In mathematics, the gamma function (represented by , capital Greek alphabet letter gamma) is the most common extension of the factorial function to . First studied by Daniel Bernoulli, the gamma function is defined for all complex numbers except non-positive integers, and for every positive integer . The gamma function can be defined via a convergent improper integral for complex numbers with positive real part:
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.
Since the gamma function has no zeros, its reciprocal is an entire function. In fact, the gamma function corresponds to the Mellin transform of the exponential decay:
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
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,
is only valid when
is a positive integer, and no elementary function has this property, but a good solution is the gamma function .
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 . Such a function is known as a pseudogamma function, the most famous being the Hadamard function.
A more restrictive requirement is the functional equation that interpolates the shifted factorial :[ Extract of page 28][ Expression G.2 on page 293]
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, meaning that is Convex function.
Definition
Main definition
The notation
is due to Legendre.
If the real part of the complex number
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.
)
The value can be calculated as
Integrating by parts, one sees thatRecognizing that as (so long as ) and as ,
Thus we have shown that for any positive integer by induction.
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 , except integers less than or equal to zero. It is this extended version that is commonly referred to as the gamma function.
Alternative definitions
There are many equivalent definitions.
Euler's definition as an infinite product
For a fixed integer , as the integer
increases, we have that
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, in order to define the Gamma function for non-integers, let us assume that this equation continues to hold when is replaced by an arbitrary complex number :
Multiplying both sides by gives
This infinite product, which is due to Euler, 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 then 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 .
Weierstrass's definition
The definition for the gamma function due to
Karl Weierstrass is also valid for all complex numbers
except non-positive integers:
where
is the Euler–Mascheroni constant.
This is the Hadamard product of
in a rewritten form.
Equivalence of the integral definition and Weierstrass definition
By the integral definition, the relation and Hadamard factorization theorem,
where for some integer . Since for , we have and
Properties
General
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
Proof 1
With Euler's infinite product
compute
where the last equality is a known result. A similar derivation begins with Weierstrass's definition.
Proof 2
First prove that
Consider the positively oriented rectangular contour with vertices at , , and where . Then by the residue theorem,
Let
and let be the analogous integral over the top side of the rectangle. Then as and . If denotes the right vertical side of the rectangle, then
for some constant and since , the integral tends to as . Analogously, the integral over the left vertical side of the rectangle tends to as . Therefore
from which
Then
and
Proving the reflection formula for all proves it for all by analytic continuation.
The beta function can be represented as
Setting yields
After the substitution :
The function is even, hence
Now
Then
This implies
Since
the Legendre duplication formula follows:
The duplication formula is a special case of the multiplication theorem (see Eq. 5.5.6):
A simple but useful property, which can be seen from the limit definition, is:
In particular, with , this product is
If the real part is an integer or a half-integer, this can be finitely expressed in closed form:
First, consider the reflection formula applied to .
Applying the recurrence relation to the second term:
which with simple rearrangement gives
Second, consider the reflection formula applied to .
Formulas for other values of for which the real part is integer or half-integer quickly follow by induction using the recurrence relation in the positive and negative directions.
Perhaps the best-known value of the gamma function at a non-integer argument is
which can be found by setting in the reflection formula, 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 . 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, : For a positive integer the derivative of the gamma function can be calculated as follows:
where is the th harmonic number and 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 .)
Using the identitywhere is the Riemann zeta function, and is the th Bell polynomials, we have in particular the Laurent series expansion of the gamma function
Inequalities
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 , 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 and any ,
Stirling's formula
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 in the limit .
This growth is faster than exponential, , for any fixed value of .
Another useful limit for asymptotic approximations for is:
When writing the error term as an infinite product, Stirling's formula can be used to define the gamma function:
Extension to negative, non-integer values
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
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
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,
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
at the non-positive integers.
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 , isand the denominatorSo the residues of the gamma function at those points are:The gamma function is non-zero everywhere along the real line, although it comes arbitrarily close to zero as . There is in fact no complex number for which , and hence the reciprocal gamma function is an entire function, with zeros at .
Minima and maxima
On the real line, the gamma function has a local minimum at
where it attains the value .
The gamma function rises to either side of this minimum. The solution to is and the common value is . The positive solution to is , the
golden ratio, and the common value is .
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. The values at the local extrema of the gamma function along the real axis between the non-positive integers are:
- ,
- ,
- ,
- ,
- , etc.
Integral representations
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
is positive,
and
[Whittaker and Watson, 12.2 example 1.]
where the three integrals respectively follow from the substitutions ,
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 is positive, then:[Whittaker and Watson, 12.31.]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 is positive, then:[Whittaker and Watson, 12.32.]
Let be a Hankel contour, meaning a path that begins and ends at the point on the Riemann sphere, whose unit tangent vector converges to at the start of the path and to at the end, which has winding number 1 around , and which does not cross . Fix a branch of by taking a branch cut along and by taking to be real when is on the negative real axis. If is not an integer, then Hankel's formula for the gamma function is:[Whittaker and Watson, 12.22.]where is interpreted as . The reflection formula leads to the closely related expressionwhich is valid whenever .
Continued fraction representation
The gamma function can also be represented by a sum of two continued fractions:
where .
Fourier series expansion
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.
However, Iaroslav Blagouchine discovered that Carl Johan Malmsten first derived this series in 1842.
Raabe's formula
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
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:
The shifted reciprocal gamma function is sometimes denoted }, an entire function.
The volume of an -ellipsoid with radii can be expressed as
Relation to other functions
-
In the first integral defining the gamma function, the limits of integration are fixed. The upper incomplete gamma function is obtained by allowing the lower limit of integration to vary:There is a similar lower incomplete gamma function.
-
The gamma function is related to Euler's beta function by the formula
-
The logarithmic derivative of the gamma function is called the digamma function; higher derivatives are the polygamma functions.
-
The analog of the gamma function over a finite field or a finite ring is the , a type of exponential sum.
-
The reciprocal gamma function is an entire function and has been studied as a specific topic.
-
The gamma function also shows up in an important relation with the Riemann zeta function, . It also appears in the following formula: which is valid only for . The logarithm of the gamma function satisfies the following formula due to Lerch: where is the Hurwitz zeta function, is the Riemann zeta function and the prime () denotes differentiation in the first variable.
-
The gamma function is related to the stretched exponential function. For instance, the moments of that function are
Particular values
Including up to the first 20 digits after the decimal point, some particular values of the gamma function are:
(These numbers can be found in the OEIS.
The values presented here are truncated rather than rounded.) 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 function):
Log-gamma function
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 logarithmic values instead of multiplying and dividing very large values. It is often defined as
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
is often used since it allows one to determine function values in one strip of width 1 in from the neighbouring strip. In particular, starting with a good approximation for a with large real part one may go step by step down to the desired . Following an indication of Carl Friedrich Gauss, Rocktaeschel (1922) proposed for an approximation for large :
This can be used to accurately approximate for with a smaller via (P.E.Böhmer, 1939)
A more accurate approximation can be obtained by using more terms from the asymptotic expansions of and , which are based on Stirling's approximation.
- as at constant . (See sequences and in the OEIS.)
In a more "natural" presentation,
- as at constant . (See sequences and in the OEIS.)
The coefficients of the terms with of in the last expansion are simplywhere the are the Bernoulli numbers.
The gamma function also has Stirling Series (derived by Charles Hermite in 1900) equal to
Properties
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 function on the positive real axis. Another characterisation is given by the
Wielandt theorem.
The gamma function is the unique function that simultaneously satisfies
-
,
-
for all complex numbers except the non-positive integers, and,
-
for integer , for all complex numbers .
In a certain sense, the log-gamma function is the more natural form; it makes some intrinsic attributes of the function clearer. A striking example is the Taylor series of around 1:
with denoting the Riemann zeta function at .
So, using the following property:
an integral representation for the log-gamma function is:
or, setting to obtain an integral for , we can replace the term with its integral and incorporate that into the above formula, to get:
There also exist special formulas for the logarithm of the gamma function for rational .
For instance, if and are integers with