About the Gamma Function

Notes for Honors Calculus II,

Originally Prepared in Spring 1995

1 Basic Facts about the Gamma Function

The Gamma function is defined by the improper integral
Z
dt
tx et
(x) =
.
t
0
The integral is absolutely convergent for x 1 since
tx1 et et/2 ,

t1

R
and 0 et/2 dt is convergent. The preceding inequality is valid, in fact, for all x. But for x < 1
the integrand becomes infinitely large as t approaches 0 through positive values. Nonetheless,
the limit
Z
1

tx1 et dt

limr0+
r

exists for x > 0 since

tx1 et tx1
for t > 0, and, therefore, the limiting value of the preceding integral is no larger than that of
Z 1
1
.
limr0+
tx1 dt =
x
r
Hence, (x) is defined by the first formula above for all values x > 0.
If one integrates by parts the integral
Z
(x + 1) =

tx et dt ,

writing
Z

udv = u()v() u(0)v(0)

0

vdu ,
0

with dv = et dt and u = tx , one obtains the functional equation

(x + 1) = x(x) , x > 0 .

R
Obviously, (1) = 0 et dt = 1, and, therefore, (2) = 1 (1) = 1, (3) = 2 (2) = 2!,
(4) = 3(3) = 3!, . . . , and, finally,
(n + 1) = n!

for each integer n > 0.

Thus, the gamma function provides a way of giving a meaning to the factorial of any positive
real number.
Another reason for interest in the gamma function is its relation to integrals that arise in the
study of probability. The graph of the function defined by
(x) = ex

is the famous bell-shaped curve of probability theory. It can be shown that the anti-derivatives
of are not expressible in terms of elementary functions. On the other hand,
Z x
(t)dt
(x) =

is, by the fundamental theorem of calculus, an anti-derivative of , and information about its
values is useful. One finds that
Z
2
() =
et dt = (1/2)

by observing that
Z

et dt = 2

et dt ,

0
1/2

and that upon making the substitution t = u

in the latter integral, one obtains (1/2).

To have some idea of the size of (1/2), it will be useful to consider the qualitative nature of
the graph of (x). For that one wants to know the derivative of .
By definition (x) is an integral (a definite integral with respect to the dummy variable t) of a
function of x and t. Intuition suggests that one ought to be able to find the derivative of (x)
by taking the integral (with respect to t) of the derivative with respect to x of the integrand.
Unfortunately, there are examples where this fails to be correct; on the other hand, it is correct
in most situations where one is inclined to do it. The methods required to justify differentiation
under the integral sign will be regarded as slightly beyond the scope of this course. A similar
stance will be adopted also for differentiation of the sum of a convergent infinite series.
Since

one finds

d x
t = tx (log t) ,
dx
d
(x) =
dx

d2
(x) =
dx2

tx (log t)et

dt
,
t

and, differentiating again,

tx (log t)2 et

dt
.
t

One observes that in the integrals for both and the second derivative 00 the integrand is
always positive. Consequently, one has (x) > 0 and 00 (x) > 0 for all x > 0. This means that
the derivative 0 of is a strictly increasing function; one would like to know where it becomes
positive.
2

If one differentiates the functional equation

(x + 1) = x(x) , x > 0 ,
one finds
(x + 1) =
where
(x) =

1
+ (x) , x > 0 ,
x

d
0 (x)
log (x) =
,
dx
(x)

and, consequently,
n
X
1
.
(n + 1) = (1) +
k
k=0

Since the harmonic series diverges, its partial sum in the foregoing line approaches as x .
Inasmuch as 0 (x) = (x)(x), it is clear that 0 approaches as x since 0 is steadily
increasing and its integer values (n 1)!(n) approach . Because 2 = (3) > 1 = (2), it
follows that 0 cannot be negative everywhere in the interval 2 x 3, and, therefore, since 0
is increasing, 0 must be always positive for x 3. As a result, must be increasing for x 3,
and, since (n + 1) = n!, one sees that (x) approaches as x .
It is also the case that (x) approaches as x 0. To see the convergence one observes that
the integral from 0 to defining (x) is greater than the integral from 0 to 1 of the same
integrand. Since et 1/e for 0 t 1, one has
 x t = 1
Z 1
t
1
(x) >
(1/e)tx1 dt = (1/e)
=
.
x
ex
0
t=0
It then follows from the mean value theorem combined with the fact that 0 always increases
that 0 (x) approaches as x 0.
Hence, there is a unique number c > 0 for which 0 (c) = 0, and decreases steadily from
to the minimum value (c) as x varies from 0 to c and then increases to as x varies from
c to . Since (1) = 1 = (2), the number c must lie in the interval from 1 to 2 and the
minimum value (c) must be less than 1.

Y 3

00

2
X

Figure 1: Graph of the Gamma Function

Thus, the graph of (see Figure 1) is concave upward and lies entirely in the first quadrant of
the plane. It has the y-axis as a vertical asymptote. It falls steadily for 0 < x < c to a postive
minimum value (c) < 1. For x > c the graph rises rapidly.
3

2 Product Formulas
It will be recalled, as one may show using lHopitals Rule, that
n

t
t
.
e
= lim 1
n
n
From the original formula for (x), using an interchange of limits that in a more careful exposition would receive further comment, one has
(x) = lim (x, n) ,
n

where (x, n) is defined by

n

x1

(x, n) =

t
0


n
t
1
dt , n 1 .
n

The substitution in which t is replaced by nt leads to the formula

Z 1
x
(x, n) = n
tx1 (1 t)n dt .
0

This integral for (x, n) is amenable to integration by parts. One finds thereby:
(x, n) =

1
x

n
n1

x+1
(x + 1, n 1) , n 2 .

For the smallest value of n, n = 1 , integration by parts yields:

1
.
x(x + 1)

(x, 1) =
Iterating n 1 times, one obtains:
(x, n) = nx

n!
, n1.
x(x + 1)(x + 2) (x + n)

Thus, one arrives at the formula

(x) = lim nx
n

n!
.
x(x + 1)(x + 2) (x + n)

This last formula is not exactly in the form of an infinite product

Y
k=1

pk = lim

n
Y

pk .

k=1

But a simple trick enables one to maneuver it into such an infinite product. One writes n as
a collapsing product:
n+1
n
3 2
n+1 =

n
n1
2 1
4

or
n+1 =


n 
Y
1
,
1+
k

k=1

and, taking the xth power, one has

(n + 1)x =

n 
Y

1+

k=1

Since
limn

1
k

x
.

nx
= 1,
(n + 1)x

one may replace the factor nx by (n + 1)x in the last expression above for (x) to obtain

x
n
Y
1 + k1
1

,
(x) = limn
x
1 + xk
k=1
or
(x) =

x

1 Y 1 + k1

.
x
1 + xk
k=1

The convergence of this infinite product for (x) when x > 0 is a consequence, through the
various maneuvers performed, of the convergence of the original improper integral defining (x)
for x > 0.
It is now possible to represent log (x) as the sum of an infinite series by taking the logarithm
of the infinite product formula. But first it must be noted that
(1 + t)r
> 0 for t > 0 , r > 0 .
1 + rt
Hence, the logarithm of each term in the preceding infinite product is defined when x > 0.
Taking the logarithm of the infinite product one finds:
log (x) = log x +

uk (x) ,

k=1

where




1
x
uk (x) = x log 1 +
log 1 +
.
k
k

It is, in fact, almost true that this series converges absolutely for all real values of x. The only
problem with non-positive values of x lies in the fact that log(x) is meaningful only for x > 0,
and, therefore, log(1 + x/k) is meaningful only for k > |x|. For fixed x, if one excludes the finite
set of terms uk (x) for which k |x|, then the remaining tail of the series is meaningful and
is absolutely convergent. To see this one applies the ratio comparison test which says that an
infinite series converges absolutely if the ratio of the absolute value of its general term to the
general term of a convergent positive series exists and is finite. For this one may take as the
test series, the series

X
1
.
k2
k=1

Now as k approaches , t = 1/k approaches 0, and so

x log(1 + t) log(1 + xt)
uk (x)
= limt0
2
1/k
t2
x
x

= limt0 1+t 1+xt

2t
x[(1 + xt) (1 + t)]
= limt0
2t(1 + t)(1 + xt)
x(x 1)
=
.
2
P
Hence, the limit of |uk (x)/k 2 | is |x(x 1)/2|, and the series
uk (x) is absolutely convergent
for all real x. The absolute convergence of this series foreshadows the possibility of defining
(x) for all real values of x other than non-positive integers. This may be done, for example,
by using the functional equation
(x + 1) = x(x)
limk

or

1
(x + 1)
x
to define (x) for 1 < x < 0 and from there to 2 < x < 1, etc.
(x) =

Taking the derivative of the series for log (x) term-by-term once again a step that would
receive justification in a more careful treatment and recalling the previous notation (x) for
the derivative of log (x), one obtains
( 
)


1
X
1
1
k

log 1 +
(x) +
=

x
k
1 + xk
k=1

n 
X
k+1
1
= lim
log

n
k
x+k
k=1
)
(
n
X 1
= lim log(n + 1)
n
x+k
k=1
(
)
n
n 
X
1 X 1
1
= lim log(n + 1)
+

n
k
k x+k
k=1
k=1
(
)
n
n
X
X
1
1
= lim log(n + 1)
+x
n
k
k(x + k)
k=1

= + x

X
k=1

k=1

1
,
k(x + k)

where denotes Eulers constant

= lim

n
X
1
log n
k

!
.

k=1

When x = 1 one has

(1) = 1 +

X
k=1

1
,
k(k + 1)

and since

1
1
1
=

,
k(k + 1)
k k+1

this series collapses and, therefore, is easily seen to sum to 1. Hence,

(1) = , (2) = (1) + 1/1 = 1 .
Since 0 (x) = (x)(x), one finds:
0 (1) = ,
and
0 (2) = 1 .

These course notes were prepared while consulting standard references in the subject, which
included those that follow.

References
[1]

R. Courant, Differential and Integral Calculus (2 volumes), English translation by E. J.

McShane, Interscience Publishers, New York, 1961.

[2]

E. T. Whittaker & G. N. Watson, A Course of Modern Analysis, 4th edition, Cambridge

University Press, 1969.

[3]

David Widder, Advanced Calculus, 2nd edition, Prentice Hall, 1961.