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In mathematics, a generating function is a representation of an infinite sequence of numbers as the coefficients of a formal power series.Generating functions are often expressed in closed form (rather than as a series), by some expression involving operations on the formal series.
The method relies on two observations. First, many identities can be proved by extracting coefficients of generating functions. Second, many generating functions are convergent power series, and coefficient extraction can be done using the Cauchy residue theorem (usually this is done by integrating over a small circular contour enclosing the ...
Probability generating functions are often employed for their succinct description of the sequence of probabilities Pr(X = i) in the probability mass function for a random variable X, and to make available the well-developed theory of power series with non-negative coefficients.
For a degenerate point mass at c, the cumulant generating function is the straight line () =, and more generally, + = + if and only if X and Y are independent and their cumulant generating functions exist; (subindependence and the existence of second moments sufficing to imply independence.
In this regard, binomial coefficients are to exponential generating series what falling factorials are to ordinary generating series. The product of all binomial coefficients in the n th row of the Pascal triangle is given by the formula:
This implies that it cannot have a defined moment generating function in a neighborhood of zero. [9] Indeed, the expected value E [ e t X ] {\displaystyle \operatorname {E} [e^{tX}]} is not defined for any positive value of the argument t {\displaystyle t} , since the defining integral diverges.
The method is mostly associated with Philippe Flajolet and is detailed in Part A of his book with Robert Sedgewick, Analytic Combinatorics, while the rest of the book explains how to use complex analysis in order to get asymptotic and probabilistic results on the corresponding generating functions. During two centuries, generating functions ...
(The series in t is a formal power series, but may alternatively be thought of as a series expansion for t sufficiently close to 0, for those more comfortable with that; in fact one is not interested in the function here, but only in the coefficients of the series.) Comparing coefficients of t k on both sides one obtains