.
Bell polynomials
In combinatorial mathematics, the Bell polynomials, named in honor of Eric Temple Bell, are a triangular array of polynomials given by
\( B_{n,k}(x_1,x_2,\dots,x_{n-k+1}) \)
\( =\sum{n! \over j_1!j_2!\cdots j_{n-k+1}!} \left({x_1\over 1!}\right)^{j_1}\left({x_2\over 2!}\right)^{j_2}\cdots\left({x_{n-k+1} \over (n-k+1)!}\right)^{j_{n-k+1}}, \)
where the sum is taken over all sequences j1, j2, j3, ..., jn−k+1 of non-negative integers such that
\( j_1+j_2+\cdots = k\quad\mbox{and}\quad j_1+2j_2+3j_3+\cdots=n. \)
Complete Bell polynomials
The sum
\( B_n(x_1,\dots,x_n)=\sum_{k=1}^n B_{n,k}(x_1,x_2,\dots,x_{n-k+1}) \)
is sometimes called the nth complete Bell polynomial. In order to contrast them with complete Bell polynomials, the polynomials Bn, k defined above are sometimes called "partial" Bell polynomials.
The complete Bell polynomials satisfy the following identity
\( B_n(x_1,\dots,x_n) = \det\begin{bmatrix}x_1 & {n-1 \choose 1} x_2 & {n-1 \choose 2}x_3 & {n-1 \choose 3} x_4 & {n-1 \choose 4} x_5 & \cdots & \cdots & x_n \\ \\ -1 & x_1 & {n-2 \choose 1} x_2 & {n-2 \choose 2} x_3 & {n-2 \choose 3} x_4 & \cdots & \cdots & x_{n-1} \\ \\ 0 & -1 & x_1 & {n-3 \choose 1} x_2 & {n-3 \choose 2} x_3 & \cdots & \cdots & x_{n-2} \\ \\ 0 & 0 & -1 & x_1 & {n-4 \choose 1} x_2 & \cdots & \cdots & x_{n-3} \\ \\ 0 & 0 & 0 & -1 & x_1 & \cdots & \cdots & x_{n-4} \\ \\ 0 & 0 & 0 & 0 & -1 & \cdots & \cdots & x_{n-5} \\ \\ \vdots & \vdots & \vdots & \vdots & \vdots & \ddots & \ddots & \vdots \\ \\ 0 & 0 & 0 & 0 & 0 & \cdots & -1 & x_1 \end{bmatrix}. \)
Combinatorial meaning
If the integer n is partitioned into a sum in which "1" appears j1 times, "2" appears j2 times, and so on, then the number of partitions of a set of size n that collapse to that partition of the integer n when the members of the set become indistinguishable is the corresponding coefficient in the polynomial.
Examples
For example, we have
\( B_{6,2}(x_1,x_2,x_3,x_4,x_5)=6x_5x_1+15x_4x_2+10x_3^2 \)
because there are
6 ways to partition a set of 6 as 5 + 1,
15 ways to partition a set of 6 as 4 + 2, and
10 ways to partition a set of 6 as 3 + 3.
Similarly,
\( B_{6,3}(x_1,x_2,x_3,x_4)=15x_4x_1^2+60x_3x_2x_1+15x_2^3 \)
because there are
15 ways to partition a set of 6 as 4 + 1 + 1,
60 ways to partition a set of 6 as 3 + 2 + 1, and
15 ways to partition a set of 6 as 2 + 2 + 2.
Properties
\( B_{n,k}(1!,2!,\dots,(n-k+1)!) = \binom{n}{k}\binom{n-1}{k-1} (n-k)! \)
Stirling numbers and Bell numbers
The value of the Bell polynomial \(B_{n,k}(x_1 ,x_2 ,\dots) \) when all xs are equal to 1 is a Stirling number of the second kind:
\( B_{n,k}(1,1,\dots)=S(n,k)=\left\{{n\atop k}\right\}. \)
The sum
\( \sum_{k=1}^n B_{n,k}(1,1,1,\dots) = \sum_{k=1}^n \left\{{n\atop k}\right\} \)
is the nth Bell number, which is the number of partitions of a set of size n.
Convolution identity
For sequences xn, yn, n = 1, 2, ..., define a sort of convolution by:
\( (x \diamondsuit y)_n = \sum_{j=1}^{n-1} {n \choose j} x_j y_{n-j}. \)
Note that the bounds of summation are 1 and n − 1, not 0 and n .
Let \( x_n^{k\diamondsuit}\, \) be the nth term of the sequence
\( \displaystyle\underbrace{x\diamondsuit\cdots\diamondsuit x}_{k\ \mathrm{factors}}.\, \)
Then
\( B_{n,k}(x_1,\dots,x_{n-k+1}) = {x_{n}^{k\diamondsuit} \over k!}.\, \)
For example, let us compute \( B_{4,3}(x_1,x_2) \) . We have
\( x = ( x_1 \ , \ x_2 \ , \ x_3 \ , \ x_4 \ , \dots ) \)
\( x \diamondsuit x = ( 0,\ 2 x_1^2 \ ,\ 6 x_1 x_2 \ , \ 8 x_1 x_3 + 6 x_2^2 \ , \dots ) \)
\( x \diamondsuit x \diamondsuit x = ( 0 \ ,\ 0 \ , \ 6 x_1^3 \ , \ 36 x_1^2 x_2 \ , \dots ) \)
and thus,
\( B_{4,3}(x_1,x_2) = \frac{ ( x \diamondsuit x \diamondsuit x)_4 }{3!} = 6 x_1^2 x_2. \)
Applications of Bell polynomials
Faà di Bruno's formula
Main article: Faà di Bruno's formula
Faà di Bruno's formula may be stated in terms of Bell polynomials as follows:
\( {d^n \over dx^n} f(g(x)) = \sum_{k=0}^n f^{(k)}(g(x)) B_{n,k}\left(g'(x),g''(x),\dots,g^{(n-k+1)}(x)\right). \)
Similarly, a power-series version of Faà di Bruno's formula may be stated using Bell polynomials as follows. Suppose
\( f(x)=\sum_{n=1}^\infty {a_n \over n!} x^n \qquad \mathrm{and} \qquad g(x)=\sum_{n=1}^\infty {b_n \over n!} x^n. \)
Then
\( g(f(x)) = \sum_{n=1}^\infty {\sum_{k=1}^{n} b_k B_{n,k}(a_1,\dots,a_{n-k+1}) \over n!} x^n. \)
In particular, the complete Bell polynomials appear in the exponential of a formal power series:
\( \exp\left(\sum_{n=1}^\infty {a_n \over n!} x^n \right) = \sum_{n=0}^\infty {B_n(a_1,\dots,a_n) \over n!} x^n. \)
Moments and cumulants
The sum
\( B_n(\kappa_1,\dots,\kappa_n)=\sum_{k=1}^n B_{n,k}(\kappa_1,\dots,\kappa_{n-k+1}) \)
is the nth moment of a probability distribution whose first n cumulants are (\ kappa_1,\dots,\kappa_n \). In other words, the nth moment is the nth complete Bell polynomial evaluated at the first n cumulants.
Representation of polynomial sequences of binomial type
For any sequence \( a_, a_, a_, \dots \) of scalars, let
\( p_n(x)=\sum_{k=1}^n B_{n,k}(a_1,\dots,a_{n-k+1}) x^k. \)
Then this polynomial sequence is of binomial type, i.e. it satisfies the binomial identity
\( p_n(x+y)=\sum_{k=0}^n {n \choose k} p_k(x) p_{n-k}(y) \)
for n ≥ 0. In fact we have this result:
Theorem: All polynomial sequences of binomial type are of this form.
If we let
\( h(x)=\sum_{n=1}^\infty {a_n \over n!} x^n \)
taking this power series to be purely formal, then for all n,
\( h^{-1}\left( {d \over dx}\right) p_n(x) = n p_{n-1}(x). \)
Software
Bell polynomials, complete Bell polynomials and generalized Bell polynomials are implemented in Mathematica as BellY.
See also
Bell matrix
Exponential formula
References
Eric Temple Bell (1927–1928). "Partition Polynomials". Annals of Mathematics 29 (1/4): 38–46. doi:10.2307/1967979. JSTOR 1967979. MR1502817.
Louis Comtet (1974). Advanced Combinatorics: The Art of Finite and Infinite Expansions. Dordrecht, Holland / Boston, U.S.: Reidel Publishing Company.
Steven Roman. The Umbral Calculus. Dover Publications.
Khristo N. Boyadzhiev (2009). "Exponential Polynomials, Stirling Numbers, and Evaluation of Some Gamma Integrals". Abstract and Applied Analysis 2009: Article ID 168672. doi:10.1155/2009/168672. (contains also elementary review of the concept Bell-polynomials)
Silvia Noschese, Paolo E. Ricci (2003). "Differentiation of Multivariable Composite Functions and Bell Polynomials". Journal of Computational Analysis and Applications 5 (3): 333–340. doi:10.1023/A:1023227705558. '
Vassily G. Voinov, Mikhail S. Nikulin (1994). "On power series, Bell polynomials, Hardy-Ramanujan-Rademacher problem and its statistical applications". Kybernetika 30 (3): 343–358. ISSN 00235954.
Kruchinin, V.V., 2011, Derivation of Bell Polynomials of the Second Kind(ArXiv)
Retrieved from "http://en.wikipedia.org/"
All text is available under the terms of the GNU Free Documentation License