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I'm referring to regular expressions as language: \begin{equation*} \Sigma = \{ ``a", ``b", ``(", ``)", ``*", ... \} \end{equation*} and \begin{equation*} L = \Sigma^* \text{, which form a legal regular expression} \end{equation*} I am not referring to their computational power. I did some research, but wasn't able to find anything relevant. Intuitively, I would imagine they're context-free, but am not sure how to attempt a proof.

I am trying to use this as a lemma, so a reference, or recommendation for how to attempt a proof would be extremely helpful.

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Are we talking regular expressions as in only union, concatenation and star?

Consider the following grammar:

$R -> a | b | c$

$R -> R+R$

$R -> RR$

$R -> R^*$

$R -> (R)$

This captures all regular expressions. So if we're only talking in the Chomsky hierarchy, then it's clearly context free. If you allow parentheses, it's not regular, since well-nested parentheses are known to not be regular. If you want a proof, do a homomorphism from the language of REs to the language of well-nested parentheses.

I don't know where they fit in terms of more detailed classification (i.e. $LL(1)$, $LR(0)$ etc.).

You could probably find something about this if you searched for "parsing regular expressions."

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    $\begingroup$ Yup, I'm only talking about regular expressions in the very formal sense (with union, concatenation and star). Very helpful answer, thank you very much! $\endgroup$ – Steve Peters Oct 15 '13 at 19:56

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