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 Γ, capital Greek letter gamma) is the most common extension of the factorial function to complex numbers. Derived 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.
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 appears as a factor in various probability-distribution functions and other formulas in the fields of probability, statistics, analytic number theory, and 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 for the factorial, defined over the positive reals, which is
logarithmically convex,
[4] meaning that
is
convex.
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
Then can be calculated as:
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 this equation is meaningless, since in this section the factorial of a non-integer has not been defined yet. However, let us assume that this equation continues to hold when
is replaced by an arbitrary complex number
, in order to define the Gamma function for non integers:
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. Hence the above assumption produces a unique definition of
.
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 non-positive integers:
where
is the
Euler–Mascheroni constant. This is the Hadamard product of
in a rewritten form. This definition appears in an important identity involving pi.
Equivalence of the integral definition and Weierstrass definition
By the integral definition, the relation
and
Hadamard factorization theorem,
since