Gamma function explained
Gamma |
General Definition: |
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Fields Of Application: | Calculus, mathematical analysis, statistics, physics |
In mathematics, the gamma function (represented by, the capital letter gamma from the Greek alphabet) is one commonly used extension of the factorial function to complex numbers. The gamma function is defined for all complex numbers except the non-positive integers. For every positive integer,
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.
The gamma function has no zeros, so the reciprocal gamma function is an entire function. In fact, the gamma function corresponds to the Mellin transform of the negative exponential function:
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.
Motivation
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.
[1] A more restrictive requirement is the functional equation which interpolates the shifted factorial
:
[2] [3] 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 over the positive reals which is
logarithmically convex (super-convex),
[4] meaning that
is
convex (where
is the
natural logarithm).
Definition
Main definition
The notation
is due to
Legendre. If the real part of the complex number is strictly positive (
), then the
integralconverges absolutely, and is known as the
Euler integral of the second kind. (Euler's integral of the first kind is the
beta function.) Using
integration by parts, one sees that:
Recognizing that
as
We can calculate
Thus we can show that
for any positive integer by
induction. Specifically, the base case is that
, and the induction step is that
\Gamma(n+1)=n\Gamma(n)=n(n-1)!=n!.
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
[5] If
is not an integer then it is not possible to say whether this equation is true because we have not yet (in this section) defined the factorial function for non-integers. However, we do get a unique extension of the factorial function to the non-integers by insisting that this equation continue to hold when the arbitrary integer
is replaced by an arbitrary complex number
,
Multiplying both sides by
gives
This
infinite product, which is due to Euler,
[6] converges for all complex numbers
except the non-positive integers, which fail because of a division by zero. Intuitively, this formula indicates that
is approximately the result of computing
for some large integer
, multiplying by
to approximate
, and 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 reciprocalis an entire function, converging for every complex number .
Weierstrass's definition
The definition for the gamma function due to Weierstrass is also valid for all complex numbers except the non-positive integers:where
is the
Euler–Mascheroni constant. This is the Hadamard product of
in a rewritten form. The utility of this definition cannot be overstated as it appears in a certain identity involving pi.
Equivalence of the integral definition and Weierstrass definition
By the integral definition, the relation
and
Hadamard factorization theorem,
since