In this volume we will present some applications of special functions in computer science. This largely consists of adaptations of articles that have appeared in the literature . Here they are presented in a format made accessible for the non-expert by providing some context. The material on group representations and Young tableaux is introductory in nature. However, the algebraic approach of Chapter 2 is original to the authors and has not appeared previously . Similarly, the material and approach based on Appell states, so formulated, is presented here for the first time . As in all volumes of this series, this one is suitable for self-study by researchers . It is as well appropriate as a text for a course or advanced seminar . The solutions are tackled with the help of various analytical techniques, such as g- erating functions, and probabilistic methods/insights appear regularly . An interesting feature is that, as has been the case in classical applications to physics, special functions arise- here in complexity analysis. And, as in physics, their appearance indicates an underlying Lie structure. Our primary audience is applied mathematicians and theoretical computer scientists . We are quite sure that pure mathematicians will find this volume interesting and useful as well .

This series presents some tools of applied mathematics in the areas of proba bility theory, operator calculus, representation theory, and special functions used currently, and we expect more and more in the future, for solving problems in math ematics, physics, and, now, computer science. Much of the material is scattered throughout available literature, however, we have nowhere found in accessible form all of this material collected. The presentation of the material is original with the authors. The presentation of probability theory in connection with group represen tations is new, this appears in Volume I. Then the applications to computer science in Volume II are original as well. The approach found in Volume III, which deals in large part with infinite-dimensional representations of Lie algebras/Lie groups, is new as well, being inspired by the desire to find a recursive method for calcu lating group representations. One idea behind this is the possibility of symbolic computation of the matrix elements. In this volume, Representations and Probability Theory, we present an intro duction to Lie algebras and Lie groups emphasizing the connections with operator calculus, which we interpret through representations, principally, the action of the Lie algebras on spaces of polynomials. The main features are the connection with probability theory via moment systems and the connection with the classical ele mentary distributions via representation theory. The various systems of polynomi als that arise are one of the most interesting aspects of this study."

In this volume we will present some applications of special functions in computer science. This largely consists of adaptations of articles that have appeared in the literature . Here they are presented in a format made accessible for the non-expert by providing some context. The material on group representations and Young tableaux is introductory in nature. However, the algebraic approach of Chapter 2 is original to the authors and has not appeared previously . Similarly, the material and approach based on Appell states, so formulated, is presented here for the first time . As in all volumes of this series, this one is suitable for self-study by researchers . It is as well appropriate as a text for a course or advanced seminar . The solutions are tackled with the help of various analytical techniques, such as g- erating functions, and probabilistic methods/insights appear regularly . An interesting feature is that, as has been the case in classical applications to physics, special functions arise- here in complexity analysis. And, as in physics, their appearance indicates an underlying Lie structure. Our primary audience is applied mathematicians and theoretical computer scientists . We are quite sure that pure mathematicians will find this volume interesting and useful as well .

This series presents some tools of applied mathematics in the areas of proba bility theory, operator calculus, representation theory, and special functions used currently, and we expect more and more in the future, for solving problems in math ematics, physics, and, now, computer science. Much of the material is scattered throughout available literature, however, we have nowhere found in accessible form all of this material collected. The presentation of the material is original with the authors. The presentation of probability theory in connection with group represen tations is new, this appears in Volume I. Then the applications to computer science in Volume II are original as well. The approach found in Volume III, which deals in large part with infinite-dimensional representations of Lie algebras/Lie groups, is new as well, being inspired by the desire to find a recursive method for calcu lating group representations. One idea behind this is the possibility of symbolic computation of the matrix elements. In this volume, Representations and Probability Theory, we present an intro duction to Lie algebras and Lie groups emphasizing the connections with operator calculus, which we interpret through representations, principally, the action of the Lie algebras on spaces of polynomials. The main features are the connection with probability theory via moment systems and the connection with the classical ele mentary distributions via representation theory. The various systems of polynomi als that arise are one of the most interesting aspects of this study.

Introduction I. General remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 II. Notations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 III. Lie algebras: some basics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 Chapter 1 Operator calculus and Appell systems I. Boson calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 II. Holomorphic canonical calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 III. Canonical Appell systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 Chapter 2 Representations of Lie groups I. Coordinates on Lie groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 II. Dual representations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29 III. Matrix elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37 IV. Induced representations and homogeneous spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40 General Appell systems Chapter 3 I. Convolution and stochastic processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 II. Stochastic processes on Lie groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46 III. Appell systems on Lie groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49 Chapter 4 Canonical systems in several variables I. Homogeneous spaces and Cartan decompositions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54 II. Induced representation and coherent states . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62 III. Orthogonal polynomials in several variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 Chapter 5 Algebras with discrete spectrum I. Calculus on groups: review of the theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83 II. Finite-difference algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85 III. q-HW algebra and basic hypergeometric functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89 IV. su2 and Krawtchouk polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 V. e2 and Lommel polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101 Chapter 6 Nilpotent and solvable algebras I. Heisenberg algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113 II. Type-H Lie algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118 Vll III. Upper-triangular matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125 IV. Affine and Euclidean algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127 Chapter 7 Hermitian symmetric spaces I. Basic structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131 II. Space of rectangular matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133 III. Space of skew-symmetric matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136 IV. Space of symmetric matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143 Chapter 8 Properties of matrix elements I. Addition formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147 II. Recurrences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148 III. Quotient representations and summation formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149 Chapter 9 Symbolic computations I. Computing the pi-matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153 II. Adjoint group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154 III. Recursive computation of matrix elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .