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314   Appendix
          A.4    Appell Polynomials


          Appell polynomials φ m (x) may be defined by means of the generating
          function relation
                                      ∞
                                         φ m (x)t m
                            e G(t)=
                             xt
                                            m!
                                     m=0
                                      ∞            m−1
                                         mφ m−1 (x)t
                                   =                   ,            (A.4.1)
                                               m!
                                     m=1
          where
                                          ∞
                                            α r t r
                                   G(t)=         .                  (A.4.2)
                                              r!
                                         r=0
          Differentiating the first line of (A.4.1) with respect to x and dividing the
          result by t,
                                     ∞         m−1

                                         φ (x)t
                            e G(t)=       m
                            xt
                                            m!
                                     m=0
                                          ∞         m−1
                                     φ   0     φ (x)t

                                  =     +      m        .           (A.4.3)
                                     t           m!
                                          m=1
          Comparing the last relation with the second line of (A.4.1), it is seen that
                                    φ 0 = constant,                 (A.4.4)
                                   φ    = mφ m−1 ,                  (A.4.5)
                                    m
          which is a differential–difference equation known as the Appell equation.
            Substituting (A.4.2) into the first line of (A.4.1) and using the upper and
          lower limit notation introduced in Appendix A.1,
                       ∞             ∞         ∞
                          φ m (x)t m     α r t r     (xt) m−r
                                  =
                            m!           r!         (m − r)!
                      m=0           r=0     m=r(→0)
                                     ∞     ∞(→m)
                                        t m        m
                                  =                    α r x m−r .
                                        m!         r
                                    m=0      r=0
          Hence,
                                      m
                                           m
                              φ m (x)=         α r x m−r
                                           r
                                      r=0
                                      m
                                           m
                                    =          α m−r x ,
                                                    r
                                           r
                                      r=0
                              φ m (0) = α m .                       (A.4.6)
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