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Rooted-tree series and the inverse of u exp(-u)

Statement

Let T(z)=∑k≥1kk−1zk/k! and U(z)=T(z)−T(z)2/2. These series converge absolutely for ∣z∣<e−1. On that disk they satisfy T=zeT, zT′=T/(1−T), and zU′=T. Consequently U(z)=∑k≥1kk−2zk/k!. For real 0≤z<e−1, T(z) is the unique u∈[0,1) satisfying ue−u=z.

Facts & Assumptions

Given: Formal series are multiplied by coefficient convolution, and the Lagrange–Bürmann formula applies to the unique formal solution of w=zϕ(w) over a field containing Q.

[F1]

Lagrange–Bürmann inversion extracts coefficients of a compositional inverse and of functions of it: if w=zϕ(w) and ϕ(0)≠0, then [zn]H(w)=1n[un−1]H′(u)ϕ(u)n for every n≥1.

[F2]

Formal differentiation is linear and satisfies product, power, quotient, chain, and coefficient-recovery laws: formal differentiation obeys the product rule and the chain rule for admissible compositions with summable differentiated families; composition with a series of zero constant coefficient is locally finite.

[F3]

A formal power series is a unit exactly when its constant coefficient is a unit: a formal power series with nonzero constant coefficient over a field is invertible.

[F5]

Convergent power series differentiate term by term inside their radius: for real coefficients and real arguments, if a power series and its formal derivative series converge absolutely at every smaller radius, the sum differentiates termwise inside the radius.

Proof

1.1givenF1algebra

Apply [F1] with ϕ(u)=eu and H(u)=u. It gives [zk]T=1k[uk−1]eku=kk−1/k!, and the defining equation for the compositional inverse gives T=zeT as a formal identity.

2.1step 1.1F2F3algebra

Differentiate T=zeT formally using [F2]. Since T(0)=0, the series 1−T is a unit by [F3], and rearrangement yields zT′=T/(1−T). Therefore zU′=zT′(1−T)=T, so [zk]U=[zk]T/k=kk−2/k!.

3.1F4F5step 2.1algebra

For ak=kk−1/k!, the ratio is ak+1/ak=(1+1/k)k−1→e by [F4]. The coefficients of U are ak/k, so their ratios have the same limit; the derivative-series ratios are (1+1/k)k→e and (1+1/k)k−1→e, respectively. For every 0<r<e−1, all four series are therefore bounded in their tails on ∣z∣≤r by convergent geometric series. In particular, [F5] gives termwise differentiation for real arguments.

4.1step 1.1step 2.1step 3.1algebra

For either coefficient sequence (ck)=(ak) or (ak/k), fix complex z and real R with ∣z∣<R<e−1. For complex 0<∣h∣<R−∣z∣, the identity ((z+h)k−zk)/h=∑j=0k−1(z+h)k−1−jzj bounds the difference-quotient tail after degree m by ∑k>mk∣ck∣Rk−1, uniformly in h. The derivative-series tail has the same bound, tending to zero by step 3.1. The finite polynomial head differentiates for complex increments, so taking its limit and then letting m→∞ proves complex termwise differentiation. Products may be regrouped absolutely, and the expansion of eT(z) is absolutely dominated by exp⁡(∑k≥1ak∣z∣k). Thus the formal identities in steps 1.1 and 2.1 give T=zeT, (1−T)zT′=T, and zU′=T for the sums. The middle identity rules out T(z)=1, and hence gives zT′=T/(1−T).

5.1step 3.1step 4.1algebra∎

For real 0≤z<e−1, the coefficients of T are nonnegative, so T(z)≥0. If T(z)≥1, continuity and T(0)=0 give z0≤z with T(z0)=1, but step 4.1 implies z0=T(z0)e−T(z0)=e−1, a contradiction. Thus T(z)<1. Since u↦ue−u is strictly increasing on [0,1), step 4.1 identifies T(z) with its unique inverse-branch value.

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