Understanding the Gamma Function
Understanding the Gamma Function
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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)
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 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]
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 ]
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:
Recognizing that as
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]
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:
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 .
The definition for the gamma function due to Weierstrass is also valid for all
complex numbers except non-positive integers:
Properties [ edit ]
General [ edit ]
other important functional equations for the gamma function are Euler's reflection
formula
which implies
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:
If the real part is an integer or a half-integer, this can be finitely expressed in closed
form:
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:
where H(m) is the mth harmonic number and γ is the Euler–Mascheroni constant.
(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.)
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 ,
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),
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,
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]
For the simple pole , the recurrence formula can be rewritten as:
The numerator at is
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,
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:
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]
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]
The gamma function can also be represented by a sum of two continued fractions:
[30][31]
where .
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]
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 ]
using the normalized sinc function; while the multiplication theorem becomes: