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Sheffer polynomials $\{P_n(x)\}$ have generating function $P(x,t) = \sum_{n=0}^{\infty}P_n(x)t^n=A(t)e^{xu(t)}$.

This form reminds me of the Lie group–Lie algebra correspondence. Is there any connection to Lie theory, obvious or not?

(I've deleted my reference to orthogonal polynomials, which was incorrect and irrelevant here.)

Here are some articles on Sheffer polynomials:

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    I've voted to close as I think the question should be more self-contained and focussed. What is the connection with Lie groups and Lie algebras? Is it more than the appearance of things that look a bit like one-parameter semigroups in $e^{xu(t)}$? – Mark Wildon Feb 05 '22 at 12:57
  • Yes, I wish to ask that question. Can anyone say if it is more than an appearance? I myself don't know. Who can I ask? How can I ask them? Their answer, positive or negative, could save me a lot of effort. Thank you. – Andrius Kulikauskas Feb 05 '22 at 13:00
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    Very few of the MO-Qs are self-contained, often alluding to concepts in category theory, topology, or algebraic geometry that take months or even years to master. Naturally the OP is seeking someone with the expertise in this field to direct him, and from my experience there are at most a handful of users here that are familiar with both Lie theory and the op calculus underlying Sheffer sequences to even partially address this question. He has a hunch there's a connection, so he asked. I constantly ask myself this Q when addressing the Sheffer and related calculus, often with fruitful results. – Tom Copeland Feb 05 '22 at 17:07
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    I'm delighted the question got such an interesting answer and have retracted my close vote. – Mark Wildon Feb 05 '22 at 20:45
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    @MarkWildon, self-containedness, like beauty, is in the eye of the beholder. // Btw, like your notes on comb. and sym. functions at your website. A couple of suggestions for the benefit of your self-motivated students: ref relevant OEIS entries and in addition for students majoring in physics add a supplement on connections to classical and quantum physics. Mathematics can be fun--mathematics + physics, sublime. – Tom Copeland Feb 05 '22 at 21:29
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    Is your first sentence intended to be understood as a definition of Sheffer polynomials? What I have taken to be the definition is that a sequence $(P_n(x)){n=0,1,2,\ldots},$ where each $P_n(x)$ is an $n$th-degree polynomial in $x,$ is a Sheffer sequence if the linear operator on the space of all polynomials that takes $P_n(x)$ to $nP{n-1}(x)$ for all $n,$ is shift-equivariant. – Michael Hardy Nov 03 '22 at 00:09
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    @Michael_Hardy thank you for writing the definition of the Sheffer sequence. The Wikipedia article https://en.wikipedia.org/wiki/Sheffer_sequence further states "A Sheffer sequence {$p_n$} is characterised by its exponential generating function ..." Are the two statements equivalent? I suppose but I don't know. But above I have simply written that they "have a generating function..." – Andrius Kulikauskas Nov 03 '22 at 20:13
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    @MichaelHardy, there is more than one way to skin a cat. Accordingly saying 'THE definition' is not precise. One should more accurately say 'ONE definition' or 'A definition'. Off-hand I can think of three or so equivalent definitions. I'm sure there are more, underlying the richness of the subject. (Andrius should give some restrictions on $A(t)$ and $B(t)$ to be precise, but this is a question not a treatise, and ambiguity tolerance is essential for a good discussion.) – Tom Copeland Nov 03 '22 at 21:11
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    @TomCopeland : Rather than "one definition" one could say "one characterization", and then which characterization serves as a definition could depend on context. But I think there's something to be said for choosing as the definition a characterization that makes clear the motivation for defining the concept. – Michael Hardy Dec 07 '22 at 03:59
  • Btw, the use of the phrase 'Sheffer orthogonal polynomials' in "Meixner polynomials of the second kind and quantum algebras representing su(1,1)" by Gábor Hetyei can lead to confusion as well as his use of 'inverse'. The meaning of orthogonal and inverse should always be clearly stated. I use an 'umbral inverse sequence of polynomials' in the sense he uses 'inverse'. I reserve 'orthogonal sequence of polynomials' to mean self-orthogonality of a sequence of polynomials w.r.t. to a weight function. – Tom Copeland Apr 12 '23 at 18:52
  • In addition, every sequence of Sheffer polynomials has an associated lower triangular matrix of coefficients and every sequence has a dual umbral inverse Sheffer sequence, whose coefficient matrix is orthogonal to, i.e., the multiplicative inverse of, that of its umbral dual. To conflate matters further, some use 'reciprocal polynomials' to mean an umbral inverse set of polynomials. So, the use of 'orthogonal', 'inverse', 'reciprocal' is often confusing. – Tom Copeland Apr 12 '23 at 19:08
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    @MichaelHardy, the conditions that the polynomials $P_n(x)$ have order $n$ and that they have a delta op are not sufficient to characterize even an Appell Sheffer sequence. It is necessary that $P_0(x) =1$ in order for the raising op to be of the form of that of the Sheffer formalism. The lack of this last condition has been a source of confusion for some. Best to be familiar with the several ways of characterizing Sheffer sequences. – Tom Copeland Apr 12 '23 at 19:48
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    Btw, a nice, short intro to some combinatorics of orthogonal Sheffer sequences is "Weighted Derangements And The Linearization Coefficients Of Orthogonal Sheffer Polynomials" by Zeng (https://www.researchgate.net/publication/2552247_Weighted_Derangements_And_The_Linearization_Coefficients_Of_Orthogonal_Sheffer_Polynomials). – Tom Copeland Jun 25 '23 at 21:38
  • @TomCopeland Thank you! very much! I have made enormous use of a subsequent paper by Kim and Zeng from 2001 https://pdfs.semanticscholar.org/12fb/d26e06bd19d395b34e433000f822aa9b0c9f.pdf?_ga=2.61360680.560022541.1613840722-54978418.1613840722 The paper you cite covers a lot of helpful, relevant ground! – Andrius Kulikauskas Jun 26 '23 at 22:37
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    @MichaelHardy, for me the most useful and revealing way to approach (and extend) Sheffer sequences and the associated operational calculus and its relation to umbral manipulations has been via the diff op reps of the umbral substitution operators (some papers by Lenart and Ray first opened the door for me). I posted a condensed set of notes on this at https://tcjpn.wordpress.com/2023/07/04/the-umbral-compositional-inverse-of-a-sheffer-polynomial-sequence-and-its-lowering-and-raising-operators/. The delta (lowering) and raising ops are easily derived as conjugations. – Tom Copeland Jul 12 '23 at 18:31

1 Answers1

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First, a general set of Sheffer polynomials is not orthogonal with respect to some weight function; for example, the prototypical sequence $p_n(x) = x^n$, which belongs to both special sub-groups of Sheffer polynomials—the Appell and binomial Sheffer polynomials—with the e.g.f. $e^{xt}$, is not an orthogonal set—neither is the celebrated Bernoulli Appell Sheffer sequence. (Usually the Sheffer polynomials are defined by $A(t) e^{xB(t)} = \sum_{n\geq 0} p_n(x) \frac{t^n}{n!}= e^{tp_\cdot(x)}$. The normalization $P_n(x)=n!p_n(x)$ often serves to give integer coefficients.)

However, there are connections to constructs associated to Lie theory:

1) The binomial Sheffer sequences have e.g.f.s of the form $e^{xh(t)}$, where $h(0)=0$ and $h'(0) \neq 0$. A dual sequence, its umbral compositional inverse, has the e.g.f. $e^{x\;h^{(-1)}(t)}$ defined by the compositional inverse function. As formulated by Charles Graves as early as 1853, with $g(z) = \frac{1}{\partial_z h(z)}$, the action on a function $f(z)$ analytic at $z$ of the exponential map of the infinitesimal generator (infinigen)

$$ g(z)\frac{\partial }{\partial z} = \frac{1}{h'(z)}\frac{\partial }{\partial z} = \frac{\partial }{\partial h(z)} = \frac{\partial }{\partial \omega} $$

is

(Eqn. 1)

\begin{align} & e^{t\;g(z)\frac{\partial }{\partial z}}\; f(z) = e^{t \;\frac{\partial }{\partial \omega}}\; f(h^{(-1)}(\omega)) \\ = {} & f[h^{(-1)}(\omega + t)] =f[h^{(-1)}(h(z)+t)]. \tag{Eqn. 1} \end{align}

Then

$$e^{t\;g(z)\partial_z}\;z \Big\rvert_{z=0}= h^{(-1)}(t),$$

so the e.g.f. for the associated binomial Sheffer sequence is

$$\left. e^{t\;p.(x)}= e^{x\;h^{(-1)}(t)}= e^{t\;g(z)\partial_z} e^{zx} \;\right\rvert_{z=0}.$$

Edit Oct. 16, 2022: (Start)

Then

$$p_n(x) = (g(z)\partial_z)^n\; e^{zx} \;\Big\rvert_{z=0}$$

$$= e^{-x} (g(y-1)\partial_y)^n e^{yx} \; |_{y=1}= \left. e^{-x} \left[x \;g\left(\frac{u}{x}-1\right)\partial_u\right]^n e^{u} \; \right|_{u=x}.$$

Specializing to $g(z)=(1+z)^{m+1}$, allows a general connection between the normal ordering of iterates of the Scherk-Witt-Lie vectors / infinigens $z^{m+1}\partial_z$ and well-known binomial Sheffer sequences. Then

\begin{align} p_n^{(m)}(x) & =((1+z)^{m+1}\partial_z)^n \;e^{zx}\;\Big|_{z=0} \\[6pt] & = e^{-x}\; (y^{m+1}\partial_y)^n \;e^{yx} \; \Big|_{y=1} \\[6pt] & = e^{-x}\left. \left(x \left(\frac{u}{x} \right)^{m+1} \partial_u\right)^n\; e^u \right|_{u=x} \\[6pt] & = e^{-x}\; x^{-mn} \;(u^{m+1}\partial_u)^n\; e^{u} \; \Big|_{u=x} \\[6pt] & = e^{-x}\; x^{-mn} \;(x^{m+1}\partial_x)\;^n e^x = e^{-x}\; p_n^{(m)}(:x\partial_x:)\; e^x \end{align}

with, by definition, $(:x\partial_x:)^n := x^n\partial_x^n$, implying

(Eqn. 2a)

\begin{align} (x^{m+1} \partial_x)^n & = x^{mn} p_n^{(m)}(:x\partial_x:) \\[6pt] & = x^{mn}\; m^n St1_n^r \left( \frac{x\partial_x}{m} \right) \tag{Eqn. 2a} \end{align}

where the e.g.f. for the $m$-th family of binomial Sheffer polynomials $p_n^{(m)}(x)$ is

(Eqn. 2b)

\begin{align} & e^{tp.^{(m)}(x)} = e^{h^{(-1)}(t)x} \\[6pt] = {} & \exp[((1-mt)^{-\frac{1}{m}}-1)x] \tag{Eqn. 2b} \end{align}

and $St1_n^{r}(x)$ are the reversed unsigned Stirling polynomials of the first kind of OEIS A094638 (see also A008275, A048994, and A130534).

For the special linear Lie algebra $sl_2$:

For $m =-1$, the infingen $g(z)\partial_z = g(1+z)\partial_z= \partial_z$ has associated $h(z)=h^{(-1)}(z)=z$ giving the translation $e^{t\partial_z}\;f(z) = f(z+t)$, consistent with Eqn. (2) with $p^{(-1)}_n(z) = z^n$, the iconic Appell Sheffer sequence, which is also a binomial Sheffer sequence.

For $m=0$, the infingen $g(z)\partial_z = z\partial_z$ has associated $h(z)=\ln(z)$ and $h^{(-1)}(\omega)=e^\omega$ giving, from Eqn. (1), the scaling $e^{tz\partial_z}f(z) = f[\exp(\ln(z)+t)] = f(e^tz)$. Eqn. (2) associated with $g(z)=(1+z)$, $h(z) =\ln(1+z)$, and $h^{(-1)}(\omega) =e^{\omega}-1$ gives

$$(z\partial_z)^n = p^{(0)}_n(:z\partial_z:) = \operatorname{St2}_n(:z\partial_z:), $$

the Bell / Touchard / Scherk / Stirling polynomials of the second kind with the e.g.f. $\exp[(e^t-1)x]$ (cf. A008277 and A048993). This is easy to corroborate using $(z\partial_z)^n z^k = k^nz^k$.

For $m=1$, the infingen $g(z)\partial_z = z^2\partial_z$ has associated $h(x)=-\frac{1}{z}$ and $h^{(-1)}(\omega)=-\frac{1}{\omega}$ giving, from Eqn. (1), the vertical shearing $e^{tz^2\partial_z}f(z) = f\left [-\frac{1}{-\frac{1}{z}+t}\right] = f(\frac{z}{1-tz})$. Eqn. (2) associated with $g(z)=(1+z)^2$, $h(z) =\frac{z}{1+z}$, and $h^{(-1)}(\omega) =\frac{\omega}{1-\omega}$ gives

$(z^2\partial_z)^n =z^n p^{(1)}_n(:z\partial_z:) = z^n Lah_n(:z\partial_z:)$,

the shifted Lah polynomials, or shifted, normalized, unsigned Laguerre polynomials of order -1, $n! \operatorname{Lag}_n^{(-1)}(-z)$, with the e.g.f. $\exp[z \frac{t}{1-t}]$ (cf. A008297 and A111596). This is corroborated by noting

$$(z^2\partial_z)^n = z\;(z\partial_zz)^n\;z^{-1} = z\;z^n\partial_z^n z^n \;z^{-1} = z^n\; z \;(\partial_z^nz^n)\; z^{-1}$$

$$ = z^n\; n!\; z\; \operatorname{Lag}_n(-:z\partial_z:)\;z^{-1}$$

$$ = z^n\; n!\; \operatorname{Lag}^{(-1)}_n(-:z\partial_z:)= z^n \operatorname{Lah}_n(:z\partial_z:)$$

from the Rodriguez formula for the associated Laguerre polynomial sequences (see this MO-Q for the generalized Laguerre functions, a.k.a., Kummer confluent hypergeometric functions). $\operatorname{Lag}_n(z)$ are the classic Laguerre polynomials (order $0$).

(End)

2) Each Sheffer sequence has a pair of ladder ops—the raising/creation and lowering/destruction/annihilation ops defined by $L \; p_n(x) = n \; p_{n-1}(x)$ and $R \; p_n(x) = p_{n+1}(x)$—satisfying the Graves–Lie bracket of vector fields, the commutator, relation

$$[L,R] = 1,$$

from which the Graves–Pincherle derivative

$$[f(L),R] = f'(L)$$

follows.

There is also the commutator

$$[(g(z)\partial_z)^n,u(z)] = n \; (g(z)\partial_z)^{n-1}$$

for the powers of the Lie derivative / infinitesimal generator for the Scherk-Comtet partition polynomials of A139605, forming an underlying calculus for the binomial Sheffer sequences.

Edit July 1, 2023: (Start)

The typo $u(z)$ just above should be $h(z)$ so that

$$[(g(z)\partial_z)^n,h(z)] = n \; (g(z)\partial_z)^{n-1}.$$

Proof:

$$e^{tg(z)\partial_z} \;h(z)f(z) - h(z) \;e^{tg(z)\partial_z}\;f(z)$$

$$= (h(z)+t)\; f(h^{(-1)}(h(z)+t)) -h(z)\; f(h^{(-1)}(h(z)+t))$$

$$= t\; f(h^{(-1)}(h(z)+t)) = t e^{tg(z)\partial_z} \;f(z)$$

$$=\sum_{n \geq 0} (g(z)\partial_z)^{n} \frac{t^{n+1}}{n!} \;f(z) =\sum_{n \geq 1}n (g(z)\partial_z)^{n-1} \frac{t^n}{n!}\;f(z) $$

(End)

3) A general Sheffer sequence (a semidirect product of the Appell and binomial Sheffer sequences) is associated with a generalized Lie derivative via

$$e^{t(q(z)+g(z)\partial_z)} \; e^{xz} |_{z=0} = A(t) e^{xf^{(-1)}(t)}$$

with $q(z) = \partial_t \ln(A(t)) \;|_{t=f(z)}$ and $g(z) = 1/f'(z)$.

I have an extensive set of posts at my web blog and links to numerous OEIS entries and MO-Q&As and MSE-Q&As related to this topic. All the symmetric polynomials/functions--complete, elementary, power, Faber--are related to Sheffer Appell sequences with their related ladder ops. The Faa di Bruno/Bell and cycle index polynomials of the symmetric groups, a.k.a the refined Stirling partition polynomials of the second and first kinds, and other compositional partition polynomials are all Appell Sheffer sequences in a distinguished indeterminate. The closely related sets of Lagrange inversion partition polynomials, including the refined Euler characteristic partition polynomials of the associahedra, all have the raising op $g(z)\partial_z$, as shown above--one set, OEIS A134264, is an Appell sequence and is related to free probability, inversion of Laurent series, and characterization of Kac-Schwarz operators related to Heisenberg-Virasoro groups. Multiplicative inversion is intimately bound with the refined Euler characteristic partition polynomials of the permutahedra and the operational (differential/matrix) calculus of Appell Sheffer polynomials. The Bernoulli Appell polynomials are of course related to the BCHD theorem, exponential mappings of the Lie commutator, topology, Todd operator and class of Hirzebruch, the Hurwitz zeta function, and more. Formal group laws (and generalized local Lie groups) are related to the linearization coefficients of products of binomial Sheffer polynomials. The list goes on.

The orthogonal Sheffer sequences such as the associated Laguerre polynomials have a lot of underlying group theory and vector fields associated with them. Vilenkin with "Special Functions and the Theory of Group Representations", Talman, Miller, Gilmore, Feinsilver, and many others have written books on the underlying group theory. (None covers every aspect.)

One group of researchers has also written extensively on this topic. See, e.g., "One-parameter groups and combinatorial physics" by Duchamp, Penson, Solomon, Horzela, and Blasiak (although quite negligent of reffing the OEIS--tribal instincts...sigh...What can you do?) as well as Wolfdieter Lang.

4) (Added Oct. 16, 2022) The raising operator of an Appell Sheffer sequence gives the infinitesimal generator, related to the Riemann zeta function, for Heaviside fractional differ-integral operators. See, e.g., my MO-Q "Riemann zeta function at positive integers and an Appell sequence of polynomials related to fractional calculus" and MO-A to "What's the matrix of logarithm of derivative operator (lnD)? What is the role of this operator in various math fields?".

Tom Copeland
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  • Dear @Tom_Copeland, Fantastic! You provided me with multiple answers to study, understand and pursue further. Thank you for the links! I am especially grateful to learn of you and your blog. "Go forward, faith will follow." – Andrius Kulikauskas Feb 05 '22 at 20:48
  • The raising and lowering operators have immediate resonance for me. I am a lifelong philosopher with a Math PhD (algebraic combinatorics) trying now to show how cognitive frameworks show up in math. This includes a fivefold framework for space and time: "Every cause has had its efffect, yet not every effect has had its cause", and there is a fifth perspective where these two causalities meet or not. I noticed the combinatorics of orthogonal polynomials shows up in Schroedinger's equation but also Wick's theorem in quantum field theory. – Andrius Kulikauskas Feb 05 '22 at 20:55
  • Kim and Zeng's paper can be intepreted as yielding trees that exhibit double causality (links and kinks) because the recurrence relation for the polynomials has two inputs $P_{n-1}$, $P_n$ for one output $P_{n+1}$. Alternatively, there are particle-clocks that count steps $a$ from between two events and steps $b$ going back. There are five kinds of Sheffer polynomials: Meixner (a,b), Charlier (a,0), Laguerre (a,a), Hermite (0,0), Meixner-Pollaczek (a,$\bar{a}$). I think the ladder operators behind the Wick contractions could be expanded to mark time between events, in 5 such zones. – Andrius Kulikauskas Feb 05 '22 at 21:04
  • Some notes on my work-in-progress. https://www.math4wisdom.com/wiki/Exposition/ResearchProgramFivesome – Andrius Kulikauskas Feb 05 '22 at 21:06
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    @AndriusKulikauskas, thks for the compliment. Yes, connections to QFT are wide and deep. I tried to include several refs on apps in numerous fields of math and physics in more OEIS entries than I can shake a stick at. There is one entry with a reference to a paper on a formalism of causality that I'm not familiar with. I'll try to track it down. (The relation of Wick's theorem to perfect matchings and, therefore, the Hermite polynomials and the Gaussian pdf is nicely presented by some authors. I also, recently came across a paper (?) with the thm. related to free probability.) – Tom Copeland Feb 05 '22 at 21:42
  • Thank you for replying! I do have a lot to learn and more questions to ask some day. I appreciate any links to the relation between Wick's theorem, Hermite polynomials, Gaussian pdf because I haven't found any. Kim and Zeng have a nice formula for the moments in terms of ascents and descents of permutations which I interpret as expanding the raising and lowering operators. Also, if each particle has a clock, then I imagine Minkowski space comes for free. For me, the weight function is just a wrapper expressing space-time, it seems, probabilistically. – Andrius Kulikauskas Feb 05 '22 at 21:56
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    @AndriusKulikauskas, the article on causal relations I mentioned is "Causal set actions in various dimensions" by Lisa Glaser with link in https://oeis.org/A039683. I'm sitting on three long drafts of notes, so it'll be a couple of weeks before I track down the relevant articles on Wick's thm, but see https://oeis.org/A344678, https://mathoverflow.net/questions/40268/why-is-the-gaussian-so-pervasive-in-mathematics, and my two blog posts "The Heat Equation" and "Cycles and Heat". – Tom Copeland Feb 06 '22 at 01:05
  • Thank you for the links. I look forward to learning from them and also from your blog. Best wishes in your research! Thank you for sharing your knowledge. – Andrius Kulikauskas Feb 06 '22 at 08:15
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    @AndriusKulikauskas, I added some refs in comments to the MO-Q on Wick's theorem https://mathoverflow.net/questions/47350/whats-up-with-wicks-theorem – Tom Copeland Feb 06 '22 at 16:36
  • Oh, good! @TomCopeland Thank you for the references and the link to the post. I will understand better and also know the extent to which I'm working in a new direction. – Andrius Kulikauskas Feb 06 '22 at 20:24
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    See also section XIV: GROUP THEORY AND SPECIAL FUNCTIONS in :Group Theory" by Gilmore (http://www.physics.drexel.edu/~bob/GroupTheory/group.pdf) – Tom Copeland Sep 21 '22 at 03:14
  • Thank you! I appreciate that. The paper is relevant and very readable, both concrete and intuitive. – Andrius Kulikauskas Sep 22 '22 at 17:04
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    Other related refs are "Boson Normal Ordering via Substitutions and Sheffer-type Polynomials" by Blasiak, Horzela, Penson, Duchamp, and Solomon; "Normal ordering problem and the extensions of the Striling grammar" by Ma, Mansour, and Schork; "Combinatorial Models of Creation-Annihilation" by Blasiak and Flajolet; and the book Commutation Relations, Normal Ordering, and Stirling Numbers by Mansour and Schork with an extensive bibliography. – Tom Copeland Nov 01 '22 at 16:47
  • @Tom_Copeland Thank you! This is all very helpful for me. Especially as I am making a video about the connection between Sheffer polynomials and Bell numbers, which are sums of Stirling numbers of the second kind. – Andrius Kulikauskas Nov 02 '22 at 17:35
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    Then you should also pay particular attention to Gian Carlo Rota on the Dobinski formula (see ref at https://en.m.wikipedia.org/wiki/Dobi%C5%84ski%27s_formula). – Tom Copeland Nov 02 '22 at 19:12
  • @Tom_Copeland Yes! That is a lovely formula. I found a link to that paper: https://www.maths.ed.ac.uk/~v1ranick/papers/rota2.pdf – Andrius Kulikauskas Nov 03 '22 at 20:19
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    Btw, the refinement of the Stirling polynomials of the second kind is OEIS A036040, which is the coproduct of the Faa di Bruno Hopf algebra (see the Figueroa et al. paper in the entry and Zeidler in his book QFT I, p. 859 onward ). In some contexts, a more convenient/enlightening basis for composition with the famous associahedra polynomials for the antipode / compositional inverse is the set of refined Lah partition polynomials of A130561. Both of these, of course, are related to Scherk-Graves-Lie infinigins that are umbralizations of infinigins for the coarser polynomials. – Tom Copeland Nov 03 '22 at 20:51
  • @Tom_Copeland Thank you! I appreciate your help very much. I'm intrigued by the connections, including with the associahedra polynomials. – Andrius Kulikauskas Nov 05 '22 at 06:07
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    I mentioned Feinsilver above. Here is a ref: "Lie algebras, Representations, and Analytic Semigroups through Dual Vector Fields" http://chanoir.math.siu.edu/MATH/Merida/PDF/Merida.pdf – Tom Copeland Dec 14 '23 at 22:27
  • @Tom_Copeland Thank you! I am returning to this topic and hope to connect with you! – Andrius Kulikauskas Dec 16 '23 at 21:06