BETA AND

GAMMA
FUNCTIONS
Beta function
The first eulerian integral
where m>0, n>0 is called a Beta function
and is denoted by B(m,n).
The quantities m and n are positive but not
necessarily integers.
Example:-
Properties of Beta Function

B(x,y) = B(x,y+1) + B(x+1,y)

xB(x,y +1) =y B(x+1,y)

Gamma function

The Eulerian integral ,n>0

is called gamma function and is denoted
by
Example:-
Recurrence formulae for gamma function
Relation between gamma and factorial

Other results
Relation between beta and gamma function
Thus, we have…
R. I. Badran The Error Function Mathematical Physics

The Error Function and Stirling’s Formula

The Error Function:

x
function y  e
2

The curve of the Gaussian is called the

bell-shaped graph. The error function is defined as the area
under part of this curve:

x
2

t 2
erf ( x)  e dt
1.  0
.

There are other definitions of error functions. These are

closely related integrals to the above one.

2. a) The normal or Gaussian distribution function.

x t2
1  1 1 x
P(, x) 
2 e

2
dt   erf ( )
2 2 2
Proof: Put t  2u and proceed, you might reach a step of

x
1
e
u 2
P(, x)  P(,0)  P(0, x) , where
P(0, x)  du
 0

1 x
Here you can prove that
P(0, x)  erf ( ) . This can be
2 2
done by using the definition of error function in (1).
0
I   e u du . To find
2
I
Now you need to find P(,0)  where
 
this integral you have to put u=x first, then u= y and multiply
the two resulting integrals. Make the change of variables to
polar coordinate you get
R. I. Badran The Error Function Mathematical Physics


0 2
I  e r
rdr  d
2
2

 0
From this latter integral you get
 1
I and  P(,0)  .
2 2
1 1 x
 P(, x)   erf ( ) Q. E. D.
2 2 2
x
1 t
2
1 x
2 0
2.b P(0, x)  e 2
dt  erf ( )
2 2
(as proved earlier in 2.a).

3. a) The complementary error function


2
 dt  1  erf ( x)
t
erfc ( x) 
2
e
 x

Proof: Put t2= u and use the definition (1) of error function
and the definition of (1/2).


x 2 t 2 2
3. b) erfc (
2
) 
 x
e dt

Proof: (This will be left as an exercise for the students).

4. erf ( x)  2P(0, x 2 )  2P(, x 2 )  1

Proof: (The student may take this as another exercise).
R. I. Badran The Error Function Mathematical Physics

Some useful properties of error function:

1. erf ( x)  erf ( x) This means that the error

function is an odd function.
[solve problem 3 in section 9 chapter 11]
2. erf ()  1 . [This can be shown by putting the
limit x equals  and using the definition of (1/2)].
2 x3 x5
3. erf ( x)  (x    .......) when x1
 3 5.2!

Stirling’s Formula:
This is an approximated formula for the factorial or Gamma
function that can be used to simplify formulas involving
factorials.

n!~ n n e  n 2n
OR

( p  1) ~ p p e p 2p
The sign ~, here, means asymptotic to.

Derivation of Stirling's formula:

Starting with
( p  1)  p!  x p e x dx and rewrite the
0
integral as
R. I. Badran The Error Function Mathematical Physics


( p  1)  p!  e pnx x dx .
0

Change the variable x  p  y p . The limits are y p

for x0 and y for x.

pn ( p  y p )  p  y p
( p  1)  p! e p dy
 p

Firstly we can write

y y
n( p  y p )  n[ p(1  )]  np  n(1  )
p p

For large p, the second logarithm on the right hand side of the
last equation can be expanded as follows:
y y y2
n(1  )  
p p 2p

[Hint: The binomial expansion used is:

x2 x3 x4
n(1  x)  x         for  1  x  1].
2 3 4

By substituting the expanded logarithm into the last integral,

then we get:
py py 2
 pnp  (  ) p y p
p 2p
( p  1)  p!~ e p dy
 p

2
 y
( p  1)  p!~ pe pnp  p e 2  dy
 p
The integral and its cofactor can be rewritten as:
R. I. Badran The Error Function Mathematical Physics

2
 y  p y2

( p  1)  p!~ p p pe p [ e 2
 dy   e 2 dy ] .
 

2
 y
Exercise: Show that e 2 dy  2


Using the last result mentioned above we get:

 p y2

( p  1)  p!~ 2p p p e  p  p p pe p  e 2 dy

The integral in the last term tends to zero as p - 

 ( p  1)  p! ~ p p e  p 2p Q.E.D
(This Stirling's formula is a good approximation for large p)

Note: When higher terms in the previous expansion of

y y y2
n(1  )       are considered, a better
p p 2p
asymptotic expansion for the Gamma or factorial
function can be obtained. i.e.

1 1
 ( p  1)  p!~ p p e  p 2p (1   2
   )
12 p 288 p

(The student can try to prove that at home).

 Commonly Used Taylor Series

series when is valid/true

1 note this is the geometric series.

= 1 + x + x2 + x3 + x4 + . . .
1−x just think of x as r
∞
X
= xn x ∈ (−1, 1)
n=0

so:
1 1 1
2 3 4 e = 1 + 1 + 2! + 3! + 4! + ...
x x x
ex = 1 + x + + + + ... P∞ (17x)n ∞
X
17n xn
2! 3! 4! e (17x)
= n=0 n! = n!
n=0
∞
X xn
= x∈R
n=0
n!

note y = cos x is an even function

x2 x4 x6 x8 (i.e., cos(−x) = + cos(x)) and the
cos x = 1 − + − + − ... taylor seris of y = cos x has only
2! 4! 6! 8!
even powers.
∞
X x2n
= (−1)n x∈R
n=0
(2n)!

note y = sin x is an odd function

x3 x5 x7 x9 (i.e., sin(−x) = − sin(x)) and the
sin x = x − + − + − ... taylor seris of y = sin x has only
3! 5! 7! 9!
odd powers.
∞ ∞
X x2n−1 or X x2n+1
= (−1)(n−1) = (−1)n x∈R
n=1
(2n − 1)! n=0
(2n + 1)!

x2 x3 x4 x5 question: is y = ln(1 + x) even,

ln (1 + x) = x − + − + − ...
2 3 4 5 odd, or neither?
∞ ∞
X xn or X xn
= (−1)(n−1) = (−1)n+1 x ∈ (−1, 1]
n=1
n n=1
n

x3 x5 x7 x9 question: is y = arctan(x) even,

tan−1 x = x − + − + − ...
3 5 7 9 odd, or neither?
∞ ∞
X x2n−1 or X x2n+1
= (−1)(n−1) = (−1)n x ∈ [−1, 1]
n=1
2n − 1 n=0
2n + 1

1
Math 142 Taylor/Maclaurin Polynomials and Series Prof. Girardi
Fix an interval I in the real line (e.g., I might be (−17, 19)) and let x0 be a point in I, i.e.,
x0 ∈ I .
Next consider a function, whose domain is I,
f: I →R
and whose derivatives f (n) : I → R exist on the interval I for n = 1, 2, 3, . . . , N .
Definition 1. The N th -order Taylor polynomial for y = f (x) at x0 is:
f 00 (x0 ) f (N ) (x0 )
pN (x) = f (x0 ) + f 0 (x0 )(x − x0 ) + (x − x0 )2 + · · · + (x − x0 )N , (open form)
2! N!
which can also be written as (recall that 0! = 1)
f (0) (x0 ) f (1) (x0 ) f (2) (x0 ) f (N ) (x0 )
pN (x) = + (x−x0 )+ (x−x0 )2 +· · ·+ (x−x0 )N ←- a finite sum, i.e. the sum stops .
0! 1! 2! N!
Formula (open form) is in open form. It can also be written in closed form, by using sigma notation, as
N
X f (n) (x0 )
pN (x) = (x − x0 )n . (closed form)
n=0
n!
So y = pN (x) is a polynomial of degree at most N and it has the form
N
X f (n) (x0 )
pN (x) = cn (x − x0 )n where the constants cn =
n=0
n!
are specially chosen so that derivatives match up at x0 , i.e. the constants cn ’s are chosen so that:
pN (x0 ) = f (x0 )
(1)
pN (x0 ) = f (1) (x0 )
(2)
pN (x0 ) = f (2) (x0 )
..
.
(N )
pN (x0 ) = f (N ) (x0 ) .
The constant cn is the nth Taylor coefficient of y = f (x) about x0 . The N th -order Maclaurin polynomial for y = f (x)
is just the N th -order Taylor polynomial for y = f (x) at x0 = 0 and so it is
N
X f (n) (0) n
pN (x) = x .
n=0
n!
1
Definition 2. The Taylor series for y = f (x) at x0 is the power series:
f 00 (x0 ) f (n) (x0 )
P∞ (x) = f (x0 ) + f 0 (x0 )(x − x0 ) + (x − x0 )2 + · · · + (x − x0 )n + . . . (open form)
2! n!
which can also be written as
f (0) (x0 ) f (1) (x0 ) f (2) (x0 ) f (n) (x0 )
P∞ (x) = + (x−x0 )+ (x−x0 )2 +· · ·+ (x−x0 )n +. . . ←- the sum keeps on going and going.
0! 1! 2! n!
The Taylor series can also be written in closed form, by using sigma notation, as
∞
X f (n) (x0 )
P∞ (x) = (x − x0 )n . (closed form)
n=0
n!
The Maclaurin series for y = f (x) is just the Taylor series for y = f (x) at x0 = 0.

1Here we are assuming that the derivatives y = f (n) (x) exist for each x in the interval I and for each n ∈ N ≡ {1, 2, 3, 4, 5, . . . } .

2
Big Questions 3. For what values of x does the power (a.k.a. Taylor) series
∞
X f (n) (x0 )
P∞ (x) = (x − x0 )n (1)
n=0
n!
converge (usually the Root or Ratio test helps us out with this question). If the power/Taylor series in formula (1)
does indeed converge at a point x, does the series converge to what we would want it to converge to, i.e., does
f (x) = P∞ (x) ? (2)
Question (2) is going to take some thought.
Definition 4. The N th -order Remainder term for y = f (x) at x0 is:
def
RN (x) = f (x) − PN (x)
where y = PN (x) is the N th -order Taylor polynomial for y = f (x) at x0 .
So
f (x) = PN (x) + RN (x) (3)
that is
f (x) ≈ PN (x) within an error of RN (x) .
We often think of all this as:
N
X f (n) (x0 )
f (x) ≈ (x − x0 )n ←- a finite sum, the sum stops at N .
n=0
n!
We would LIKE TO HAVE THAT
∞
??
X f (n) (x0 )
f (x) = (x − x0 )n ←- the sum keeps on going and going .
n=0
n!
In other notation:
??
f (x) ≈ PN (x) and the question is f (x) = P∞ (x)
where y = P∞ (x) is the Taylor series of y = f (x) at x0 .
??
Well, let’s think about what needs to be for f (x) = P∞ (x), i.e., for f to equal to its Taylor series.
Notice 5. Taking the limN →∞ of both sides in equation (3), we see that
∞
X f (n) (x0 )
f (x) = (x − x0 )n ←- the sum keeps on going and going .
n=0
n!
if and only if
lim RN (x) = 0 .
N →∞
Recall 6. limN →∞ RN (x) = 0 if and only if limN →∞ |RN (x)| = 0 .
So 7. If
lim |RN (x)| = 0 (4)
N →∞
then
∞
X f (n) (x0 )
f (x) = (x − x0 )n .
n=0
n!
So we basically want to show that (4) holds true.

2
How to do this? Well, this is where Mr. Taylor comes to the rescue!

2According to Mr. Taylor, his Remainder Theorem (see next page) was motivated by coffeehouse conversations about works of Newton
on planetary motion and works of Halley (of Halley’s comet) on roots of polynomials.

3
 Taylor’s Remainder Theorem

3
Version 1: for a fixed point x ∈ I and a fixed N ∈ N.
There exists c between x and x0 so that
def f (N +1) (c)
theorem
RN (x) = f (x) − PN (x) = (x − x0 )(N +1) . (5)
(N + 1)!
So either x ≤ c ≤ x0 or x0 ≤ c ≤ x. So we do not know exactly what c is but atleast we know that c is between x and x0
and so c ∈ I.
Remark: This is a Big Theorem by Taylor. See the book for the proof. The proof uses the Mean Value Theorem.
Note that formula (5) implies that
 (N +1) 
f (c) (N +1)
|RN (x)| = |x − x0 | . (6)
(N + 1)!

Version 2: for the whole interval I and a fixed N ∈ N.3

Assume we can find M so that
 
the maximum of f (N +1) (x) on the interval I ≤ M ,
 

i.e.,  
max f (N +1) (c) ≤ M .
 
c∈I
Then
M N +1
|RN (x)| ≤ |x − x0 | (7)
(N + 1)!
for each x ∈ I.
Remark: This follows from formula (6).

Version 3: for the whole interval I and all N ∈ N. 4

Now assume that we can find a sequence {MN }∞ N =1 so that
 
max f (N +1) (c) ≤ MN
 
c∈I
for each N ∈ N and also so that
MN N +1
lim |x − x0 | = 0
N →∞ (N + 1)!
for each x ∈ I. Then, by formula (7) and the Squeeze Theorem,
lim |RN (x)| = 0
N →∞
for each x ∈ I. Thus, by So 7,
∞
X f (n) (x0 )
f (x) = (x − x0 )n
n=0
n!
for each x ∈ I.

3Here we assume that the (N + 1)-derivative of y = f (x), i.e. y = f (N +1) (x), exists for each x ∈ I.
4Here we assume that y = f (N ) (x), exists for each x ∈ I and each N ∈ N.