Gamma function - Wikipedia, the free encyclopedia

http://en.wikipedia.org/wiki/Gamma_function

Gamma function
From Wikipedia, the free encyclopedia

In mathematics, the Gamma function (represented by the capitalized Greek letter ) is an extension of the factorial function to real and complex numbers. For a complex number z with positive real part it is defined by

which can be extended to the rest of the complex plane, excepting the non-positive integers. If z is a positive integer, then
The Gamma function along part of the real axis

showing the connection to the factorial function. The Gamma function generalizes the factorial function for non-integer and complex values of n. The Gamma function 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.

Contents
1 Definition 1.1 Main definition 1.2 Alternative definitions 2 Properties 2.1 General 2.2 Pi function 2.3 Relation to other functions 3 Plots 4 Particular values 5 Approximations 6 See also 7 References 8 External links 8.1 Web sites 8.2 Further reading

Definition
Main definition

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The notation (z) is due to Adrien-Marie Legendre. If the real part of the complex number z is positive (Re[z] > 0), then the integral

converges absolutely. Using integration by parts, one can show that . This functional equation generalizes relation n! = n(n-1)! of the factorial function. We can evaluate (1) analytically: . Combining these two relations shows how the factorial function is a special case of the Gamma function:
The extended version of the Gamma function in the complex plane

for all natural numbers n. It is a meromorphic function of x with simple poles at x = n (n = 0, 1, 2, 3, ...) and residues (1)n/n!. [1] It can further be used to extend (z) to a meromorphic function defined for all complex numbers z except z = 0, 1, 2, 3, ... by analytic continuation . It is this extended version that is commonly referred to as the Gamma function.

Alternative definitions
The following infinite product definitions for the Gamma function, due to Euler and Weierstrass respectively, are valid for all complex numbers z which are not negative integers or zero:

The absolute value of the Gamma function on the complex number plane.

where is the Euler-Mascheroni constant. It is straightforward to show that the Euler definition satisfies the functional equation (1) above, as follows. Provided z is not equal to 0, -1, -2, ...

Properties

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

and the duplication formula

The duplication formula is a special case of the multiplication theorem

Perhaps the most well-known value of the Gamma function at a non-integer argument is

which can be found by setting z=1/2 in the reflection or duplication formulas, by using the relation to the Beta function given below with x = y = 1/2, or simply by making the substitution in the integral definition of the Gamma function, resulting in a Gaussian integral. In general, for odd integer values of n we have: (n odd) where n!! denotes the double factorial. The derivatives of the Gamma function are described in terms of the polygamma function. For example:

The Gamma function has a pole of order 1 at z = n for every natural number n; the residue there is given by

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. because:

And with integration by parts:

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Pi function
An alternative notation which was originally introduced by Gauss and which is sometimes used is the Pi function, which in terms of the Gamma function is

so that . Using the Pi function the reflection formula takes on the form

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

We also sometimes find

which is an entire function, defined for every complex number. That (z) is entire entails it has no poles, so (z) has no zeros.

Relation to other functions

In the first integral above, which defines the Gamma function, the limits of integration are fixed. The upper and lower incomplete Gamma functions are the functions obtained by allowing the lower or upper (respectively) limit of integration to vary. The Gamma function is related to the Beta function by the formula

The derivative of the logarithm 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 are the Gaussian sums, 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, (z).

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Gamma function - Wikipedia, the free encyclopedia

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And also in the following elegant formula: Which is only valid for Re(z) > 1.

Plots

Real part of (z)

Imaginary part of (z)

Absolute value of (z)

Real part of log (z)

Imaginary part of log (z)

Absolute value of log (z)

Particular values
Main article: Particular values of the Gamma function

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Approximations
Complex values of the Gamma function can be computed numerically with arbitrary precision using Stirling's approximation or the Lanczos approximation. Applying integration by parts to Euler's integral, the Gamma function can also be written

where, if Re(z) has been reduced to the interval [1, 2], the last integral is smaller than x exp(-x) < 2-N. Thus by choosing an appropriate x, the Gamma function can be evaluated to N bits of precision with the above series. If z is rational, the computation can be performed with binary splitting in time O( (log(N)2 M(N) ) where M(N) is the time needed to multiply two N-bit numbers. 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). 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; this grows much more slowly, and for combinatorial calculations allows adding and subtracting logs instead of multiplying and dividing very large values. The digamma function, which is the derivative of this function, is also commonly seen.

See also
Beta function Bohr-Mollerup theorem Digamma function Elliptic gamma function Factorial Gamma distribution Gauss's constant Incomplete gamma function Multivariate Gamma function Pochhammer k-symbol Polygamma function Stirling's approximation Trigamma function

References
1. ^ George Allen, and Unwin, Ltd., The Universal Encyclopedia of Mathematics. United States of America, New American Library, Simon and Schuster, Inc., 1964. (Forward by James R. Newman) Philip J. Davis, "Leonhard Euler's Integral: A Historical Profile of the Gamma Function," Am. Math. Monthly 66, 849-869 (1959) Eric W. Weisstein, Gamma function at MathWorld. Pascal Sebah and Xavier Gourdon. Introduction to the Gamma Function. In PostScript (http://numbers.computation.free.fr/Constants/Miscellaneous/gammaFunction.ps) and HTML (http://numbers.computation.free.fr/Constants/Miscellaneous/gammaFunction.html) formats. Bruno Haible & Thomas Papanikolaou. Fast multiprecision evaluation of series of rational numbers (http://www.informatik.tu-darmstadt.de/TI/Mitarbeiter/papanik/ps/TI-97-7.dvi) . Technical Report No. TI-7/97, Darmstadt University of Technology, 1997 Julian Havil, Gamma, Exploring Euler's Constant", ISBN 0-691-09983-9 (c) 2003

External links
Web sites
R. A. Askey, R. Roy, DLMF article about the Gamma function (http://dlmf.nist.gov/Contents/GA/) Cephes (http://www.moshier.net/#Cephes) - C and C++ language special functions math library Examples of problems involving the Gamma function can be found at Exampleproblems.com

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(http://www.exampleproblems.com/wiki/index.php?title=Special_Functions) . Gamma function calculator (http://www.danielsoper.com/statcalc/calc30.aspx) Wolfram gamma function evaluator (arbitrary precision) (http://functions.wolfram.com/webMathematica/FunctionEvaluation.jsp?name=Gamma) Gamma (http://functions.wolfram.com/GammaBetaErf/Gamma/) at the Wolfram Functions Site. Computing the Gamma function (http://www.rskey.org/gamma.htm) - various algorithms

Further reading
Milton Abramowitz and Irene A. Stegun, eds. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. New York: Dover, 1972. (See Chapter 6) (http://www.math.sfu.ca/~cbm/aands/page_253.htm) G. Arfken and H. Weber. Mathematical Methods for Physicists. Harcourt/Academic Press, 2000. (See Chapter 10.) Harry Hochstadt. The Functions of Mathematical Physics. New York: Dover, 1986 (See Chapter 3.) W.H. Press, B.P. Flannery, S.A. Teukolsky, and W.T. Vetterling. Numerical Recipes in C. Cambridge, UK: Cambridge University Press, 1988. (See Section 6.1.) Retrieved from "http://en.wikipedia.org/wiki/Gamma_function" Categories: Gamma and related functions | Special hypergeometric functions This page was last modified 03:05, 24 October 2007. All text is available under the terms of the GNU Free Documentation License. (See Copyrights for details.) Wikipedia is a registered trademark of the Wikimedia Foundation, Inc., a U.S. registered 501(c)(3) tax-deductible nonprofit charity.

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