ECE 6382  z

y
x

z0

Fall 2023
David R. Jackson

Notes 14
The Gamma Function

Notes are from D. R. Wilton, Dept. of ECE

1
 The Gamma Function

 The Gamma function appears in many expressions, including

Bessel functions, etc.

 It generalizes the factorial function n! to non-integer values

and even complex values.

 It appears in the method of steepest descent (a method for

obtaining the asymptotic expansion of a class of integrals).

2
 Definition 1

Definition # 1

1  2  3 n
( z )  lim nz , z  0, 1, 2,
n  z ( z  1)( z  2)  ( z  n )

This definition gives the Gamma function a nice property for z = n (a

positive integer), as proven on the next slide:

(n)   n  1!
(factorial property)

3
 Definition 1 (cont.)
Proof of factorial property:

1  2  3 n
( z )  lim n z , z  0, 1, 2,
n  z ( z  1)( z  2)  ( z  n )

1  2  3 n nz
( z  1)  lim n z 1  ( z ) lim
n  ( z  1)( z  2)  ( z  n  1) n  ( z  n  1)

 ( z  1)  z( z )

1  2  3 n
Note that (1)  lim n  1, and (2)  1  (1)  1,
n  1  2  3 n ( n  1)
(3)  2  (2)  2  1, (4)  3  (3)  3  2  1, (5)  4  (4)  4  3  2  1, etc.

Hence
(n)   n  1! or (n  1)  n !
n  1, 2,3 n  0,1, 2,
4
 Definition 2
Definition # 2

 t z 1
( z )   t dt, Re z  0
0
e

This is the Euler-integral form of the definition.

Note:
Leonard Euler
t z 1  t x 1 t iy  t x 1 e 
ln t iy
 t x 1 e iy ln t 
 t z 1  t x 1  x  0 for the integral to converge at t = 0

Note:
Definition 1 is the analytic continuation of definition 2 from the right-half plane
into the entire complex plane (except at zero and the negative integers).
5
 Equivalent Integral Forms

The following three integral definitions are all equivalent :


 t z 1
( z )   t dt,
0
e Re z  0


 s2 2 z 1
( z )  2  e s ds, Re z  0 (let t  s 2 )
0
1 z 1
 1
( z )  0  ln s  ds, Re z  0 (let t  ln 1 / s )

6
 Equivalence of Definitions 1 and 2
Equivalence of definitions #1 and #2
n
 t
Use e  t  lim  1   ,
n 
 n
n n 
 t 
Define F ( z, n )    1   t z 1dt;  t dt  2  z 
 t z 1
F ( z, n ) 
 e
0 n n  0

t
Letting w  and integrating by parts n times,
n
    Factor   appearing
   in Definition
  #1   
1
n
F ( z, n )  n z  1  w  w z 1dw  n z
1  2  3  n  1 n 1
z n 1

0 z ( z  1)( z  2) ( z  n  1) 0  w dw
  
1
Hence lim F ( z, n )  1 ( z ) z n
n 

1 2  3 n
(Please see next slide.)
1 ( z )  lim nz , z  0, 1, 2,
n  z ( z  1)( z  2)  ( z  n)

7
Equivalence of Definitions 1 and 2 (cont.)
Integration by parts development:
1
n
 1  w
z 1
I  w
 dw
0 u
dv
dw

Integrate by parts once:

z 1 1
n w n 1 wz
I  1  w    n 1  w  dw
z 0 0 z
1
n 1 wz
 0   n 1  w  dw
0 z
1
n n 1
  1  w  w z dw
z0

8
Equivalence of Definitions 1 and 2 (cont.)
1
n
Integrate by parts twice: I  1  w  w z 1
0    dv dw
1 u
n n 1
I   1  w  w z dw
dw

z0
1
z 1
w z 1
1
n n 1 w n n 2
 1  w     n  11  w   1 dw
z z 1 0 z 0 z 1
n  n  1 1 n 2 z 1
 0  1  w  w dw
z  z  1 0
n  n  1 1 n 2 z 1
1
  1  w  w dw  w z  n 1
dw
z  z  1 0 0

After n times:
n  n  1 n  2  3  2 1 1

 1  w  w z  n1dw
nn
I
z ( z  1)( z  2)  ( z  n  1) 0
9
 Definition 3

Definition # 3

The Weierstrass product form can be shown to be equivalent

to definitions #1 and #2.

1 
 z   nz
 ze   1   e
z
( z ) n 1  n

where   0.5772156619  is the Euler - Mascheroni constant.

10
 Euler Reflection Formula
Euler Reflection Formula

( z )(1  z )  (Proof omitted.)
y sin  z
x  1/ 2
z Geometric interpretation of reflection formula:
1/ 2  x 1  x   1/ 2 In the horizontal direction, the two points are
reflections about the x = 1/2 line.
x
1
1 z
z

Note: We can use this formula along with definition #2 to find (z) for Re(z) < 0.

 1
( z )  , Re z  0, z  0, 1, 2,
sin  z (1  z )
11
Euler Reflection Formula (cont.)
A special result that occurs frequently is (1/2).

To calculate this, use the reflection formula:


( z )(1  z ) 
sin  z

Set z = 1/2:

(1 / 2)  

12
Summary of Factorial Properties
Summary of Factorial Generalization

n !  n  n  1 n  2  32 1 Integers

n  1, 2,3


x !    x  1   e  t t x dt Real numbers
0
x  1


z !    z  1   e  t t z dt Complex numbers

0
Re  z   1

13
Summary of Factorial Properties (cont.)
Summary of Factorial Generalization (cont.)


z !    z  1   e  t t z dt  Re z  1
0
Complex numbers
+ z  1, 2
 1
( z ) 
sin  z (1  z )

14
 Pole Behavior
Simple poles of (z) are at n = 0, -1, -2, -3,…

Recall: ( z  1)  z( z ) & (1)  1

(z) has simple pole at z = 0

Use Residue = 1
( z  1)
( z  1)  z( z )  ( z ) 
z

( z  2)
( z  2)   z  1 ( z  1)  ( z  1) 
z 1
( z  2)
 z ( z )  (z) has simple pole at z = -1
z 1 Residue = -1
( z  2)
 ( z ) 
z  z  1

15
 Pole Behavior (cont.)

( z  3)
( z  3)   z  2  ( z  2)  ( z  2) 
z2
( z  3) (z) has simple pole at z = -2
  z  1 z  ( z ) 
z2 Residue = +1/2
( z  3)
 ( z ) 
z  z  1 z  2 

( z  4)
( z  4)   z  3 ( z  3)  ( z  3) 
z3
( z  4)
  z  2  z  1 z  ( z )  (z) has simple pole at z = -3
z3 Residue = -1/6
( z  4)
 ( z ) 
z  z  1 z  2  z  3

16
 Pole Behavior (cont.)
Residues at Poles

In general (after n+1 steps), we will have: (z) has simple pole at z = -n

( z  n  1)
( z ) 
z  z  1 z  2  z  3  z  n 

    n  (n  1)  
Res   z z  n  Lim  z  n   
z  n
 z  z  1 z  2  z  3   z  n  
1

z  z  1 z  2  z  3  z  n  1 z  n
Hence
1

 1
n
 n  n  1  3 2  1
Res   z z  n 
 1
n


n!
 n  n  1 3 2 1
17
 Plot of Gamma Function

 z
y
x

z0

 1
n

Res   z z  n 
Note: There are simple poles at z = 0, -1, -2,… n!
18
Plot of Gamma Function (cont.)

(x) and 1 / (x)

Note: (x) never goes to zero.

In fact, 1 / (z) is analytic everywhere.

19
Asymptotic Form of Gamma Function
Sterling’s formula (asymptotic series for large argument):
 
2  1 1 139 571 
  z  z ze z 1      
z  12 z 288 z 2
51840 z 3
2488320
                  z 4 
 w 
as z  

Taking the ln of both sides, we also have

1  z   1 1 1 
ln   z   z ln z  z  ln  
      
2  2   12 z 360 z 3
1260 z 5


w 2 w3
Note : ln 1  w   w   
2 3

20