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australasian journalofcombinatorics volume 79 2 2021 pages 250 255 an explicit formula for the inverse of a factorial hankel matrix karen habermann department of statistics university of warwick coventry cv4 ...

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                    AUSTRALASIAN JOURNALOFCOMBINATORICS
                    Volume 79(2) (2021), Pages 250–255
                                   An explicit formula for the inverse
                                         of a factorial Hankel matrix
                                                                                ∗
                                                   Karen Habermann
                                                     Department of Statistics
                                                      University of Warwick
                                                       Coventry, CV4 7AL
                                                         United Kingdom
                                               karen.habermann@warwick.ac.uk
                                                            Abstract
                          We consider the n × n Hankel matrix H whose entries are de“ned by
                          H =1/s         where s =(k Š1)! and prove that H is invertible for all
                            ij       i+j          k
                          n∈Nbyproviding an explicit formula for its inverse matrix.
                    1    Introduction
                    Fix n ∈ N and let H be the n×n matrix given by, for i,j ∈{1,...,n},
                                                       H =          1       .
                                                         ij    (i + j Š 1)!
                    This de“nes a Hankel matrix because the entry Hij depends only on the sum i +j.
                    The factorial Hankel matrix H is used as a test matrix in numerical analysis and
                    features as gallery(‘ipjfact’) in the Matrix Computation Toolbox [5] by Nicholas
                    Higham; also see [4] and [6]. Our interest in studying the matrix H is due to it arising
                    in determining the covariance structure of an iterated Kolmogorov diffusion, that is,
                    a Brownian motion together with a “nite number of its iterated time integrals, see
                    [2, Sec.4.4] and [3, Sec.3].     To “nd an explicit expression for a diffusion bridge
                    associated with an iterated Kolmogorov diffusion, we need to invert its covariance
                    matrix, which particularly requires us to invert the matrix H. It is therefore of
                    interest, both from our point of view and for using H as a test matrix, to show that
                    the matrix H is invertible and to obtain an explicit formula for its inverse. We use
                    general binomial coefficients, which are discussed in more detail in Section 2.
                     ∗ Research supported by the German Research Foundation DFG through the Hausdorff Center
                    for Mathematics.
                                                                                                     c
                    ISSN: 2202-3518                                                                 Theauthor(s)
                                  K. HABERMANN/AUSTRALAS. J. COMBIN. 79(2) (2021), 250–255             251
                   Theorem 1.1 For all n ∈ N, the inverse M of the Hankel matrix H exists and it is
                   given by
                                                                   i−1                        
                                n+i+j+1             nŠ1 n+jŠ1  nŠi+k n+kŠ1
                    M =(Š1)             (i Š 1)!j!                                                      .
                       ij                           i Š1         j              j Š1            k
                                                                         k=0
                   In particular, it immediately follows that all the entries of the inverse matrix M are
                   integer-valued. An unpublished manuscript by Gover [1] already contains an explicit
                   formula for the inverse of the factorial Hankel matrix H. However, our formula differs
                   from the formula derived by Gover, and we employ a different proof technique. While
                   Gover “rst determines expressions for the “rst row and last column of the inverse of
                   H to then use a recursive procedure by Trench, see [9], to compute the remaining
                   entries of the inverse matrix, we prove Theorem 1.1 directly by manipulating general
                   binomial coefficients, and in particular without relying on any recursive procedures.
                   For completeness, we add that the explicit formula [1, (3.17)] leads to
                                              i−1
                                 n−i−j−1       (n+i+jŠkŠ2)!(n+kŠ1)!(i+jŠ2kŠ1),
                   M =n(Š1)
                      ij                                (i + j Š k Š 1)!k!(n+k ŠiŠj +1)!(nŠk)!
                                        k=max(0,i+j−1−n)
                   which, for m = i +j Š1 and with binomial coefficients, Gover rewrites as
                                               i−1                                            
                               n−m              n+mŠkŠ1 n+kŠ1                       mŠ1         mŠ1
                   M =(Š1)         n(mŠ1)!                                                   Š           .
                     ij                                    nŠk         n+kŠm            k        kŠ1
                                          k=max(0,m−n)
                   We review two combinatorial identities in Section 2 which we frequently use in our
                   manipulation of general binomial coefficients, before we give the proof of Theorem 1.1
                   in Section 3. Throughout, we use the convention that N denotes the positive integers
                   and N0 the non-negative integers.
                   2    Combinatorial identities
                   We use the notion of a general binomial coefficient which, for t ∈ R and m ∈ N0,is
                   de“ned as                 m
                                        t   =t+1Ši=t(tŠ1)···(tŠm+1),
                                       m       i=1    i                  m!
                   where it is understood that t =1.Notethatift ∈ N0 and tnŠi+k+1,thatis,ifnŠi+k
						
									
										
									
																
													
					
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