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In mathematics, the 'Gamma function' (represented by the capitalized Greek letter 'Γ') 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
:$Gamma(z)\; =\; int\_0^infty\; t^\{z-1\}\; e^\{-t\},mathrm\{d\}t$
which can be extended to the rest of the complex plane, excepting the non-positive integers.
If ''z'' is a positive integer, then
:$Gamma(z)\; =\; (z-1)!,$
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

Definition

Main definition

Alternative definitions

Properties

General

Pi function

Relation to other functions

Plots

Particular values

Approximations

See also

References

External links

Web sites

Further reading

Definition

Main definition

The notation Γ(''z'') is due to Adrien-Marie Legendre. If the real part of the complex number ''z'' is positive (Re[''z''] > 0), then the integral
:$$
Gamma(z) = int_0^infty t^{z-1} e^{-t},mathrm{d}t ,!

converges absolutely. Using integration by parts, one can show that
:$Gamma(z+1)=z\; ,\; Gamma(z),,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,(1)\; ,!$.
This functional equation generalizes relation ''n''! = ''n''×(''n''-1)! of the factorial function. We can evaluate Γ(1) analytically:
:$Gamma(1)\; =\; int\_0^infty\; e^\{-t\}\; dt\; =\; lim\_\{k$
ightarrow infty} -e^{-t} |_0^k = -0 - (-1) = 1 .
Combining these two relations shows how the factorial function is a special case of the Gamma function:
:$Gamma(n+1)\; =\; n\; ,\; Gamma(n)\; =\; cdots\; =\; n!\; ,\; Gamma(1)\; =\; n!,$
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 Γ(''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:
:$$
egin{align}
Gamma(z) &= lim_{n o infty} rac{n! ; n^z}{z ; (z+1)cdots(z+n)} \
Gamma(z) &= rac{e^{-gamma z}}{z} prod_{n=1}^infty left(1 + rac{z}{n}
ight)^{-1} e^{z/n} \
end{align}

where γ 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, ...
:$$
egin{align}
Gamma(z+1) &= lim_{n o infty} rac{n! ; n^{z+1}}{(z+1) ; (z+2)cdots(z+1+n)} \
&= lim_{n o infty} left( z ; rac{n! ; n^z}{z ; (z+1) ; (z+2)cdots(z+n)} ; rac{n}{(z+1+n)}
ight) \
&= z ; Gamma(z) ; lim_{n o infty} rac{n}{(z+1+n)} \
&= z ; Gamma(z) \
end{align}

Properties

General

Other important functional equations for the Gamma function are Euler's reflection formula
:$$
Gamma(1-z) ; Gamma(z) = {pi over sin{(pi z)}} ,!

and the duplication formula
:$$
Gamma(z) ; Gammaleft(z + rac{1}{2}
ight) = 2^{1-2z} ; sqrt{pi} ; Gamma(2z). ,!

The duplication formula is a special case of the multiplication theorem
:$$
Gamma(z) ; Gammaleft(z + rac{1}{m}
ight) ; Gammaleft(z + rac{2}{m}
ight) cdots
Gammaleft(z + rac{m-1}{m}
ight) =
(2 pi)^{(m-1)/2} ; m^{1/2 - mz} ; Gamma(mz). ,!

Perhaps the most well-known value of the Gamma function at a non-integer argument is
:
ight)=sqrt{pi}, ,!
which can be found by setting ''z''=1/2 in the reflection formula or by noticing the beta function for (1/2, 1/2), which is $pi$. In general, for odd integer values of ''n'' we have:
:
ight)= sqrt{pi}, rac{n!!}{2^{(n+1)/2}}    (''n'' odd)
where ''n''!! denotes the double factorial.
The derivatives of the Gamma function are described in terms of the polygamma function. For example:
:$Gamma\text{'}(z)=Gamma(z)psi\_0(z).\; ,!$
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.
:$Gamma(z+1)=zGamma(z),$ because:
::$$
egin{align}
Gamma(z+1) &= int_0^infty t^{z+1-1}e^{-t},mathrm{d}t \
&= int_0^infty t^{z}e^{-t},mathrm{d}t \
end{align}

And with integration by parts:
::$$
egin{align}
&= [ t^{z}rac{1}{ln(e^{-1})}(e^{-1})^{t} ]_{0}^{infty} + int_0^infty zt^{z-1}e^{-t},mathrm{d}t \
&= underbrace{[ -t^{z}e^{-t} ]_{0}^{infty}}_{=0-0} + int_0^infty zt^{z-1}e^{-t},mathrm{d}t \
&= zint_0^infty t^{z-1}e^{-t},mathrm{d}t \
&= zGamma(z)
end{align}

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
:$Pi(z)\; =\; Gamma(z+1)\; =\; z\; ;\; Gamma(z),\; ,!$
so that
:$Pi(n)\; =\; n!!$.
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
:$$
Pileft(rac{z}{m}
ight) , Pileft(rac{z-1}{m}
ight) cdots Pileft(rac{z-m+1}{m}
ight)
=
left(rac{(2 pi)^m}{2 pi m}
ight)^{1/2} , m^{-z} , Pi(z). ,!

We also sometimes find
:
which is an entire function, defined for every complex number. That π(''z'') is entire entails it has no poles, so Γ(''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 incomplete Gamma function, Γ(''a'', ''x''), is the function obtained by allowing either the upper or lower limit of integration, ''x'', to vary.

★ The Gamma function is related to the Beta function by the formula
:$$
Beta(x,y)=rac{Gamma(x) ; Gamma(y)}{Gamma(x+y)}. ,!


★ 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, ζ(''z'').
:$$
pi^{-z/2} ; Gammaleft(rac{z}{2}
ight) zeta(z) = pi^{-rac{1-z}{2}} ; Gammaleft(rac{1-z}{2}
ight) ; zeta(1-z).

:And also in the following elegant formula:
:$$
zeta(z) ; Gamma(z) = int_{0}^{infty} rac{u^{z-1}}{e^u - 1} ; mathrm{d}u ,!.

Plots

Particular values

''Main article: Particular values of the Gamma function''
:$$
egin{array}{lll}
Gamma(-3/2) &= rac {4sqrt{pi}} {3} &pprox 2.363 \
Gamma(-1/2) &= -2sqrt{pi} &pprox -3.545 \
Gamma(1/2) &= sqrt{pi} &pprox 1.772 \
Gamma(1) &= 0! &= 1 \
Gamma(3/2) &= rac {sqrt{pi}} {2} &pprox 0.886 \
Gamma(2) &= 1! &= 1 \
Gamma(5/2) &= rac {3 sqrt{pi}} {4} &pprox 1.329 \
Gamma(3) &= 2! &= 2 \
Gamma(7/2) &= rac {15sqrt{pi}} {8} &pprox 3.323 \
Gamma(4) &= 3! &= 6 \
end{array}

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)

★

★ Pascal Sebah and Xavier Gourdon. ''Introduction to the Gamma Function''. In PostScript and HTML formats.

★ Bruno Haible & Thomas Papanikolaou. ''Fast multiprecision evaluation of series of rational numbers''. Technical Report No. TI-7/97, Darmstadt University of Technology, 1997

External links

Web sites

★ R. A. Askey, R. Roy, DLMF article about the Gamma function

★ Cephes - C and C++ language special functions math library

★ Examples of problems involving the Gamma function can be found at Exampleproblems.com.

★ Gamma function calculator

★ Wolfram gamma function evaluator (arbitrary precision)

★

★ Computing the Gamma function - 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)''

★ 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.)''