^^ fijx', I < m. Then
det / ( A ) = det 7r(T)
adj f{A) = det Y, ^m-i-jil ®T){A® Ty
Proof: To get the first line, in eq. (3.1), interchange the order of taking determinants:
det / ( A ) = det det(J ®I-A®T)
= det det(i" ®I-A0T)
= det 7r(T)
Now write Prop. 3.1 replacing A by A ® / and T by / ® T and rearrange to get
m—\
7r(/ ® T) = ( / ® / - A ® T) Y^ 7 r ^ - i - j ( / ®T){A® Tf
3=0
Taking determinants with respect to T yields
m—l
d e t ( / ( A ) ) / = / ( A ) X det ^ 7 r „ - i - , ( / ®T)iA® Ty
j=o
which identifies the latter factor as adj A. •
3.1 REDUCED DETERMINANTAL F O R M O F FOULKES
At this point, we need another result on 5-functions. It was noted by Foulkes that any
S-function can be expressed simply as a determinant of hook 5-functions.
3.1.1 Definition. We have, using a modified Frobenius notation, the 5-function
{A} =
di,d2,...
for the partition A = ( n i , r ( 2 , . . . |c(i + 1, c/g + 1,...) in the standard Frobenius notation.
The reduced determinant al form is

3.1.2 L e m m a . Foulkes' reduced determinantal form is
'ni,n2,.
{A} = detiiujl-"})
di,d2,... _
where the entries are S-functions for the hook diagrams indicated.
For example, we have
'5,3' {51*} {31*}

{54211} =
4,1 {51} {31}
and
5,3 {51} {31}
{54} =
1,0 {5} {3}
3.2 CIRCULANTS
For circulants, we have, as in Ch. 4, §2.1.1, A = U satisfying J7" — / = 0, i.e.,

p(x) = x " — 1, taking U as generator of the cydic group of order n. So 7r(x) = 1 — x" and
7r;t(a^) = 1, for k < n.
3.2.1 P r o p o s i t i o n . For a circulant f{U) = 1 — Ylj=i PjU', yîth T the companion

matrix for f,
del f(U) = det(I - T")
adifiU) =det J2iU®Ty

J=o
Proof: This follows directly from Theorem 3.6. •
R e m a r k . In the following discussion, with f(x) = 1 — 2 , = i l^j^^•> *he corresponding ele-

mentary symmetric functions are 6^ = (—l)-'"'"^/?j, for j > 0. I.e., these are the elementary
symmetric functions in the eigenvalues of the companion matrix T.
3.2.2 L e m m a . Let T be the companion matrix for f{x) = 1 — X^,_j 0jX^. Then, for
k > I
{T^jî-iy'îk-l + i,!'-^}
with the S-functions corresponding to the b„.
134 CHAPTER 5
Proof: The Cayley-Hamilton theorem yields T' = X^j=o Pi-i'^'• Consider the action
of T as a matrix on the column vector T = (J, T , . . . , T'~^)', the t denoting transpose —
y r ^ (T*, T * + \ . . . , T^+'-i)*. From Theorem 3.3, we have, for r > /,
i-i
T'- = ^ { r - / + 1, ! ' - > - ! } ( - l ) ' - J - i T ^
3=0
Substituting into (T*, r * + ^ . . . , T*+'~^)' for ^ < r < fc + / and matching with the action
on T yields the required form. •
3.2.3 T h e o r e m . Let f{x) = 1 — ^ . - i PjX^, with compeuiion matrix T. Then, setting

/t"] = d e t ( / - xT"), we have
Jt=o o<n<.-<u<( ^ *, * 1, , 1 /
where \i\ = ii + 12 H \-ik, and tiae reduced determina.nta.1 form refers to the S-functions
corresponding to the bk = (—1 )*"'''/3yt.
Proof. T h e theorem follows from the standard formula

det{I - xR) = ^{-x)''R(k)
for a matrix R, with R{k) the sum over k x k principal minors. Here we have R = T "
given explicitly by the above Lemma in terms of hook 5-functions. The minors are all
of the indicated reduced determinantal form and one checks carefully the minus signs as
needed. •
3.2.4 Corollary. The determinant of the circulant f{U) is given by

det/(J7)=/M(l)
Example. One can apply this result to find the following formulae:
a. For f{x) = 1 — ax — /3a;^, we have

det f(U) = l-{n} + {n-l,l} + {nn}
h. For f(x) = 1 — ax — /3x^ — 7 1 ' ,
det f{U) = 1 - {n} + {n - 1,1} + {nn}
- { n - 2 , 1 , 1 } + { n - l , n - 1,2} - {n,n- 1,1} + {nnn}
We are left with the question of computing
adj /([/) = det YîU ® TY = n E d U'

j=0 k=l j=0
for the case f{x) = f | ( l — ^jrx). Multiplying out the product for adj f{U), we see that
the coefficient of 17'' is the homogeneous polynomial of degree r in the d but with the
restriction that no ^t can occur with an exponent greater than n — 1.
3.2.5 Definition. Given n > 0, we let h'^. denote the truncated homogeneous polynomial
which is the homogeneous symmetric function of degree r in given variables, { î }, but
only including monomials with the property that no variable occurs with an exponent
greater than n — 1.
So, we write
j=0 k=j (mod n)

Example. For the case of two variables, we can see from the Young diagrams that h'j._^_^ =
{n — 1, k + 1], ioi 0 < k < n — I. As an illustration, ioi n = 6, k — 2, we have h'g = {53}
corresponding to the diagrams
1 1 1 X X
2 2 2
where the x's can be 11, 12, or 22.
In general, we have
3.2.6 P r o p o s i t i o n . Write f''\x) = 1 - Y!J=I / ? ' " ' X J . For 0 < it < n, we have
3=1
Proof: Using geometric series, note that

n-l
det J2 ^ ' 2 ^ ' = det [ ( / - x " T " ) ( / - xT)-']
3=0
oo
= f"\x'')J2x^h,
However, the determinant on the left-hand side equals, as we just saw, ^^^^^'r- Equating
coefficients of T'^+''" yields the result. •
Finally,
3.2.7 T h e o r e m . For a circuiant f{U),
j=0 r=0
Proof: To check the limits of summation over r, observe that, by construction, h'^ = 0
if 5 > (n - 1)/. This says that j + rn < {n - 1)1, oi r < I - (l +j)/n < I. •
136 CHAPTERS
IV. Y o u n g t a b l e a u x a n d combinatorial e n u m e r a t i o n in parallel processing
Here we indicate the connection between Young tableaux and parallel processing.
Fran5on[32] proposed recently a quantitative approach to the serializability problem by
counting commutation classes, i.e., classes of words that can be derived by commuting
some letters in a word. He proved that there is a one-to-one correspondence between cer-
tain commutation classes and Young tableaux of a given shape. A basic question in this
area is to count the number of Young tableaux with a given number, or at most a given
number, of rows. Work of Regev[76], Askey-Regev[7], and D. Gouyou-Beauchamps[43] is
of particular interest in this regard.
R e m a r k . There are other applications of Young tableaux as well. E.g., the connection
between Young tableaux and invariant theory leads to applications in such fields as com-
puter vision. See, e.g., S.S. Abhyankar[l]. Also see Knuth's discussion of Young tableaux,
[53], V. 3, p.48fF.
Giving exact formulas for the number Y„!c of Young tableaux having n cells and at
most k rows is in general an open problem. For k = 2 and k = 3, exact formulae have
been given by Regev[76]:
_(2n)! (2n + l)! y _vV" V - M
(2n)!
where C„ = ———-^—z is the Catalan number and M„ the Motzkin number. D.G.
n! (n -h 1)!
Beauchamps[43] proved that
Y2n-1,4 = C„Cm 5^2n,4 = C„Cn+l
and
^ Y^^ 3!n!(2» + 2)!
"'^ ^ in-2i)\il{i + l)l{i + 2)\ii + 3)l
4.1 AN APPLICATION IN PARALLEL PROCESSING
Let X = {xi,X2,...} be a finite alphabet and X* the free monoid generated by X, 1

denoting the empty word. We consider a set of commutation rules on X, i.e. a relation C
on X which is reflexive and symmetric. If {xi,Xj) 6 C, we say that the letters Xi and Xj
commute and conflict otherwise.
4.1.1 Definition. For w € X*, the commutation class of w denoted by [w] is the equiv-
alence class of w for the congruence generated by {xiXj = XjXi/(xi,Xj) € C}.
In other words, the class [w] is the set of words which are generated by application of the
derivation rules XiXj —* XjXi for each (xi,Xj) € C.
4.1.2 Definition. Let w and w' be two words of X*, the shuffle product of w and w'
denoted by w liAw' is the set defined by:
if iz) = 1 then w LUio' = w',

ii w' = 1 then w \JJw' = w,
In general, let a S X (resp. a' € X) and u € X* (resp. M' € X*) such that w = au
(resp.tii' = a'u'), then
U! LUw' = a{u [X\w') U a'(u) LLIu')
It is not difficult to show that

4.1.3 P r o p o s i t i o n . For the shuSie product, we have associativity, commutativity, and
distributivity with respect to union. 1 is the neutral element.
The shuffle product of two languages L and L' is
LlUL'= (J (u)iUJw2)
4.1.4 L e m m a . Let A, A ' be two disjoint alphabets and w € A* (resp. w' € A'*) of
length n (resp.n'), then :
, (.n + n')\
card w LUw = j — - ^
R e m a r k . The problem of analyzing the evolution of two stacks in a common memory area
has been solved by Flajolet[25] using shuffles of languages corresponding to one-dimensional
random walks .
We now consider the application of Young tableaux to the enumeration of some com-
mutation classes. These results of this section are due to Fran5on[32]. Consider an al-
phabet X = {x\,Xi,X2,X2, • •. ,x„,x„} and the following commutation rules: the only
letters which do not commute are Xi and Xj, and Xi, Xj, 1 < i < n, 1 < j < n. For the
commutation class C„ = [xiX2 ... a;„;riX2 • • • x„], we get card(Cn) = 1 • 3 • 5 • • • {2n — 1).
As shown by Fran5on, this example has an interpretation in queuing theory. Consider a
queue where only two kinds of events can happen :
i) the arrival of a client, denoted by Xi for the i"' client,

ii) the departure of a client, denoted by Xi for the i"' client
The behavior of the queue is a sequence of such events, two events never being realized
at the same time. If the departure is determined by some priority, such as first-in-first-
out or last-in-first-out, we get a priority queue and each element of Cn corresponds to a
possible behavior of the priority queue. Frangon found an interesting link between some
commutation classes and Young tableaux.
138 CHAPTER 5
4.1.5 P r o p o s i t i o n . Let Cn,m be the commutation class [xiX2 • • • XnXiX2 • • • Xm], for
0 < m < n, with the following commutation rules: the only non-commuting letters are Xi
and Xj, Xj and Xj, a:, and xi for i ^ j , i = 1 , 2 , . . . , n and j = 1 , 2 , . . . , m . Then C„^rn is in
one-one correspondence with the set of two-rowed Young tableaux, having the first row of
length n, the second of length m.
In addition,
card (C„,m) = — — — — C^+m
The previous result can be generalized:
4.1.6 P r o p o s i t i o n . Consider an alphabet {x\ jX^ .,•.. ,x\ ,^2 ,. • • } with commu-
tation rules defined as follows: x\''^ and a;^" commute if and only if i ^ k and j ^ /. Let
ni,n2, •••,nk be k integers such that ni > n2 > ... > nk > 0. Then the commutation class
J. r (1) (1) (1) (2) (2) (2) (3) (it) (*:) ((t), . . ,
oi \x\ x\ . . . Xn(x.\ x\ . . . Xn^x\ x\ x\ . . . i n t J Js m one-one correspondence
with the set of Young fabieaux of shape [ni, n2,..., nk]-
Young tableaux thus have interesting applications in performance analysis, since in

some cases we can give explicit formulas for the number of elements of the commutation
classes. This permits the comparison of protocols, etc.
R e m a r k . The work of Viennot[83] is of interest in connecting Lie algebras with formal

languages.
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Algebraic Structures and Operator Calculus

Mathematics and Its Applications

Published by Kluwer Academic Publishers,

Kluwer Academic Publishers incorporates

Sold and distributed in the U .S .A. and Canada

In all other countries, sold and distributed

Printed on acid free paper

All Rights Reserved

Printed in the Netherlands

Chapter 1 Basic Data Structures

Chapter 2 Data Structures and Orthogonal Polynomials

Chapter 3 Applications of Bessel Functions and Lommel Polynomials

Chapter 4 Fourier Transform on Finite Groups and Related Transforms

Chapter 5 YoungTableaux and Combinatorial Enumeration in Parallel

In this volume we will present some applications of special functions in computer

Our primary audience is applied mathematicians and theoretical computer scientists .

We expect this volume to have a utility between a reference and a monograph . We

The authors gratefully acknowledge AFCET, Universite de Nancy I, Southern Illinois

In this volume, we present some applications of algebraic, analytic, and probabilistic

R e m a r k . The remainder of this introductory chapter provides some basic information

II. Some notations

3. For hypergeometric functions

for integer p,q >0. For example, we have

III. O r t h o g o n a l p o l y n o m i a l s and continued fractions

Orthogonal polynomials arise frequently as solutions to three-term recurrence relations.

3.1 ORTHOGONAL POLYNOMIALS

Given a bounded, nondecreasing function F{x) on R , we define a corresponding Stieltjes

{f(X))= r f(x)dF(x) (3.1.1)

fJ'n = I x" p{x)dx

{X",X"'} = ( X " . X ' " ) = / X^-X"" dF{x) = fXn+m

M^)^m{x)dF{x) = n"' ^ , ^ (3.1.2)

where 7„ are the squared norms. We normalize 70 to 1.

X<f>Ti= <i)n+\+ 0,n<t>n-'rhn4>„-l (3.1.3)

with ?io = 1, (^1 = X — ao. Orthogonality, comparing (a;i^„,(^„_i) = 6n7n-i with

3.2 CONTINUED FRACTIONS

A general reference for continued fractions is Jones&Thron[47]. Two sequences of (real

6o -I- ai hi -f- 02/62 + . . . + a„/fe„ -H . . .

which is the limit as n —» oo of the approximants:

—^ = 60 + 0.1 ^bi + 02/62 + • - • + a„/bn

U„ = b„Un-l + anUn-2 (3.2.1)

with initial conditions

3.2.1 Connection with orthogonal polynomials

1 / l - aox - Wx^ j l -axx- hix'^ j ... j l - a „ _ i z - 6„a;^ / . . . (3.2.1.1)

From equation (3.2.1), the partial numerators and denominators satisfy

"n+i = (1 - a.nx)un - &„a;^t<„_i

satisfy the three-term recurrence

xtj^n = ipn+i + a„tl;„ + b„'ipn-.t (3.2.1.2)

IV. B e s s e l functions, L o m m e l p o l y n o m i a l s , t h e t a functions

4.1 BESSEL FUNCTIONS AND LOMMEL POLYNOMIALS

The Bessel function J„ is defined by :

2iyz-'j^{z) = J^+i{z) + J.-i{z) (4.1.3)

Iterating this recurrence, Lommel polynomials come up as the coefficients expressing

This holds for nonnegative integer n. F o r n = 1, wehave/li,i,(z) = 2i^/2r, while i?o,i/(-2) = 1-

2z-'^{n + v)R„= R„+i + Rn-i

[«/2] / ,x , . /„x n-2k

They are used to solve the recurrence

X ^ n = V'n+l + e ~ ' " V ' n + ^ n - l (4.1.5)

which has as general solution

i>„ - CiJ?„,_£^{-2e) - C2iZn-i,i-£2:(-2e)

Jn^ex(~2e) = J-^^{-2e)R„,-exi-2s) - J-i^,^{~2e)Rn-i,i-exi-2£) (4.1.6)

which combines features of both eqs. (4.1.3), (4.1.4).

4.2 THETA FUNCTIONS

The four Jacobi theta functions are given by