Gamma function

Derived by Daniel Bernoulli, for complex numbers with a positive real part, the gamma function is defined via a convergent improper integral:

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

Other extensions of the factorial function do exist, but the gamma function is the most popular and useful. It is a component in various probability-distribution functions, and as such it is applicable in the fields of probability and statistics, as well as combinatorics.

The gamma function interpolates the factorial function to non-integer values.

The gamma function can be seen as a solution to the following interpolation problem:

A plot of the first few factorials makes clear that such a curve can be drawn, but it would be preferable to have a formula that precisely describes the curve, in which the number of operations does not depend on the size of x. The simple formula for the factorial, x! = 1 × 2 × ⋯ × x, cannot be used directly for fractional values of x since it is only valid when x is a natural number (or positive integer). There are, relatively speaking, no such simple solutions for factorials; no finite combination of sums, products, powers, exponential functions, or logarithms will suffice to express x!; but it is possible to find a general formula for factorials using tools such as integrals and limits from calculus. A good solution to this is the gamma function.[1]

There are infinitely many continuous extensions of the factorial to non-integers: infinitely many curves can be drawn through any set of isolated points. The gamma function is the most useful solution in practice, being analytic (except at the non-positive integers), and it can be defined in several equivalent ways. However, it is not the only analytic function which extends the factorial, as adding to it any analytic function which is zero on the positive integers, such as k sin mπx for an integer m, will give another function with that property.[1]

A more restrictive property than satisfying the above interpolation is to satisfy the recurrence relation defining a translated version of the factorial function,[2][3]

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:

for all positive integers n. This can be seen as an example of proof by induction.

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

A representation of the incomplete gamma function in terms of generalized Laguerre polynomials is

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

The duplication formula is a special case of the multiplication theorem (See,[6] 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:

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

The derivatives of the gamma function are described in terms of the polygamma function. For example:

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:

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),

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,[9]

Binet's first integral formula for the gamma function states that, when the real part of z is positive, then:[10]

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:[11]

which was for a long time attributed to Ernst Kummer, who derived it in 1847.[13][14] However, Iaroslav Blagouchine discovered that Carl Johan Malmsten first derived this series in 1842.[15][16]

where sinc is the normalized sinc function, while the multiplication theorem takes on the form

Including up to the first 20 digits after the decimal point, some particular values of the gamma function are:

The complex-valued gamma function is undefined for non-positive integers, but in these cases the value can be defined in the Riemann sphere as . The reciprocal gamma function is well defined and analytic at these values (and in the entire complex plane):

Because the gamma and factorial functions grow so rapidly for moderately large arguments, many computing environments include a function that returns the natural logarithm of the gamma function (often given the name lgamma or lngamma in programming environments or gammaln in spreadsheets); this grows much more slowly, and for combinatorial calculations allows adding and subtracting logs instead of multiplying and dividing very large values. It is often defined as[17]

The digamma function, which is the derivative of this function, is also commonly seen. In the context of technical and physical applications, e.g. with wave propagation, the functional equation

This can be used to accurately approximate ln(Γ(z)) for z with a smaller Re(z) via (P.E.Böhmer, 1939)

A more accurate approximation can be obtained by using more terms from the asymptotic expansions of ln(Γ(z)) and Γ(z), which are based on Stirling's approximation.

The coefficients of the terms with k > 1 of z1−k in the last expansion are simply

The Bohr–Mollerup theorem states that among all functions extending the factorial functions to the positive real numbers, only the gamma function is log-convex, that is, its natural logarithm is convex on the positive real axis. Another characterisation is given by the Wielandt theorem.

In a certain sense, the ln(Γ) function is the more natural form; it makes some intrinsic attributes of the function clearer. A striking example is the Taylor series of ln(Γ) around 1:

or, setting z = 1 to obtain an integral for γ, we can replace the γ term with its integral and incorporate that into the above formula, to get:

see.[18] This formula is sometimes used for numerical computation, since the integrand decreases very quickly.

can be expressed in terms of the Barnes G-function[19][20] (see Barnes G-function for a proof):

Comparison gamma (blue line) with the factorial (blue dots) and Stirling's approximation (red line)

Complex values of the gamma function can be computed numerically with arbitrary precision using Stirling's approximation or the Lanczos approximation.

A fast algorithm for calculation of the Euler gamma function for any algebraic argument (including rational) was constructed by E.A. Karatsuba,[26][27][28]

For arguments that are integer multiples of 1/24, the gamma function can also be evaluated quickly using arithmetic–geometric mean iterations (see particular values of the gamma function and Borwein & Zucker (1992)).

One author describes the gamma function as "Arguably, the most common special function, or the least 'special' of them. The other transcendental functions […] are called 'special' because you could conceivably avoid some of them by staying away from many specialized mathematical topics. On the other hand, the gamma function y = Γ(x) is most difficult to avoid."[29]

The gamma function finds application in such diverse areas as quantum physics, astrophysics and fluid dynamics.[30] The gamma distribution, which is formulated in terms of the gamma function, is used in statistics to model a wide range of processes; for example, the time between occurrences of earthquakes.[31]

The fact that the integration is performed along the entire positive real line might signify that the gamma function describes the cumulation of a time-dependent process that continues indefinitely, or the value might be the total of a distribution in an infinite space.

It is of course frequently useful to take limits of integration other than 0 and to describe the cumulation of a finite process, in which case the ordinary gamma function is no longer a solution; the solution is then called an incomplete gamma function. (The ordinary gamma function, obtained by integrating across the entire positive real line, is sometimes called the complete gamma function for contrast.)

An important category of exponentially decaying functions is that of Gaussian functions

The integrals we have discussed so far involve transcendental functions, but the gamma function also arises from integrals of purely algebraic functions. In particular, the arc lengths of ellipses and of the lemniscate, which are curves defined by algebraic equations, are given by elliptic integrals that in special cases can be evaluated in terms of the gamma function. The gamma function can also be used to calculate "volume" and "area" of n-dimensional hyperspheres.

The gamma function's ability to generalize factorial products immediately leads to applications in many areas of mathematics; in combinatorics, and by extension in areas such as probability theory and the calculation of power series. Many expressions involving products of successive integers can be written as some combination of factorials, the most important example perhaps being that of the binomial coefficient

The example of binomial coefficients motivates why the properties of the gamma function when extended to negative numbers are natural. A binomial coefficient gives the number of ways to choose k elements from a set of n elements; if k > n, there are of course no ways. If k > n, (nk)! is the factorial of a negative integer and hence infinite if we use the gamma function definition of factorials—dividing by infinity gives the expected value of 0.

We can replace the factorial by a gamma function to extend any such formula to the complex numbers. Generally, this works for any product wherein each factor is a rational function of the index variable, by factoring the rational function into linear expressions. If P and Q are monic polynomials of degree m and n with respective roots p1, …, pm and q1, …, qn, we have

If we have a way to calculate the gamma function numerically, it is a breeze to calculate numerical values of such products. The number of gamma functions in the right-hand side depends only on the degree of the polynomials, so it does not matter whether ba equals 5 or 105. By taking the appropriate limits, the equation can also be made to hold even when the left-hand product contains zeros or poles.

By taking limits, certain rational products with infinitely many factors can be evaluated in terms of the gamma function as well. Due to the Weierstrass factorization theorem, analytic functions can be written as infinite products, and these can sometimes be represented as finite products or quotients of the gamma function. We have already seen one striking example: the reflection formula essentially represents the sine function as the product of two gamma functions. Starting from this formula, the exponential function as well as all the trigonometric and hyperbolic functions can be expressed in terms of the gamma function.

More functions yet, including the hypergeometric function and special cases thereof, can be represented by means of complex contour integrals of products and quotients of the gamma function, called Mellin–Barnes integrals.

An elegant and deep application of the gamma function is in the study of the Riemann zeta function. A fundamental property of the Riemann zeta function is its functional equation:

Among other things, this provides an explicit form for the analytic continuation of the zeta function to a meromorphic function in the complex plane and leads to an immediate proof that the zeta function has infinitely many so-called "trivial" zeros on the real line. Borwein et al. call this formula "one of the most beautiful findings in mathematics".[32] Another champion for that title might be

Both formulas were derived by Bernhard Riemann in his seminal 1859 paper "Über die Anzahl der Primzahlen unter einer gegebenen Größe" ("On the Number of Prime Numbers less than a Given Quantity"), one of the milestones in the development of analytic number theory—the branch of mathematics that studies prime numbers using the tools of mathematical analysis. Factorial numbers, considered as discrete objects, are an important concept in classical number theory because they contain many prime factors, but Riemann found a use for their continuous extension that arguably turned out to be even more important.

The gamma function has caught the interest of some of the most prominent mathematicians of all time. Its history, notably documented by Philip J. Davis in an article that won him the 1963 Chauvenet Prize, reflects many of the major developments within mathematics since the 18th century. In the words of Davis, "each generation has found something of interest to say about the gamma function. Perhaps the next generation will also."[1]

The problem of extending the factorial to non-integer arguments was apparently first considered by Daniel Bernoulli and Christian Goldbach in the 1720s, and was solved at the end of the same decade by Leonhard Euler. Euler gave two different definitions: the first was not his integral but an infinite product,

of which he informed Goldbach in a letter dated 13 October 1729. He wrote to Goldbach again on 8 January 1730, to announce his discovery of the integral representation

which is valid for n > 0. By the change of variables t = −ln s, this becomes the familiar Euler integral. Euler published his results in the paper "De progressionibus transcendentibus seu quarum termini generales algebraice dari nequeunt" ("On transcendental progressions, that is, those whose general terms cannot be given algebraically"), submitted to the St. Petersburg Academy on 28 November 1729.[33] Euler further discovered some of the gamma function's important functional properties, including the reflection formula.

James Stirling, a contemporary of Euler, also attempted to find a continuous expression for the factorial and came up with what is now known as Stirling's formula. Although Stirling's formula gives a good estimate of n!, also for non-integers, it does not provide the exact value. Extensions of his formula that correct the error were given by Stirling himself and by Jacques Philippe Marie Binet.

and used this formula to discover new properties of the gamma function. Although Euler was a pioneer in the theory of complex variables, he does not appear to have considered the factorial of a complex number, as instead Gauss first did.[34] Gauss also proved the multiplication theorem of the gamma function and investigated the connection between the gamma function and elliptic integrals.

Karl Weierstrass further established the role of the gamma function in complex analysis, starting from yet another product representation,

where γ is the Euler–Mascheroni constant. Weierstrass originally wrote his product as one for 1/Γ, in which case it is taken over the function's zeros rather than its poles. Inspired by this result, he proved what is known as the Weierstrass factorization theorem—that any entire function can be written as a product over its zeros in the complex plane; a generalization of the fundamental theorem of algebra.

The name gamma function and the symbol Γ were introduced by Adrien-Marie Legendre around 1811; Legendre also rewrote Euler's integral definition in its modern form. Although the symbol is an upper-case Greek gamma, there is no accepted standard for whether the function name should be written "gamma function" or "Gamma function" (some authors simply write "Γ-function"). The alternative "pi function" notation Π(z) = z! due to Gauss is sometimes encountered in older literature, but Legendre's notation is dominant in modern works.

It is somewhat problematic that a large number of definitions have been given for the gamma function. Although they describe the same function, it is not entirely straightforward to prove the equivalence. Stirling never proved that his extended formula corresponds exactly to Euler's gamma function; a proof was first given by Charles Hermite in 1900.[36] Instead of finding a specialized proof for each formula, it would be desirable to have a general method of identifying the gamma function.

One way to prove would be to find a differential equation that characterizes the gamma function. Most special functions in applied mathematics arise as solutions to differential equations, whose solutions are unique. However, the gamma function does not appear to satisfy any simple differential equation. Otto Hölder proved in 1887 that the gamma function at least does not satisfy any algebraic differential equation by showing that a solution to such an equation could not satisfy the gamma function's recurrence formula, making it a transcendentally transcendental function. This result is known as Hölder's theorem.

A definite and generally applicable characterization of the gamma function was not given until 1922. Harald Bohr and Johannes Mollerup then proved what is known as the Bohr–Mollerup theorem: that the gamma function is the unique solution to the factorial recurrence relation that is positive and logarithmically convex for positive z and whose value at 1 is 1 (a function is logarithmically convex if its logarithm is convex). Another characterisation is given by the Wielandt theorem.

The Bohr–Mollerup theorem is useful because it is relatively easy to prove logarithmic convexity for any of the different formulas used to define the gamma function. Taking things further, instead of defining the gamma function by any particular formula, we can choose the conditions of the Bohr–Mollerup theorem as the definition, and then pick any formula we like that satisfies the conditions as a starting point for studying the gamma function. This approach was used by the Bourbaki group.

Borwein & Corless[37] review three centuries of work on the gamma function.

Although the gamma function can be calculated virtually as easily as any mathematically simpler function with a modern computer—even with a programmable pocket calculator—this was of course not always the case. Until the mid-20th century, mathematicians relied on hand-made tables; in the case of the gamma function, notably a table computed by Gauss in 1813 and one computed by Legendre in 1825.[citation needed]

Tables of complex values of the gamma function, as well as hand-drawn graphs, were given in Tables of Higher Functions by Jahnke and Emde [de], first published in Germany in 1909. According to Michael Berry, "the publication in J&E of a three-dimensional graph showing the poles of the gamma function in the complex plane acquired an almost iconic status."[38]

There was in fact little practical need for anything but real values of the gamma function until the 1930s, when applications for the complex gamma function were discovered in theoretical physics. As electronic computers became available for the production of tables in the 1950s, several extensive tables for the complex gamma function were published to meet the demand, including a table accurate to 12 decimal places from the U.S. National Bureau of Standards.[1]

Abramowitz and Stegun became the standard reference for this and many other special functions after its publication in 1964.[citation needed]

Double-precision floating-point implementations of the gamma function and its logarithm are now available in most scientific computing software and special functions libraries, for example TK Solver, Matlab, GNU Octave, and the GNU Scientific Library. The gamma function was also added to the C standard library (math.h). Arbitrary-precision implementations are available in most computer algebra systems, such as Mathematica and Maple. PARI/GP, MPFR and MPFUN contain free arbitrary-precision implementations. A little-known feature of the calculator app included with the Android operating system is that it will accept fractional values as input to the factorial function and return the equivalent gamma function value[citation needed]. The same is true for Windows Calculator.[39]