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Contents
1. Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 639
2. The R-Function: Automorphy and Meromorphy . . . . . . . . . . . . . . . . 646
3. The R-Function: A1Es and AskeyWilson Specialization . . . . . . . . . . . 651
4. A Barnes Type Representation for Basic Hypergeometric Functions . . . . . . 656
Appendix A. The Hyperbolic Gamma Function and Related Functions . . . . . . 663
Appendix B. Analyticity Properties . . . . . . . . . . . . . . . . . . . . . . . . . 672
Appendix C. Proof of Theorem A.1 . . . . . . . . . . . . . . . . . . . . . . . . . 681
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 690
1. Introduction
In this paper the first of a series we begin a detailed study of a novel generalization of
the hypergeometric function 2 F1 (a, b, c; w). Recall the latter can be defined for |w| < 1
640 S. N. M. Ruijsenaars
the oldest and most widely known generalization is Heines function 2 1 (a, b, c; q, w).
Indeed, the coefficients
(a; q)n (b; q)n
Cn (a, b, c; q) , |q| < 1, (1.5)
(c; q)n (q; q)n
of its power series clearly converge to the 2 F1 -coefficients Cn (a, b, c) (1.2) as q 1.
One can also define various generalizations in terms of s+1 s with s > 1 by letting
the additional parameters depend on q in suitable ways. But such functions will not
generally satisfy q-contiguous relations and a second order q-difference equation, by
contrast to Heines 2 1 . (We refer to Ref. [1] for detailed information and references
concerning various q-world results mentioned in this paper.)
Next, we recall that the Gauss series (1.1) can be made to break off by suitably
specializing the parameters a, b, c. The largest family of polynomials obtained in this
way (the Jacobi polynomials) still depends on two continuous parameters (in addition
to the continuous variable w). As is well known, Askey and Wilson [2] generalized this
family to a five-parameter family of polynomials defined in terms of 4 3 , viz.,
In recent years other generalizations of the hypergeometric function were also pre-
sented and studied by Grnbaum and Haine [3], and by Nishizawa and Ueno [4].
The main object of study in this paper is a function R(a+ , a , c0 , c1 , c2 , c3 ; v, v).
It yields (in essence) the AskeyWilson polynomials when one of its variables v or
v is suitably discretized, and it may be viewed as a 2 F1 -generalization. However, its
structure is essentially different from the generalizations already mentioned. To lead
up to its definition, we begin by recalling that the hypergeometric differential equation
satisfied by 2 F1 can be transformed to a nonrelativistic Schrdinger equation via suitable
substitutions. Specifically, introducing the wave function
one obtains
1
(Hnr nr )(g/h, g/h; x, p/h) = (p2 + 2 (g + g)2 )nr (g/h, g/h; x, p/h),
2m
(1.9)
(Here and in the sequel, we use c to denote (c0 , c1 , c2 , c3 ).) Hence, one might dispense
1
with the parameter a+ (say) by taking = a+ .
For fixed parameters a+ , a > 0 and (generic) real couplings c0 , . . . , c3 , the function
R is meromorphic in the variables v, v, with poles occurring solely on the imaginary
axis. It generalizes the rhs of (1.8), since one has
where
1
(Hrel rel )( h, g/h; x, p) = ch(p)rel ( h, g/h; x, p), (1.15)
m 2
1
Hrel [V (x)(Ti h 1) + V (x)(Ti h 1) + 2 cos (g0 + g1 + g2 + g3 )],
2m 2
(1.16)
sh(x ig0 ) ch(x ig1 ) sh(x ig2 i/2) ch(x ig3 i/2)
V (x) ,
shx chx sh(x i/2) ch(x i/2)
(1.17)
(T F )(x) F (x ), C. (1.18)
1
Hrel = + Hnr + C + O( 2 ), 0, (1.19)
m 2
so that the second scale parameter with dimension [momentum]1 can be viewed as
1/mc, with c the speed of light. Moreover, (1.12) can be rewritten as a nonrelativistic
limit,
To be sure, the physical picture implied by the above notation and terminology needs
further elaboration to be convincing to a physicist reader. It is however beyond the scope
of this paper to supply the background material concerning relativistic CalogeroMoser
N-particle systems, from which our 2 F1 -generalization originated. The interested reader
is referred to our 1994 lecture notes [5], in which the function R(a+ , a , c; v, v) was
already presented and discussed in relation to the latter integrable systems (introduced
in Ref. [6] at the classical and in Ref. [7] at the quantum level).
From a mathematical viewpoint no physical interpretation is needed, of course.
Rather, a mathematician may be inclined to try and tie in the novel function R (which
has various striking symmetry properties) with the representation theory of suitably con-
structed non-compact quantum groups. The latter viewpoint will not be further discussed
here either. Indeed, we study the function R in its own right, albeit with a slight bias
towards results that are relevant to a quantum-mechanical/Hilbert space context.
By contrast to the previous 2 F1 -generalizations mentioned above, we have not found
any representation for R as an explicit power series. Instead, our definition of R pro-
ceeds in terms of a contour integral that generalizes the Barnes representation for 2 F1
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 643
(cf. e.g. Ref. [8]). For later purposes it is convenient to specify the latter in the factorized
form
Z
2 F1 (f + iu, f iu, d + 1/2; sh v) = SL (v, z)M(d; z)SR (f ; u, z)dz. (1.21)
2
C
so that
Next we require
In view of (1.27), this yields a non-empty open subset of the coupling space R4 . (The
restrictions are imposed for expository convenience; they will be relaxed below.) Now
we set
Z
1
R(a+ , a , c; v, v) = I (a+ , a , c; v, v, z)dz. (1.30)
(a+ a )1/2 C
The integrand I may be viewed as a product of fifteen functions of the form G(a+ , a ; ),
where G is defined by
Z
dy sin 2yz z
G(a+ , a ; z) = exp i , |Im z| < a. (1.31)
0 y 2sha+ y sha y a+ a y
644 S. N. M. Ruijsenaars
This function (referred to as the hyperbolic gamma function) was introduced and
studied in detail in Subsect. III A of Ref. [9]. It is manifestly analytic and zero-free in
the strip |Im z| < a, and obviously has the automorphy properties
where
G(z + y + ib ia) G(z y + ib ia)
F (a+ , a , b; y, z) , a = (a+ + a )/2,
G(y + ib ia) G(y + ib ia)
(1.34)
1 Y
3
G(isj )
K(a+ , a , c; z) . (1.35)
G(z + ia) G(z + isj )
j =1
(Note that K is not symmetric in a+ , a , since s1 and s2 are not, cf. (1.26).)
The restrictions (1.28) ensure that the poles of K in z lie above C. Similarly, the
restrictions (1.29) ensure that the poles of the functions F in z lie below C. Using the
pole sequence symbol explained in Appendix A, we have depicted the state of affairs in
the z-plane in Fig. 1 (taking s3 < s2 < s1 and 0 < v < v). From the G-asymptotics
detailed in Appendix A one easily deduces that the integrand has asymptotics
1 1
I (z) = O(exp[2z( + )]), Re z , (1.36)
a+ a
so that R is well defined. (Specifically, one need only use (A.29), (A.30) and (A.35) to
check this.)
Next, we turn to the connection with the hypergeometric function, written in the
Barnes representation (1.21)(1.24). To this end we specialize (1.30) as
Z
R(, , c; v, u) = SL (, c0 ; v, z)M(, c; z)SR (, c0 ; u, z)dz, (1.37)
C
where
ia is3
ia is2
ia is1
C
0
v i c0 v i c0
v ic0 v ic0
Fig. 1. The contour C vs. the upward and downward pole sequences in the z-plane
The point is now that the two zero step size limits (A.36) and (A.38) entail
With the restrictions (1.28), (1.29) in effect, we have already defined the R-function by
(1.30) and (1.33)(1.35). Before relaxing the restrictions, it is convenient to collect some
symmetry properties that can be read off from the integrand (1.33).
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 647
dj isj , j = 1, 2, 3, 4. (2.14)
We are rewriting the integrand in this way so as to make clear that it is of the form
(B.2) with N = 4. In the case at hand we have, using (1.27),
X
4
(uj vj ) = 4ia. (2.15)
j =1
Hlm,
4
{i(l 1)a+ + i(m 1)a v + ic0 = 0}, l, m N , = +, . (2.19)
j
Similarly, u3 - and u4 -pole collisions with the d-poles occur on hyperplanes Hlm, , given
by (2.18), (2.19) with v v, c c. Let us denote the union of the collision hyperplanes
by Zaux , and introduce the set
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 649
DA D \ Zaux . (2.20)
Note that this set is open and connected, but not simply-connected.
Now some reflection makes it plausible that A can be continued to DA , but whether
or not multi-valuedness occurs is not readily guessed. Moreover, the character of the
singularities (if any) when the collision variety Zaux is approached is far from clear by
inspection. We have studied this circle of problems in the slightly more general setting
of Appendix B. The most important results of the analysis to be found there, as applied
to the case at hand, are contained in the following lemma.
Y Y
4
E(a+ , a ; v ic0 + isj )E(a+ , a ; v i c0 + i sj ), (2.21)
=+, j =1
Proof. The assertions in this lemma easily follow from Theorem B.2, specialized to the
above setting. u
t
however, gives rise to pole and zero varieties that are closely related to the hyperplanes
Hlm,
4 (2.19) and their duals. Indeed, writing the G-functions in terms of E-functions by
using (A.40), one sees that the numerator E-functions amount to the j = 4 E-functions
in (2.21).
The denominator E-functions give rise to new singularities, as compared to the (a
priori) singular locus Zaux of A. As a notational preliminary, we introduce new couplings
dual couplings
hyperplanes
Hlm, {ila+ + ima ia v i = 0},
l, m N , = +, , = 0, 1, 2, 3, (2.25)
650 S. N. M. Ruijsenaars
defined by (1.30) and (1.33)(1.35) with the restrictions (1.28), (1.29) in force, has a
(one-valued) jointly analytic extension to Dren (2.28). Multiplying the latter function by
the E-product
Y
3 Y
E(a+ , a ; v + i )E(a+ , a ; v + i ), (2.33)
=0 =+,
(with , given by (2.23), (2.24)), one obtains a function that has a jointly analytic
extension to D (2.17).
The function R(a+ , a , c; v, v) has a (one-valued) jointly analytic extension to DR
(2.31). It is scale invariant in the sense that (1.11) holds, and it satisfies (2.7)(2.10).
Fixing parameters (a+ , a , c) (RH P 2 C4 ) \ N , it is meromorphic in v and v, with
poles that can be located only at the points
iv = la+ + ma a , l, m N , = 0, 1, 2, 3, (2.34)
i v = la+ + ma a , l, m N , = 0, 1, 2, 3. (2.35)
The pole order at these points is smaller than or equal to the zero order of the E-function
product (2.33).
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 651
Proof. The assertions concerning Rren follow from Lemma 2.1 and the salient properties
of the G-product (2.22), as already explained above. The first assertion about R is then
an obvious corollary. The automorphy properties were already verified, subject to the
restrictions (1.28), (1.29); evidently, they continue to DR . Finally, the pole locations
(2.34), (2.35) encode the zero locus Z (2.27) of the E-product (2.33). Hence the last
assertion readily follows. u t
Proof. The analyticity properties of the coefficient functions are clear by inspection.
Combining them with the analyticity properties of Rren established in Theorem 2.2, we
deduce that we need only prove the assertions for parameters a , c0 , c0 > 0, sj = sj
(a, a), j = 1, 2, 3. Moreover, in view of the symmetry properties (2.7)(2.9), we need
only show that A+ (c; v) has eigenvalue 2c+ (2v) on R(a+ , a , c; v, v) for v, v RH P .
Now with the latter restrictions on the parameters and variables in effect, the upward
z-pole sequences in the integrand I (1.33) belong to i[0, ) and the downward ones to
the right and left half planes. Thus R is given by the contour integral (1.30) whenever
the downward sequences lie in the lower half plane, too.
More generally, we may work with (1.30), provided we deform C in obvious ways
so that the downward sequences stay below it. Moreover, we may shift the infinite tails
652 S. N. M. Ruijsenaars
of the contour over i iR as the need arises. (Indeed, the exponential decay (1.36) is
uniform for Im z varying over R-compacts, cf. Theorem A.1.) Denoting the deformed
contours once again by C, we deduce that a suitable choice of C ensures that shifts of the
variables v and v in R over ia amount to shifting v and v in the integrand I (1.33) of
the R-representation (1.30).
We are now prepared to consider the salient features of the integrand in regard to
shifts of the variables v, v and z over ia . Since it consists of a product of G-functions,
these features can be derived from the G-A1Es,
G(z + ia /2)
= 2c (z), = +, , (3.6)
G(z ia /2)
cf. (A.7), (A.9). As we are going to verify the A1E
A+ (c; v)R(c; v, v) = 2c+ (2v)R(c; v, v), (3.7)
with
Z
1
R(c; v, v) = F (c0 ; v, z)K(c; z)F (c0 ; v, z)dz, (3.8)
(a+ a )1/2 C
Y
4
5(c; z) 16 c+ (z + isj ). (3.14)
j =1
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 653
functions that do have poles for v = 0, ia+ /2, but it is straightforward to check that the
residues cancel.
We are, therefore, reduced to comparing the residues of (3.12) and (3.19) at the poles
v = z + ic0 ia . By evenness, we need only calculate the residue of (3.19) for the
upper sign pole. It reads
These restrictions can easily be relaxed. However, they are convenient for expository
reasons and guarantee that non-generic singularities are avoided. Indeed, they entail that
R has no poles at the pertinent v-values, cf. (2.35).
By contrast, the v-values i c0 + ina with n N always belong to the singularity
locus Zaux of the auxiliary function A(v, v) (2.11): They amount to the hyperplanes
Hn+1,1,+
4 , n N, cf. (the dual of) (2.19). As such, they encode collisions of u3 -poles
with d4 -poles, cf. (2.13), (2.14).
In order to elaborate on the special character of these v-values, we start from the R-
representation (1.30), with C the contour defined below (1.24), taking at first v, v R.
We denote the contour with the opposite indentation by C + . (Thus, C + runs along the
real axis from to , with an upward indentation at z = 0.) The pole of the integrand
I (1.33) at z = 0 is simple, and using (A.20), (1.34) and (1.35) we obtain the residue
(a+ a )1/2 /2 i. Hence we deduce
Z
1
R(v, v) = 1 + I (v, v, z)dz, v, v R. (3.25)
(a+ a )1/2 C +
Now we may continue v to Im v < c0 without v-dependent poles hitting C + . Thus the
representation (3.25) holds true in this v-region, and in view of the upward indentation we
may as well include an open disc around v = i c0 . Doing so, the factor 1/G(v+i c0 ia)
in I vanishes for v i c0 , and so we conclude
R0 (v) = 1. (3.26)
(Note that the z = 0 residue of the A-integrand I (2.12) is indeed singular for v = i c0 .)
We are now prepared for the following result.
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 655
Theorem 3.2. With the parameters a , c restricted by (3.23), (3.24), the function Rn (v)
(3.22) satisfies
Proof. As we have seen above, the relevant arguments of the R-function belong to its
analyticity domain DR (2.31). Specializing the A1E
C+ (c; i c0 + ina )[Rn1 (v) Rn (v)] + C+ (c; i c0 ina )[Rn+1 (v) Rn (v)]
+2c+ (2ic0 )Rn (v) = 2c+ (2v)Rn (v), n Z. (3.29)
C+ (c; i c0 ) = 0, (3.30)
cf. (3.3), but also R0 = 1, cf. (3.26). Hence the polynomial character of Rn (v) follows
recursively from (3.29). (Note that none of the coefficients C+ (c; i c0 ina ) vanishes
for n N.) u t
In view of the symmetry properties (2.7)(2.10), there are various other ways to obtain
polynomials from the R-function by discretizing v or v. Staying with the polynomials
obtained above, we continue by pointing out that they satisfy the A1E
A+ (c; v)Pn (ch(2v/a+ )) = 2ch(2i(c0 + na )/a+ )Pn (ch(2 v/a+ )), (3.31)
in addition to the three-term recurrence relation (3.29). (Indeed, (3.31) is simply the A1E
(3.7) for the special v-values at issue.) It should also be observed that the A1O A (I c; v)
acts trivially on the polynomials: Since they are ia+ -periodic in v, its eigenvalue is given
by 2c (2ic0 ) for all n N. (The fourth A1O A (I c; v) in Theorem 3.1 does not act
on the polynomials, since it shifts v by ia+ .)
From the coefficients in the recurrence (3.29) and A1E (3.31) it can be read off
that we may continue a+ to all of the lower half plane. In particular, we may switch to
parameters
sin r(v ic0 ) cos r(v ic1 ) sin r(v ic2 ia/2) cos r(v ic3 ia/2)
C(v) ,
sin rv cos rv sin r(v ia/2) cos r(v ia/2)
(3.36)
and the recurrence coefficients read
shr(2c0 + na) chr(c0 + c1 + na) shr(c0 + c2 + (n + 1/2)a)
an
shr(c0 + na) chr(c0 + na) shr(c0 + (n + 1/2)a)
chr(c0 + c3 + (n + 1/2)a)
, (3.37)
chr(c0 + (n + 1/2)a)
bn 2chr(2c0 ) an cn . (3.39)
(We require positivity of r and a more for brevity than for necessity. The results that fol-
low can readily be generalized to the region Re ar > 0.) Thus Gt (r, a; ) is meromorphic
and has no zeros, while Gt has simple poles at
zj k = j /r ia(k + 1/2), j Z, k N. (4.2)
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 657
The series representation (4.4) entails that for z = x R the functions Gt and 1/Gt
have Fourier expansions of the form
X
G1
t (r, a; x) = 1 + cn (ra) exp 2inrx, x R. (4.5)
nN
G1
t (r, a; z) = 1 + O(exp(2rIm z)), Im z , (4.6)
uniformly for Re z R.
In our previous paper Ref. [9] we obtained some further results, and we clarified
the relation to the q-gamma function. But the above information on the trigonometric
G-function (which is quite easily derived) is all we need. Our integral representation
for s+1 s involves one more ingredient, however. This is the renormalized Weierstrass
-function
which we already employed in Ref. [9]. It is an entire, odd and /r-antiperiodic function
that obeys the A1E
s(z + ia/2)
= exp(2irz). (4.8)
s(z ia/2)
Again, these are the only properties we need.
The integrand involves quotients of G-functions, and the function
Clearly, the latter is entire and 2i -antiperiodic in . Also, it is /r-periodic and mero-
morphic in z, with simple poles in the period lattice P = Z/r + iaZ. To be quite
precise, this is the case for not equal to a point in the lattice 2irP; for the latter -
values one infers from the A1E (4.8) that E(, z) is a multiple of exp(2ikrz), k Z.
This A1E also entails that E satisfies
Theorem 4.1. The function A(, , ) extends to a function that is analytic in C2s+2 .
For Re < 0 the function
s
Y
8(, , ) [2is(i/2r)]1 Gt (k ) A(, , ) (4.15)
k=1
satisfies
Proof. Fixing in the domain D0 and Cs , we first prove (4.16) for (2ar, 0).
In the process, we obtain a representation for 8 from which the asserted analytic con-
tinuation property of A can be read off.
We begin by introducing contours
0k = {z = x + ia(k 1/2) | x [/2r, /2r], k N }. (4.17)
Since the integrand in (4.14) is /r-periodic in z, we may shift 0 to 01 , picking up the
residue at the simple pole z = 0. From (4.7) we have
Next, we replace the factor E(, z) in I by e E(, zia) (recall (4.10)), and shift 01
to 02 . Using the G-A1E (4.3), the values of the G-quotients at the simple pole z = ia
are easily calculated, yielding
s+1
Y s
Y
8(, , ) = 1 + e (1 e2irj ar )/(1 e2ar ) (1 e2irk ar )
j =1 k=1
Z
+[2is(i/2r)]1 e E(, z ia)G(, , z)dz. (4.20)
02
j itj , j = 1, 2, 3, (4.30)
Gt (z + y + ib ia/2) Gt (z y + ib ia/2)
F (b; y, z) , (4.35)
Gt (y + ib ia/2) Gt (y + ib ia/2)
Y
4
Gt (itj )
K(c, ; z) E(; z) . (4.36)
Gt (z + itj )
j =1
Since the function (c, ; v, v) is entire in v, the AskeyWilson A1O A(c; v) (3.35) has
a well-defined action on it. Now the restrictions (4.32) ensure that the four downward
pole sequences have a distance larger than a from the real axis. Therefore, the action of
the shifts Tia amounts to taking v v ia in the integral on the rhs of (4.33). We are
now prepared for the following auxiliary result.
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 661
Y
4
5(c; z) 16 exp[2ir(z + ic0 ia/2)] s(z + itj ), (4.44)
j =1
as the analogs of (3.15) and (3.14). Next, we take z z+ia in the integrand of the second
term on the rhs of (4.43). (This is allowed on account of (4.32) and /r-periodicity.) As
the analog of (3.16) we calculate
K(c, ; z + ia/2)/K(c, ; z ia/2) = exp( 2irz + 2r c0 + ar)/5(c; z),
(4.45)
so we deduce
Z
A(c; v)(c, ; v, v) = [2is(i/2r)]1 dz[2c(2z + 2i c0 )I (c, ; v, v, z)
0
F (c0 ; v, z) exp( 2irz + 2r c0 + 2ar)K(c, ; z)F (c0 ; v, z + ia)]. (4.46)
Finally, using (4.40) we obtain
F (c0 ; v, z + ia) = 2 exp(2ir(z + i c0 ))[c(2v) c(2z + 2i c0 )]F (c0 ; v, z). (4.47)
Substituting this in (4.46), we obtain (4.37). u
t
662 S. N. M. Ruijsenaars
We are now prepared to define and study a trigonometric analog of the hyperbolic
function R(c; v, v): It reads
Rt (c; v, v) (c, 2ar; v, v). (4.48)
We also define
Y
4
D(c; v, v) exp(2r c0 ) Gt (itj )
j =1
1
Y
Gt (v + ic0 ia/2)Gt ( v + i c0 ia/2) .
=+,
(4.49)
Q3
Theorem 4.3. The renormalized function j =1 Gt (itj )1 Rt (c; v, v) is entire in
c0 , . . . , c3 , v and v. The function Rt satisfies the self-duality relation
Rt (c; v, v) = Rt (c; v, v), (4.50)
and the A1Es
A(c; v)Rt (c; v, v) = 2 cos(2r v)Rt (c; v, v) + D(c; v, v), (4.51)
We may now replace 0 by [/2r, /2r] and invoke (4.5) to deduce that (4.57) equals
D(c; v, v) (4.49). Hence (4.51) follows.
Clearly, (4.52) follows by combining (4.50) and (4.51), so we proceed by proving
(4.53). The key point is that we have
cf. (4.49). Therefore, we obtain the A1E (3.33) and recurrence (3.34) satisfied by the
polynomials Pn (cos(2rv)) when we specialize (4.51) and (4.52) to v = i c0 + ina with
n N. Hence we need only show
Rt (c; v, i c0 ) = 1 (4.59)
(c, ; v, i c0 ) = 1, (4.60)
Comparing (4.53) and (4.54) to (1.6), the relation between the polynomials
Pn (cos 2rv) and the AskeyWilson polynomials pn (cos v) can be read off: When we
take r = 1/2 in the former and substitute
In a previous paper [9] we presented a new approach to the theory of first order analytic
difference equations. As an application, we introduced generalized gamma functions of
hyperbolic, trigonometric and elliptic type Eulers gamma function 0(z) being of ratio-
nal type. Our trigonometric gamma function is closely related to the q-gamma function,
as detailed in Ref. [9]. We have recently become aware of the fact that our hyperbolic
gamma function is not essentially new either: It is basically equal to Kurokawas double
sine function [12,13]. In turn, the latter is a quotient of double gamma functions a
function introduced and studied in great detail by Barnes almost a century ago [14,15].
We will clarify the latter relations towards the end of this appendix. The main purpose
of this appendix is, however, to summarize and extend the results from Ref. [9] that we
need for a detailed study of our generalized hypergeometric function, which is built from
hyperbolic gamma functions. The pertinent results are mostly new within the context of
the double sine function, too, and indeed the viewpoint on this function coming from
Ref. [9] (and on the entire function E(z) introduced later on) is quite different from that
664 S. N. M. Ruijsenaars
of Barnes and later authors dealing with the double gamma and sine functions [1618,
4].
To begin with, consider the integral
Z
dy sin 2yz z
g(a+ , a ; z), (A.1)
0 y 2sha+ y sha y a+ a y
where we take at first a , a+ (0, ). Defining the strip
S {z C||Im z| < a}, a (a+ + a )/2, (A.2)
it is clear that the integral converges absolutely and uniformly on compact subsets of S.
Therefore, g(a+ , a ; z) is analytic in S. The hyperbolic gamma function is now defined
by
G(a+ , a ; z) exp(ig(a+ , a ; z)). (A.3)
It is obviously analytic and zero-free in S. We proceed by listing further properties that
are important in this paper, referring to Sect. III A of Ref. [9] for complete proofs.
First of all, it is not obvious, but true that G extends to a meromorphic function of z.
It is obvious from (A.1) that G has the features
G(a+ , a ; z) = 1/G(a+ , a ; z), (A.4)
G(a , a+ ; z) = G(a+ , a ; z), (A.5)
G(a+ , a ; z) = G(a+ , a ; z), (0, ). (A.6)
From our viewpoint, the key property of G is that it is the unique minimal solution to
the first order A1E
G(z + ia+ /2)
= 2ch( z/a ) (A.7)
G(z ia+ /2)
that satisfies
G(0) = 1, G(z) > 0, z i(a, a). (A.8)
(The notion of minimal solution is defined in Ref. [9].) In view of the a+ a
symmetry of G, it may equivalently be defined as the unique minimal solution to
G(z + ia /2)
= 2ch( z/a+ ) (A.9)
G(z ia /2)
satisfying (A.8).
It readily follows from (A.1) that for fixed z S the function G(a+ , a ; z) is real-
analytic for a+ , a (0, ). Far stronger analyticity properties, however, can be read
off from a representation of G in terms of an infinite product of 0-functions. In order to
detail these properties, we define the quotient
a /a+ , (A.10)
the cut plane
C { C |
/ (, 0]}, (A.11)
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 665
ia
ia
in the upper and lower half planes. Indeed, g(a+ , a ; ) is clearly analytic in the domain
D C \ (W+ W ). (A.28)
In our study of the generalized hypergeometric function it is now crucial that the
function
where
Theorem A.1. Fix compacts K+ , K RH P and K R, and fix (1/2, 1). Then
there exists a positive C = C(K+ , K , K, ) such that one has
(2 )1/2
lim exp[iz ln(2)]G(1, ; z + i/2) = , (A.36)
0 0(iz + 1/2)
668 S. N. M. Ruijsenaars
W+
ia
0 A
am
ia
Fig. 3. The asymptotics domain A and the zero and pole wedges W+ , W for a+ , a RH P
the limit being uniform on compact subsets of C. (Note that the scale invariance (A.6) of
the G-function can be used to handle the case a+ 6= 1.) The well-known multiplication
formula for the gamma function can be obtained from its generalization
N
Y ia+ ia
G(a+ , a ; Nz) = G(a+ , a ; z + (N + 1 2j ) + (N + 1 2k))
2N 2N
j,k=1
(A.37)
and the limit (A.36). (In fact, the G-function satisfies a multiplication formula that is
more general than (A.37), cf. Eq. (3.25) in Ref. [9].)
A second zero step size limit of the G-function is crucial, too: One has
G(, a; z + ia)
lim = exp(( ) ln(2chz)), , R, (A.38)
a0 G(, a; z + ia)
uniformly on compacts of the cut plane C(/2), with
C(d) C \ i[d, ), d > 0. (A.39)
(Here, ln is chosen real for z real.) Note that this limit is an easy consequence of the A1E
(A.9) for Z; The branch cut occurring for / Z is due to a coalescence of
zeros and poles.
Both limits (A.36) and (A.38) are crucial to appreciate why our function R(a+ , a , c;
v, v) may be viewed as a generalization of the hypergeometric function. We do not need
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 669
any further information on the G-function to study our R-function. But in order to
obtain a clear and detailed view on the analyticity properties of the R-function in its
eight variables, we have occasion to use in addition to G a function E(a+ , a ; z) that
will be introduced and studied next.
The E-function has in particular the following properties:
(i) E is holomorphic in (a+ , a , z) as long as a /a+ stays in the cut plane C (A.11);
(ii) E is related to G by
From these properties it is already obvious that E is non-zero unless (a+ , a , z) belongs
+
to the hyperplanes z = zkl , cf. (A.14); moreover, for a+ , a fixed, the multiplicity of
the zeros of the entire function E(a+ , a ; ) equals that of the zeros of G(a+ , a ; ).
To define E we first introduce
Z
1 dy 1 e2iyz 2iz z2
e(a+ , a ; z) (e2a+ y + e2a y ) .
4 0 y sha+ y sha y a+ a y a+ a
(A.41)
The announced property (i) is now an easy consequence of scale invariance and holo-
morphy of E for (a+ , a , z) RH P RH P C, which we demonstrate next.
Indeed, the latter holomorphy property is readily obtained from the A1E
where
1 a+
K(a+ , a ) ln , (A.47)
2a a
which is obeyed by E(a+ , a ; z) for Im (z + ia+ /2) < Re a. We prove this A1E in a
moment, and explain first why it entails holomorphy of E(a+ , a ; z) in RH P 2 C.
670 S. N. M. Ruijsenaars
(Cf. e.g. Eq. (A37) in Ref. [9] for the 0-representation used here.) Thus the proof of the
property (i) of E(a+ , a ; z) announced above is now complete.
In the course of the proof we have obtained the A1E (A.46). This A1E plays no
further role in this paper, inasmuch as we only need the G-A1Es (A.7) and (A.9). We
add here some further remarks on it, however, and use it to explain the relation of E to
Barnes double gamma function.
Let us point out first that the A1Es (A.7) and (A.9) satisfied by the G-function may
be obtained directly from (A.40), (A.46) and (A.44), by using the functional equation
0(w + 1/2)(w w) = / cos w. (More generally, various properties of the G-
function can be obtained as corollaries of E-function features.) Just as the G-function can
be characterized as the unique minimal solution to the A1E (A.7) (with a+ , a positive)
satisfying (A.8), we may single out the E-function as the unique minimal solution to the
A1E (A.46) satisfying
(The ambiguity in minimal solutions is of the form c exp(2 kz/a+ ) with c C and
k Z, cf. Ref. [9]. The properties (A.50) fix c and k.)
We are now prepared to tie in the E-and G-functions with Barnes double gamma
function and Kurokawas double sine function. The point is that the double gamma
function may be viewed as a minimal solution to the A1E
with k Z. Now both E and E are invariant under a+ a . (Indeed, this property of E
follows from (A.52) and invariance of 02 (w, (a+ , a )) under a+ a , cf. e.g. p. 173
in Ref. [16].) Hence we have k = 0. Using finally E(0) = 1, we obtain
cf. p.181 in Ref. [16]. We would like to point out that this formula can be quickly rederived
by exploiting the above theorem on the Re z asymptotics of g(a+ , a ; z).
Indeed, denoting the rhs of (A.57) by G(a+ , a ; z), we first point out (following
Shintani) that it satisfies the two A1Es (A.7) and (A.9). (This is easily checked.) There-
fore G/G is elliptic in z with periods ia+ , ia . Now an inspection of the zeros and poles
of G reveals that they are simple and coincide with the simple zeros and poles of the
G-function. Hence G/G is a constant, which a priori depends on a+ , a . However, one
need only invoke the g-asymptotics for z (recall Theorem A.1 and G = exp ig),
and verify that the infinite product on the rhs of (A.57) converges to 1 for a RH P
672 S. N. M. Ruijsenaars
and z (which is routine), to deduce that this constant equals 1. Therefore, we have
now proved (A.57).
Since we have studied the G-function from a quite different perspective in Ref. [9], we
can combine (A.57) with our previous results to obtain some remarkable consequences.
In particular, using the explicit value
G(a+ , a ; i(a+ a )/2) = (a+ /a )1/2 , (A.58)
(cf. Eq. (3.68) in Ref. [9]), we obtain an identity that amounts to the transformation
formula for the Dedekind -function. (The latter identity was used by Shintani as an
ingredient of his proof.) Similarly, using G(z)G(z) = 1 (cf. (A.4)), we deduce an-
other (previously known) modular transformation formula. (The connection between
the double gamma function and elliptic functions was already pointed out and studied
in detail by Barnes in his memoir Ref. [15].)
Another bonus of the representation (A.57) is that it gives rise to an improvement on
the bound (A.35) by means of which we obtained it. More precisely, (A.57) is easily seen
to entail that one can take = 1 in (A.35), provided a+ /a does not become positive
as (a+ , a ) varies over K+ K . (Note one may switch a+ and a on the rhs of (A.57)
because of (A.5).)
This sharper bound cannot be directly derived from our proof of Theorem A.1. Indeed,
we use the special case of equal a+ and a in a telescoping argument, and in this special
case (A.35) is false for = 1. (This becomes evident in the course of the proof, cf. the
paragraph in Appendix C containing (C.55).) In this connection it is important to observe
that the rhs of (A.57) has no meaning for Im (a /a+ ) = 0. In particular, it seems quite
unlikely that (A.57) leads to useful consequences for a+ , a (0, ), which is the
critical case for quantum-mechanical applications.
z = dj + ia + zkl , j = 1, . . . , N, k, l N, (B.4)
where
jk
Hlm {(a+ , a , u, d) RH P 2 C2N |ila+ + ima uj + dk = 0}. (B.6)
Thus the union of hyperplanes Z equals the zero locus of the E-function product in
(B.1), cf. Appendix A.
A first restriction on the domain of M is now that Z is excluded from it. (As will be
seen, singularities arise when Z is approached.) But we need an additional restriction to
ensure that the integrand I has exponential decay for z . This requirement can
be readily studied by invoking Theorem A.1.
First, fixing (a+ , a , u, d) in RH P 2 C2N , we note that the set
AI N j =1 (u j + A(a+ , a )) N
j =1 (d j + A(a + , a )) (B.7)
Here, the positive constants C can be chosen uniformly for a varying over compacts
in RH P and u1 , . . . , dN varying over compacts in C. Furthermore, these upper bounds
are best possible, as I satisfies lower bounds with the same characteristics.
To ensure exponential decay for z , then, we must require that (a+ , a , u, d)
belong to the domain
N
X
DP {(a+ , a , u, d) RH P 2 C2N |Im ( (uj dj )/a+ a ) > 0}. (B.10)
j =1
674 S. N. M. Ruijsenaars
The function P will be defined below on the simply-connected domain DP , whereas the
definition domain of M reads
DM DP \ Z, (B.11)
This is a subdomain of DM , since the imaginary part restrictions ensure that the u-poles
(B.3) lie in the lower half plane and the d-poles (B.4) in the upper one. Thus the u-poles
are separated from the d-poles by the contour
C0 (, ). (B.13)
Defining now
Z
M(a+ , a ; u, d) I(a+ , a ; u, d, z)dz, (a+ , a , u, d) D0 , (B.14)
C0
it is not hard to deduce from the above that M is jointly analytic in D0 . Indeed, the
uniform decay bounds (B.8) and (B.9), combined with the analyticity properties of the
G-functions in the integrand, entail that M is jointly continuous and separately analytic,
hence jointly analytic by virtue of Osgoods lemma (cf. Ref. [19]).
As will be made clear below, M has a one-valued jointly analytic extension to DM
(B.11), whereas the function P , defined at first by (B.1) on DM , has a (necessarily one-
valued) jointly analytic extension to DP (B.10). But we will improve considerably on
these existence assertions by making the extensions more or less explicit.
For the extension of P from DM to DP we will do so towards the end of the proof of
Theorem B.2 below. We proceed by defining M on DM . (It will not be obvious from the
definition that M is indeed analytic on DM ; this will also be demonstrated in the course
of the proof.) To this end we fix a RH P and suppress the dependence on a+ , a for
the moment.
To satisfy the decay restriction, we must require that (u, d) C2N obey
N
X
arg( (uj dj )) + (0, ), (B.15)
j =1
cf. (B.10) and (A.23). Now it is important to observe that arbitrary collisions of u-poles
and d-poles are compatible with the restriction (B.15). Indeed, one has
Obviously, whenever K+ (u) > 0, there exists a unique R+ (u) 0 such that at least one
u-pole lies on CR++ (u) , but all u-poles lie below CR+ for R+ > R+ (u).
Next, we modify the contours CR++ , R+ > R+ (u), depending on the (fixed) point
d CN . (For K+ (u) = 0 we modify the contour C0 (B.13) according to the following
prescription.) When no d-poles lie on the contour, we keep it unchanged. Whenever
d-poles lie on the contour, we indent it upwards so that the pertinent poles lie below
it. (Of course, the indentations should be sufficiently small so that they avoid all other
d-poles.)
Proceeding in this way, we obtain a well-defined family CR++ (d), R+ > R+ (u), of
contours. (For K+ (u) = 0 the modified contours are denoted C0+ (d).) Below each such
contour lies a certain number N+ (R+ , d) of d-poles. Denoting the residues of I(u, d, )
at these poles by D1 (u, d), . . . , DN+ (R+ ,d) (u, d), we now define
Z N+ (R+ ,d)
X
M(u, d) I(u, d, z)dz + 2 i Dj (u, d), (B.18)
CR++ (d) j =1
p d1 + ia + zk1 l1 , k1 , l1 N. (B.19)
p ia + zlm , l, m N , (B.20)
Proof. Fixing u0 C(p)N , the factors G(z u0j ) in I(u, d) have no poles at z = p, so
we can find > 0 such that the poles of these factors lie outside the circle |z p| = .
Then analyticity at u = u0 can be read off from the representation
I
1
D(u, d) = I(u, d, z)dz, (B.22)
2i |zp|=
which holds for all u such that the poles of the factors G(z uj ) lie outside |z p| = .
The proof of the last assertion involves more work. Let us first consider the (generic)
case where the factors 1/G(z dj ), j > 1, have neither a pole nor a zero for z = p.
Assuming a+ /a / Q, the pole of 1/G(z d1 ) is simple and gives rise to an I-residue
Y
rk1 l1 G(p u1 ) G(p uj )G(p + dj ), (B.23)
j >1
cf. the paragraph below (A.22). Moreover, the function G(p uj ) has simple poles at
uj = p + ia + zkl , k, l N, that are matched by simple zeros of E(ia + uj d1 ),
cf. (B.19). Therefore, entireness of 5(u, d) (B.21) is clear.
For a+ /a Q, however, the pole at z = p need not be simple, and some of the
poles of G(p uj ) are not simple. Assuming first O(k1 l1 ) = 1, so that z = p is still
a simple pole (cf. Appendix A), we obtain once again the residue (B.23). But now the
factor G(puj ) has a pole of order O(kl) for uj = p+ia +zkl . Since E(ia +uj d1 )
has a zero of order O(k + k1 , l + l1 ) for uj = p + ia + zkl , we can invoke the order
inequality (A.15) to deduce that no poles in uj occur. Hence 5(u, d) is once more entire.
Consider next the case O(k1 l1 ) > 1. Then the factor 1/G(z d1 ) has a Laurent
expansion
OX
(k1 l1 )
G(z + d1 ) = c(i, k1 , l1 )(z p)i + O(1), z p, (B.24)
i=1
and we should develop the remaining factors in a power series up to order (z p)O(k1 l1 )
to obtain the residue D(u, d). Explicitly, this yields
OX
(k1 l1 ) PN
X () l=2 jl
c(i, k1 , l1 )
i1 ! iN !j2 ! jN !
i=1 i ,... ,iN ,j2 ,... ,jN
PN1 PN
l=1 il + l=2 jl =i1
N
Y
G(i1 ) (p u1 ) G(il ) (p ul )G(jl ) (p + dl ). (B.25)
l=2
Now each differentiation increases all pole orders by 1. The pole order of the residue at
uj = p + ia + zkl equals, therefore, O(kl) + O(k1 l1 ) 1. Since E(ia + uj d1 ) has
zero order O(k + k1 , l + l1 ) at uj = p + ia + zkl , the inequality (A.15) entails once again
entireness in uj . Thus we have now proved the last assertion for all d2 , . . . , dN C
such that the factors G(z + dj ), j > 1, have neither a pole nor a zero at z = p.
We are now prepared to consider the most general situation: There may be factors
G(z + dj ), j > 1, that have a pole or a zero at z = p. Assume first that no further
poles occur, whereas at least one of these factors has a zero at z = p. Then the above
reasoning and residue formulas are still valid, the only difference being that the pertinent
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 677
factors vanish. In particular, when O(k1 l1 ) = 1, the residue (B.23) vanishes identically,
whereas (B.25) vanishes when O(k1 l1 ) 1 is smaller than the total zero order coming
from the factors G(z +dj ) for j > 1. (Of course, in these cases I has no pole at z = p,
strictly speaking.) In any case, entireness of 5(u, d) follows, since the zero orders of
the E-functions involving d1 already suffice to cancel any poles.
Next, we assume that additional poles occur for z = p. Eventually relabeling, we
may as well assume that we have
d1 + zk1 l1 = dj + zkj lj , j = 2, . . . , M N, kj , lj N, (B.26)
whereas the remaining factors G(z + dj ), j > M, are regular at z = p. (Again,
whether or not the latter are zero at z = p plays no role for the reasoning and formulas
that follow. The only significant consequence is that when the total zero order is the
total pole order, the residue vanishes and I has no pole at z = p.) When we now develop
the singular factors in a Laurent expansion at z = p as in (B.24), we readily obtain
M
Y O
X (p)
G(z + dj ) = c(i, k1 , l1 , . . . , kM , lM )(z p)i + O(1), z p, (B.27)
j =1 i=1
where
M
X
O(p) O(kj lj ), (B.28)
j =1
and where the coefficients are determined in terms of the coefficients c(i, kj , lj ) with
i = 1, . . . , O(kj lj ).
To obtain the residue D(u, d), therefore, the remaining factors should be expanded
up to order (z p)O(p) . This yields
O (p) PN
X X () l=M+1 jl
c(i, k1 , . . . , lM )
i1 ! iN !jM+1 ! jN !
i=1 i ,... ,iN ,jM+1 ,... ,jN
PN1 PN
l=1 il + l=M+1 jl =i1
M
Y N
Y
G(il ) (p ul ) G(il ) (p ul )G(jl ) (p + dl ). (B.29)
l=1 l=M+1
Thus we see that also in the most general case the residue D(u, d) is a sum of products of
meromorphic functions depending on only one of the variables u1 , . . . , uN . Clearly, the
pole order in the variable uj at uj = p+ia+zkl is less than or equal to O(kl)+O(p)1.
Now using (B.26) we may write
p + ia + zkl = 2ia + dm + zk+km ,l+lm , m = 1, . . . , M. (B.30)
Therefore, the function E(ia + uj dm ) has zero order O(k + km , l + lm ) at uj =
p + ia + zkl for m = 1, . . . , M. For the total zero order we then have, using (A.15),
M
X M
X
O(k + km , l + lm ) (O(kl) + O(km lm ) 1)
m=1 m=1
M[O(kl) 1] + O(p). (B.31)
678 S. N. M. Ruijsenaars
Thus this order is larger than or equal to the maximal pole order O(kl) 1 + O(p) of
the residue (B.29). Hence the function 5(u, d) (B.21) extends to an entire function of
u in the most general case, too. u t
Theorem B.2. The function M defined by (B.18) is jointly analytic in DM (B.11). The
function P defined by (B.1) for (a+ , a , u, d) DM has a jointly analytic extension to
DP (B.10). The functions F = M, P have the following automorphy properties:
instead of (B.18). Here, the notation will be largely clear from context: The pole wedges
dj + W+ intersect the closed lower half plane in K (d) triangles, the contour CR (u)
is defined by taking contours CR in the closed lower half plane as starting point (i.e.,
with Im z 0 on the rhs of (B.17)), one should take R > R (d) in (B.37) so that all
d-poles lie above CR , indentations to avoid u-poles are downwards, and the functions
U1 , . . . , UN (R ,u) denote the residues of I at the u-poles lying above the contour.
To see that the right-hand-sides of (B.18) and (B.37) indeed yield the same number,
one need only deform the contour CR++ (d) to CR (u) in the obvious way. Then all of the
N+ (R+ , u) d-poles in (B.18) and all of the N (R , u) u-poles in (B.37) are passed,
whilst no other d- and u-poles are encountered. Thus the residues Dj in (B.18) are
canceled and the residues Uj in (B.37) appear.
With the alternative definition (B.37) of M at our disposal, we are now going to prove
that M is analytic in each of the variables a+ , a , u1 , . . . , dN . Joint analyticity is then
a consequence of Hartogs theorem (cf. e.g. Theorem 2.2.8 in Ref. [20]).
Our task is, then, to demonstrate that for each of the 2N + 2 variables there exists a
disc around an arbitrary fixed point in DM so that M is analytic in this disc. To avoid
notational confusion, we denote the fixed point by (a+ 0 , a 0 , u0 , d 0 ).
Beginning with u1 , we start from (B.18) with u, d u0 , d 0 and parameters a+ 0 , a0
understood. Now we choose 1 > 0 sufficiently small so that the following properties
hold true for u1 varying over |u1 u01 | 1 :
(i) The points (a+0 , a 0 , u , u0 , . . . , d 0 ) stay in D ;
1 2 N M
(ii) The z-poles u1 ia 0 zkl 0 stay below C + (d 0 ) for all k, l N.
R+
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 679
(Since DM is an open set, (i) can be achieved by letting u1 vary over |u1 u01 | with
> 0 small enough. Then only finitely many points u1 ia 0 zkl 0 can cross the contour
+
CR+ (d 0 ) as u1 varies, so an eventual decrease of ensures that none of them does. Now
take 1 = /2.)
A moments thought suffices to see that M is indeed analytic in u1 as u1 varies over
the disc |u1 u01 | < 1 : The d-poles and contour occurring in (B.18) are constant on
the disc, the contour integral is analytic in u1 due to (i), (ii) and uniform convergence
for z , and each of the residues Dj (u1 , u02 , . . . , u0N ) is analytic in u1 by virtue
of (i). (Indeed, since (a+ 0 , a 0 , u , u0 , . . . , d 0 ) stays away from the hyperplanes H 1k
1 2 N lm
(B.6), we may invoke Lemma B.1.)
Of course, this reasoning can be repeated for u2 , . . . , uN . To prove separate analytic-
ity in d1 , . . . , dN , we take (B.37) as a starting point, and adapt the argument accordingly.
(In particular, Lemma B.1 has an obvious analog for an arbitrary residue U (u, d) at a
u-pole.)
We continue by proving analyticity in a+ , taking (B.18) with u, d u0 , d 0 as a
starting point. Making the dependence on a+ , a explicit, it can be rewritten
Z
M(a+ , a ; u , d ) =
0 0 0 0
I(a+ 0
, a0
; u0 , d 0 , z)dz
CR++ (a+
0 ,a 0 ;d 0 )
N+ (a+ I
0 ,a 0 ;R ,d 0 )
X +
+ I(a+
0
, a
0
; u0 , d 0 , z)dz. (B.38)
j =1 0j (a+
0 ,a 0 ;d 0 )
Here, the contour 0j is a circle around the pertinent d-pole, whose radius j is chosen
sufficiently small so that all other d-poles and all of the u-poles lie outside 0j .
Now we choose + > 0 small enough so that when a+ varies over |a+ a+ 0| ,
+
the following properties hold true:
(i) The points (a+ , a 0 , u0 , d 0 ) stay in D ;
M
(ii) None of the u-poles and d-poles cross the contours CR++ (a+
0 , a 0 ; d 0 ) and 0 (a 0 , a 0 ;
j +
d 0 ), with j = 1, . . . , N+ (a+ 0 , a 0 ; R , d 0 ).
+
(As before, openness of DM ensures one can find > 0 such that for |a+ a+ 0 | all
pertinent points stay in DM . Only finitely many points can then cross the finitely many
fixed contours, so by decreasing one may ensure none does. Now take + = /2.)
When we now replace I(a+ 0 , a 0 ; u0 , d 0 , z) by I(a , a 0 ; u0 , d 0 , z) on the rhs of
+
(B.38), then the integrals are well-defined for a+ varying over the disc |a+ a+ 0|< ,
+
and yield analytic functions in this disc. Thus the rhs yields a function R(a+ 0 , a 0 , u0 , d 0 ;
a+ ) that is defined and analytic in a+ for |a+ a+ 0|< .
+
We claim that the latter function coincides with M(a+ , a 0 ; u0 , d 0 ) as already defined
Assuming next a+ 6 = a+ 0 , the asserted equality is easily verified whenever all of the
latter case one obtains O(j k) distinct points whenever a+ 6 = a+ 0 . Similarly, a pair of
dk0 + zlm
0
, k = 1, . . . , N, l, m N , (B.40)
N+ (R+ ,d 0 ) N
X Y
2i lim Dj (u, d 0 ) E(ia 0 + uj dk0 ), (B.42)
uu0
j =1 j,k=1
with Dj given by the general formula (B.29) up to relabeling and substitutions. Moreover,
Lemma B.1 entails that the function P on DP thus obtained is analytic in u1 , . . . , uN .
The first assertion of the theorem has already been proved, so we may invoke the
automorphy property P (u, d) = P (d, u) for arguments in DM . It entails that the
extended function P on DP is also analytic in d1 , . . . , dN . We continue by proving that
it is analytic in a+ as well.
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 681
To this end we reconsider the local behavior near the above point (a+
0 , a 0 , u0 , d 0 ) in
DP Z. We let a+ vary over a disc
D+ {|a+ a+
0
| + }, + > 0, (B.43)
with + small enough so that:
(1) The points (a+ , a0 , u, d 0 ) stay in D as a varies over D and u over |u u0 |
P + + j j j
j /2, j I= ;
(2) The points (a+ , a0 , u, d 0 ) stay in D as a varies over D and u over |u u0 | =
M + + j j j
j /4, j I= .
(Since DP is open, one can achieve (1) by letting a+ vary over D+ (B.43) with +
sufficiently small. Now (a+ 0 , a 0 , u, d 0 ) stays away from Z as u varies over |u u0 | =
j j j
j /4, j I= , so an eventual shrinking of + ensures (2).)
We are now prepared to examine the function
I
1 |I= | Y duj
P (a+ , a
0
; u, d 0 ), (B.44)
2 i |u j u0 |= /4 (u u0 )
j j j
j I= j
with, as before, uj = u0j for j I6= . Due to (2), it is analytic in a+ for |a+ a+
0|< .
+
Invoking (1), the analyticity in uj already proved, and Cauchys formula, one sees that
it is also equal to P (a+ , a
0 ; u0 , d 0 ). Hence the announced analyticity in a follows.
+
Analyticity in a can be proved analogously. u t
(Here and below, we use tildes whenever the quantities (A.23)(A.25) refer to the fixed
points a+ , a .) Next, we define discs
1 2
N r cos r cos ( , ]. (C.9)
3 3
With and N fixed by (C.6) and (C.9), resp., we are now going to choose d and b such
that for all a D (d) and all z A with I (b) we have
z iNa H S. (C.11)
It is not obvious that such a choice can be made. In order to prove its feasibility,
we begin by observing that (C.10) and (C.11) are implied by the (more convenient)
requirements
1
Nr cos > r cos , (C.12)
2
3
Nr cos < r cos , (C.13)
4
3 4
r cos < r cos . (C.14)
4 5
Indeed, for N = 0 (C.10) is vacuous, while for N > 0 (C.10) follows from (C.12),
cf. the first paragraph of this appendix. Considering next (C.11), we deduce from (C.4)
that it amounts to
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 683
1
+ Nr sin > am , (C.15)
2
4
| Nr cos | < r cos . (C.16)
5
Now (C.16) is clear from (C.12)(C.14), so we are left with (C.15). Since + i A
by assumption, we have > am , so (C.15) is plain for N = 0.
Finally, to prove that (C.15) is implied by (C.12)(C.14) for N > 0, we first note
that (C.9) and (C.8) entail > 0 on I (b). Thus we can use (C.3) to infer that (C.15) is
implied by
1
am + | tan | > am + N r | sin |. (C.17)
2
Now (C.17) is evident for = 0, whereas for 6= 0 it can be rewritten
1
Nr cos > am cos /| sin |. (C.18)
2
Using (C.12), we deduce that we need only verify
which amounts to
On account of the definition (A.31) of am , the rhs is 2, and so (C.20) holds true.
Summarizing, we have shown that (C.10) and (C.11) are implied by (C.12)(C.14).
We continue by restricting d and b so that (C.12)(C.14) hold for all a D (d) and
I (b). First, from (C.6) we deduce
Hence we have
1+d
r cos r cos , (C.23)
1d
so that (C.14) can be satisfied by requiring
3 1+d 4
< . (C.24)
4 1d 5
Next, we use (C.9), (C.7) and (C.8) to obtain
and, likewise,
(b + Nd + 2/3)
Nr cos r cos . (C.26)
(1 d)
Thus we can satisfy (C.12) and (C.13) by requiring
(b + Nd + 1/3)/(1 d) < 1/2, (C.27)
(b + Nd + 2/3)/(1 d) < 3/4. (C.28)
Clearly, we can choose d and b such that the restrictions (C.24), (C.27) and (C.28)
are satisfied. To be specific, let us take
d = 1/36(N + 1), b = 1/18. (C.29)
Then the latter restrictions are easily checked, so we are now in the position to exploit
(C.10) and (C.11).
Indeed, consider the A1E (C.5) satisfied by f (a+ , a , z), choosing = , a
D (d) and z A with I (b), and fixing via (C.6). When we now iterate (C.5) N
times, we obtain
N
X 1
f (z) = f (z iNa ) i ln(1 + exp[2(z i(j )a )/a ]). (C.30)
2
j =1
The crux is that this reduces the argument of f to H S (due to (C.11)), whereas the N
ln-terms are of the form ln(1 + exp[2w/a ]) with w A (due to (C.10)).
To bound the latter function, we use (A.32) to write
Re (w/a ) = am cos /r + R cos( )/r . (C.31)
The second term on the rhs is positive, so we deduce
Re (w/a ) > 1, w A. (C.32)
Clearly, this entails
| exp(2w/a )| < exp(2 ), w A, (C.33)
so we can use the elementary estimate
| ln(1 + x)| < c1 |x|, |x| < exp(2 ), (C.34)
to obtain the desired bound
| ln(1 + exp(2w/a ))| < c1 exp(2Re (w/a ))
< c1 exp(2[|Im w|| sin |/r Re w/am ]). (C.35)
For each of the N logarithmic terms in (C.30) we can now use (C.35) to obtain
a bound of the form Cj (a+ , a , ) exp(2/am ), with Cj continuous on D+ (d)
D (d) I (b), and hence bounded. Thus we obtain
|f (z) f (z iNa )| C(d, b) exp(2 /am ), (C.36)
for all a D (d) and z A with I (b).
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 685
A moments thought now shows that the proof of Theorem A.1 is complete once we
succeed in showing
a2
g(a, a; z) = A(a+ , a , z) (a+ , a ) + D1 (a+ , a , z). (C.38)
a+ a
Here, A is given by (A.30), and and D1 are defined by
a+ a
(a+ , a ) 2 , (C.39)
48 a a+
Z
a2 tet
D1 (a+ , a , z) dt , a = (a+ + a )/2. (C.40)
a+ a z/a sht
with
D2 (z) [cth(z/a) 1 ( z/a)/sh2 ( z/a)], (C.46)
Z
D3 (z) dyJ (y)e2iyz , (C.47)
1 4a 2 y 2
J (y) I (y) . (C.48)
4iy sh2 ay
The point is now that J (y) is O(y) for y 0 and O(y exp(2r|y| cos )) for
y . Therefore, we may take |Im z| < r cos in the integral (C.47). Combining
the above formulas, we obtain
X
3
f (a+ , a , z) = Dj (a+ , a , z), (C.49)
j =1
so we need only show that D1 , D2 and D3 satisfy a bound of the form (C.37), with C
continuous.
In order to prove this, we begin by pointing out that one has
r/ cos am . (C.50)
Indeed, one readily verifies the stronger inequality
r/ cos (r+ / cos + + r / cos )/2, (C.51)
where equality holds iff + = .
Using (C.50), we now obtain
Re (z/a) = (Re z cos + Im z sin )/r
am cos 4
> cos | sin |
2r 5
1 2 1
> = , z H S. (C.52)
2 5 10
Hence we have a 1 H S RH P . Also, setting
w z/a, (C.53)
we deduce
|(1 exp(2w))1 | < (1 exp(/5))1 c2 , w a 1 H S. (C.54)
Using this numerical majorization, the desired bound on D2 (z) (C.46) is readily obtained.
To handle D1 , we need only study
Z
h(w) 2 te2t /(1 e2t )dt, w a 1 H S. (C.55)
w
and change the contour to the ray xei , x s. (The arc from to ei yields zero
contribution.) Then we obtain the integral
Z
ei x exp(4xei )(1 exp(2xei ))1 dx. (C.59)
s
Therefore, the first term in (C.57) gives rise to a term in D1 (a+ , a , z) that is bounded
by the rhs of (C.37) for all < 2. Obviously, this holds true for the third term in (C.57)
as well, provided we take 1. For the second one, however, we must take < 1 so
as to counterbalance the factor linear in w.
It remains to prove (C.37) with f replaced by D3 . To this end we make the key
observation that
Z
4iD3 (z) = exp(2dz) duM(z, d, u), (C.62)
with
e2iuz 1
M(z, d, u) (
u + id sha+ (u + id)sha (u + id)
a2 1
[1 (a+ a )2 (u + id)2 ]), (C.63)
a+ a sh a(u + id)
2 12
for all z H S and d [0, /am ). Indeed, (C.62) is evident for d = 0. To check
independence of d, we should first of all verify that the integrand M is non-singular for
u R and d (0, /am ), and we proceed by doing so.
First, the factor sha(u + id) vanishes iff u + id belongs to i a 1 Z, which amounts
to
Since we have d (0, /am ) and /am cos /r (recall (C.50)), it follows that
sha(u+id) is non-zero. Likewise, since 1/am cos /r , we deduce sha (u+ir) 6 =
0. Therefore, the function (C.63) has no poles on the contour in (C.62).
688 S. N. M. Ruijsenaars
Next, we note
M(z, d, u) = O(u exp[2(|| r cos )|u|]), u . (C.65)
Now for z H S we have 5|| 4r cos , so the integral (C.62) is well defined, and we
may shift contours to deduce independence of d [0, /am ).
Fixing (1/2, 1), we now let
d = /am . (C.66)
Then we obtain the bound (with + i H S)
Z exp( 85 r|u| cos )
|D3 (a+ , a , + i)| < exp(2 /am ) du
(u2 + d 2 )1/2
(|sha+ (u + id)sha (u + id)|1
|a 2 |
+
|a+ a sh2 a(u + id)|
1
(1 + |a+ a |2 (u2 + d 2 ))). (C.67)
12
Next, we split up the integration region R in three subsets: Letting
1
u0 + max(| tan + |, | tan |), (C.68)
2 am
we consider successively u > u0 , u < u0 and u [u0 , u0 ].
For u > u0 we have
|Re (a(u + id))| = r|u cos d sin | r(u0 cos d| sin |)
1
r( cos + | sin | | sin |)
2 am am
1
r cos . (C.69)
2
Likewise, we obtain
1
|Re (a (u + id))| r cos , u > u0 . (C.70)
2
Therefore, the integral over {u > u0 } can be majorized by
Z
du 8
4 exp( ru cos )| exp(2a(u + id))|
1/2 u 5
Y |a 2 |
( [1 exp(r cos )]1 + [1 exp(r cos )]2
|a+ a |
=+,
1 2
(1 + |a+ a |2 (u2 + 2 ))). (C.71)
12 am
Now we have
| exp(2a(u + id))| = exp(2ru cos + 2r sin /am )
< exp(2ru cos ) exp(| sin 2|). (C.72)
Generalized Hypergeometric Function Satisfying Equations of AskeyWilson Type 689
8
2u0 d 1 exp( ru0 cos )(max |sha+ (u + id)sha (u + id)|1
5
|a 2 | 1
+ max |sha(u + id)|2 (1 + |a+ a |2 (u20 + d 2 ))). (C.75)
|a+ a | 12
Now we have already seen that the sh-factors stay away from 0 for d am 1 (1/2, 1)
and u R. But as 1 in (C.66), the distance to at least one of the zeros goes to 0
(cf. the paragraph containing (C.64)). Therefore, (C.75) yields a function C[ ] (a+ , a , )
which is continuous in a+ , a for (1/2, 1), but which diverges as 1.
The upshot is that we obtain the desired bound
where
Acknowledgements. Some of the results of this paper were first reported in our Banff Summer School lecture
notes (1994). We would like to thank the organizers G. Semenoff and L. Vinet for their invitation. We also
outlined the main results in a lecture series at the Workshop on Invariant Differential Operators, Special
Functions and Representation Theory (R.I.M.S., Kyoto, 1997). We are indebted to the Organizing Committee,
in particular to M. Kashiwara and T. Oshima, for inviting us, and to the R.I.M.S. for its hospitality and financial
support. This paper was completed during our stay at the Universidad de Chile in Santiago. We gratefully
acknowledge the financial support of Fundacin Andes, and the fine hospitality and support provided by the
Departamento de Matemticas de la Facultad de Ciencias.We also thank J.F. van Diejen for his invitation and
for useful discussions.
690 S. N. M. Ruijsenaars
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Communicated by T. Miwa