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Understanding the Gamma Function

The gamma function, denoted by Γ, is a mathematical function that extends the factorial function to complex numbers, defined for all complex numbers except non-positive integers. It is commonly used in various fields such as probability, statistics, and combinatorics, and can be expressed through multiple definitions, including Euler's integral and infinite product forms. The gamma function is meromorphic, with simple poles at non-positive integers, and has important properties such as logarithmic convexity and connections to Stirling's approximation.

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0% found this document useful (0 votes)
172 views1 page

Understanding the Gamma Function

The gamma function, denoted by Γ, is a mathematical function that extends the factorial function to complex numbers, defined for all complex numbers except non-positive integers. It is commonly used in various fields such as probability, statistics, and combinatorics, and can be expressed through multiple definitions, including Euler's integral and infinite product forms. The gamma function is meromorphic, with simple poles at non-positive integers, and has important properties such as logarithmic convexity and connections to Stirling's approximation.

Uploaded by

241307
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

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(Top) From Wikipedia, the free encyclopedia Text

Motivation
For the gamma function of ordinals, see This article uses technical Small
Definition Veblen function. For the gamma distribution mathematical notation for
Standard
logarithms. All instances of
Main definition in statistics, see Gamma distribution. For log(x) without a subscript base Large
the function used in video and image color should be interpreted as a natural
Alternative definitions
logarithm, also commonly written
representations, see Gamma correction. as ln(x) or loge(x). Width
Euler's definition as an
infinite product In mathematics, the gamma Standard
Weierstrass's function (represented by Γ, Gamma
Wide
definition capital Greek letter gamma) is
Properties the most common extension of Color (beta)

Log-gamma function the factorial function to complex


Automatic
numbers. Derived by Daniel
Approximations
Light
Bernoulli, the gamma function
Practical implementations
is defined for all complex Dark
Applications numbers except non-positive
History integers, and for every positive
See also integer ,

Notes

Further reading The gamma function along part of the real axis
The gamma function can be
External links defined via a convergent General information
improper integral for complex General
definition
numbers with positive real part:
Fields of Calculus, mathematical analysis,
application statistics, physics

The gamma function then is defined in the complex plane as the analytic
continuation of this integral function: it is a meromorphic function which is
holomorphic except at zero and the negative integers, where it has simple poles.

1
The gamma function has no zeros, so the reciprocal gamma function is an
Γ(z)
entire function. In fact, the gamma function corresponds to the Mellin transform of
the negative exponential function:

Other extensions of the factorial function do exist, but the gamma function is the
most popular and useful. It appears as a factor in various probability-distribution
functions and other formulas in the fields of probability, statistics, analytic number
theory, and combinatorics.

Motivation [ edit ]

The gamma function can be seen as a


solution to the interpolation problem of
finding a smooth curve that
connects the points of the factorial
sequence: for all positive
integer values of . The simple formula for
the factorial, x! = 1 × 2 × × x is only
valid when x is a positive integer, and no interpolates the factorial
function to non-integer values.
elementary function has this property, but a
good solution is the gamma function
.[1]

The gamma function is not only smooth but analytic (except at the non-positive
integers), and it can be defined in several explicit ways. However, it is not the only
analytic function that extends the factorial, as one may add any analytic function
that is zero on the positive integers, such as for an integer .[1] Such
a function is known as a pseudogamma function, the most famous being the
Hadamard function.[2]

A more restrictive requirement is the


functional equation which interpolates the
shifted factorial :[3][4]

The gamma function, Γ(z) in blue,


plotted along with Γ(z) + sin(πz) in
green. Notice the intersection at
positive integers. Both are valid
extensions of the factorials to a
meromorphic function on the complex
plane.

But this still does not give a unique solution, since it allows for multiplication by any
periodic function with and , such as
.

One way to resolve the ambiguity is the Bohr–Mollerup theorem, which shows that
is the unique interpolating function for the factorial, defined over the
positive reals, which is logarithmically convex,[5] meaning that is
convex.[6]

Definition [ edit ]

Main definition [ edit ]

The notation is due to Legendre.[1] If the real part of the complex number z is
strictly positive ( ), then the integral

converges absolutely, and is known as the Euler integral of the second kind.
(Euler's integral of the first kind is the beta function.[1]) Using integration by parts,
one sees that:

Absolute value (vertical) and


argument (color) of the gamma
function on the complex plane

Recognizing that as

Then can be calculated as:

Thus we can show that for any positive integer n by induction.


Specifically, the base case is that , and the induction step is that

The identity can be used (or, yielding the same result, analytic
continuation can be used) to uniquely extend the integral formulation for to a
meromorphic function defined for all complex numbers z, except integers less than
or equal to zero.[1] It is this extended version that is commonly referred to as the
gamma function.[1]

Alternative definitions [ edit ]

There are many equivalent definitions.

Euler's definition as an infinite product [ edit ]

For a fixed integer , as the integer increases, we have that[7]

If is not an integer, then this equation is meaningless, since in this section the
factorial of a non-integer has not been defined yet. However, let us assume that this
equation continues to hold when is replaced by an arbitrary complex number ,
in order to define the Gamma function for non integers:

Multiplying both sides by gives

This infinite product, which is due to Euler,[8] converges for all complex numbers
except the non-positive integers, which fail because of a division by zero. In fact,
the above assumption produces a unique definition of as .

Intuitively, this formula indicates that is approximately the result of computing


for some large integer , multiplying by to approximate
, and using the relationship backwards
times to get an approximation for ; and furthermore that this approximation
becomes exact as increases to infinity.

The infinite product for the reciprocal

is an entire function, converging for every complex number z.

Weierstrass's definition [ edit ]

The definition for the gamma function due to Weierstrass is also valid for all
complex numbers except non-positive integers:

where is the Euler–Mascheroni constant.[1] This is the Hadamard


product of in a rewritten form.

Proof of equivalence of the three definitions [show]

Properties [ edit ]

General [ edit ]

Besides the fundamental property discussed above:

other important functional equations for the gamma function are Euler's reflection
formula

which implies

and the Legendre duplication formula

Derivation of Euler's reflection formula [show]

Derivation of the Legendre duplication formula [show]

The duplication formula is a special case of the multiplication theorem (see [9]
Eq. 5.5.6):

A simple but useful property, which can be seen from the limit definition, is:

In particular, with z = a + bi, this product is

If the real part is an integer or a half-integer, this can be finitely expressed in closed
form:

Proof of absolute value formulas for arguments of integer [show]


or half-integer real part

Perhaps the best-known value of the gamma function at a non-integer argument is

which can be found by setting in the reflection or duplication formulas, by


using the relation to the beta function given below with , or simply by
making the substitution in the integral definition of the gamma function,
resulting in a Gaussian integral. In general, for non-negative integer values of we
have:

where the double factorial . See


Particular values of the gamma function for calculated values.

It might be tempting to generalize the result that by looking for a


formula for other individual values where is rational, especially because
according to Gauss's digamma theorem, it is possible to do so for the closely
related digamma function at every rational value. However, these numbers
are not known to be expressible by themselves in terms of elementary functions. It
has been proved that is a transcendental number and algebraically
independent of for any integer and each of the fractions
.[10] In general, when computing values of the gamma function, we must settle for
numerical approximations.

The derivatives of the gamma function are described in terms of the polygamma
function, ψ (0)(z):

For a positive integer m the derivative of the gamma function can be calculated as
follows:

Colors showing the argument


of the gamma function in the
complex plane from −2 − 2i to
6 + 2i

where H(m) is the mth harmonic number and γ is the Euler–Mascheroni constant.

For the th derivative of the gamma function is:

(This can be derived by differentiating the integral form of the gamma function with
respect to , and using the technique of differentiation under the integral sign.)

Using the identity

where is the Riemann zeta function, and is the -th Bell polynomial, we
have in particular the Laurent series expansion of the gamma function [11]

Inequalities [ edit ]

When restricted to the positive real numbers, the gamma function is a strictly
logarithmically convex function. This property may be stated in any of the following
three equivalent ways:

For any two positive real numbers and , and for any ,

For any two positive real numbers and , and >

For any positive real number ,

The last of these statements is, essentially by definition, the same as the statement
that , where is the polygamma function of order 1. To prove the
logarithmic convexity of the gamma function, it therefore suffices to observe that
has a series representation which, for positive real x, consists of only positive
terms.

Logarithmic convexity and Jensen's inequality together imply, for any positive real
numbers and ,

There are also bounds on ratios of gamma functions. The best-known is Gautschi's
inequality, which says that for any positive real number x and any s ∈ (0, 1),

Stirling's formula [ edit ]

Main article: Stirling's approximation

The behavior of for an increasing positive


real variable is given by Stirling's formula

where the symbol means asymptotic


convergence: the ratio of the two sides
converges to 1 in the limit .[1] This
growth is faster than exponential, , for Representation of the gamma
function in the complex plane.
any fixed value of . Each point is colored according
to the argument of . The
Another useful limit for asymptotic contour plot of the modulus
approximations for is: is also displayed.

When writing the error term as an infinite


product, Stirling's formula can be used to define
the gamma function: [12]

3-dimensional plot of the


absolute value of the complex
gamma function

Extension to negative, non-integer values [ edit ]

Although the main definition of the gamma function—the Euler integral of the
second kind—is only valid (on the real axis) for positive arguments, its domain can
be extended with analytic continuation[13] to negative arguments by shifting the
negative argument to positive values by using either the Euler's reflection formula,

or the fundamental property,

when . For example,

Residues [ edit ]

The behavior for non-positive is more intricate. Euler's integral does not converge
for , but the function it defines in the positive complex half-plane has a
unique analytic continuation to the negative half-plane. One way to find that analytic
continuation is to use Euler's integral for positive arguments and extend the domain
to negative numbers by repeated application of the recurrence formula,[1]

choosing such that is positive. The product in the denominator is zero


when equals any of the integers . Thus, the gamma function must
be undefined at those points to avoid division by zero; it is a meromorphic function
with simple poles at the non-positive integers.[1]

For a function of a complex variable , at a simple pole , the residue of is


given by:

For the simple pole , the recurrence formula can be rewritten as:

The numerator at is

and the denominator

So the residues of the gamma function at those points are:[14]

The gamma function is non-zero everywhere along the real line, although it comes
arbitrarily close to zero as z → −∞. There is in fact no complex number for which
, and hence the reciprocal gamma function is an entire function,

with zeros at .[1]

Minima and maxima [ edit ]

On the real line, the gamma function has a local minimum at


zmin ≈ +1.46163 21449 68362 34126[15] where it attains the value
Γ(zmin) ≈ +0.88560 31944 10888 70027.[16] The gamma function rises to either
side of this minimum. The solution to Γ(z − 0.5) = Γ(z + 0.5) is z = +1.5 and the
common value is Γ(1) = Γ(2) = +1. The positive solution to Γ(z − 1) = Γ(z + 1) is
z = φ ≈ +1.618, the golden ratio, and the common value is
Γ(φ − 1) = Γ(φ + 1) = φ! ≈ +1.44922 96022 69896 60037.[17]

The gamma function must alternate sign between its poles at the non-positive
integers because the product in the forward recurrence contains an odd number of
negative factors if the number of poles between and is odd, and an even
number if the number of poles is even.[14] The values at the local extrema of the
gamma function along the real axis between the non-positive integers are:

Γ(−0.50408 30082 64455 40925...[18]) = −3.54464 36111 55005 08912...,


Γ(−1.57349 84731 62390 45877...[19]) = 2.30240 72583 39680 13582...,
Γ(−2.61072 08684 44144 65000...[20]) = −0.88813 63584 01241 92009...,
Γ(−3.63529 33664 36901 09783...[21]) = 0.24512 75398 34366 25043...,
Γ(−4.65323 77617 43142 44171...[22]) = −0.05277 96395 87319 40076...,
etc.

Integral representations [ edit ]

There are many formulas, besides the Euler integral of the second kind, that
express the gamma function as an integral. For instance, when the real part of z is
positive,[23]

and[24]

where the three integrals respectively follow from the substitutions ,


[25] [26]
and in Euler's second integral. The last integral in
particular makes clear the connection between the gamma function at half integer
arguments and the Gaussian integral: if we get

Binet's first integral formula for the gamma function states that, when the real part
of z is positive, then:[27]

The integral on the right-hand side may be interpreted as a Laplace transform. That
is,

Binet's second integral formula states that, again when the real part of z is positive,
then:[28]

Let C be a Hankel contour, meaning a path that begins and ends at the point ∞ on
the Riemann sphere, whose unit tangent vector converges to −1 at the start of the
path and to 1 at the end, which has winding number 1 around 0, and which does
not cross [0, ∞). Fix a branch of by taking a branch cut along [0, ∞) and
by taking to be real when t is on the negative real axis. Assume z is not an
integer. Then Hankel's formula for the gamma function is:[29]

where is interpreted as . The reflection formula


leads to the closely related expression

again valid whenever z is not an integer.

Continued fraction representation [ edit ]

The gamma function can also be represented by a sum of two continued fractions:
[30][31]

where .

Fourier series expansion [ edit ]

The logarithm of the gamma function has the following Fourier series expansion for

which was for a long time attributed to Ernst Kummer, who derived it in 1847.[32][33]
However, Iaroslav Blagouchine discovered that Carl Johan Malmsten first derived
this series in 1842.[34][35]

Raabe's formula [ edit ]

In 1840 Joseph Ludwig Raabe proved that

In particular, if then

The latter can be derived taking the logarithm in the above multiplication formula,
which gives an expression for the Riemann sum of the integrand. Taking the limit
for gives the formula.

Pi function [ edit ]

An alternative notation introduced by Gauss is the -function, a shifted version of


the gamma function:

so that for every non-negative integer .

Using the pi function, the reflection formula is:

using the normalized sinc function; while the multiplication theorem becomes:

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