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J. Math. Anal. Appl.

296 (2004) 603–607


www.elsevier.com/locate/jmaa

A complete monotonicity property


of the gamma function ✩
Feng Qi, Chao-Ping Chen ∗
Department of Applied Mathematics and Informatics, Jiaozuo Institute of Technology, Jiaozuo City,
Henan 454000, China
Received 20 July 2003
Available online 2 July 2004
Submitted by H.M. Srivastava

Abstract
A logarithmically completely monotonic function is completely monotonic. The √ function 1 −
ln x + x1 ln Γ (x + 1) is strictly completely monotonic on (0, ∞). The function x Γ (x + 1)/x is
strictly logarithmically completely monotonic on (0, ∞).
 2004 Elsevier Inc. All rights reserved.

Keywords: Gamma function; Psi function; Logarithmically completely monotonic function

1. Introduction

The classical gamma function is usually defined for Re z > 0 by


∞
Γ (z) = t z−1 e−t dt. (1)
0


The authors were supported in part by NSF (no. 10001016) of China, SF for the Prominent Youth of Henan
Province (no. 0112000200), SF of Henan Innovation Talents at Universities, Doctor Fund of Jiaozuo Institute of
Technology, China.
* Corresponding author.
E-mail addresses: qifeng@jzit.edu.cn, fengqi618@member.ams.org (F. Qi), chenchaoping@jzit.edu.cn
(C.-P. Chen).
URL: http://rgmia.vu.edu.au/qi.html, http://dami.jzit.edu.cn/staff/qifeng.html (F. Qi).

0022-247X/$ – see front matter  2004 Elsevier Inc. All rights reserved.
doi:10.1016/j.jmaa.2004.04.026
604 F. Qi, C.-P. Chen / J. Math. Anal. Appl. 296 (2004) 603–607

The psi or digamma function, the logarithmic derivative of the gamma function, and the
polygamma functions can be expressed [6, p. 16] as
∞
Γ  (x) e−t − e−xt
ψ(x) = = −γ + dt, (2)
Γ (x) 1 − e−t
0
∞
tm
ψ (m) (x) = (−1)m+1 e−xt dt (3)
1 − e−t
0
for x > 0 and m ∈ N, where γ = 0.57721566490153286 . . . is the Euler–Mascheroni con-
stant.
In 1985, D. Kershaw and A. Laforgia [5] showed that the function x[Γ (1 + 1/x)]x is
strictly increasing on (0, ∞), which is equivalent to the function [Γ (x + 1)]1/x /x being
strictly decreasing on (0, ∞). In addition, it was proved that the function x 1−γ [Γ (1 +
1/x)x ] decreases for 0 < x < 1, which is equivalent to [Γ (1 + x)]1/x /x 1−γ being increas-
ing on (1, ∞).
In [2,10], it is proved that the function f (x) = [Γ (x + 1)]1/x /(x + 1) is strictly
decreasing and√strictly logarithmically convex in (0, ∞) and the function g(x) =
[Γ (x + 1)]1/x / x + 1 is strictly increasing and strictly logarithmically concave in (0, ∞).
Some new proofs for the monotonicity of the function x r [Γ (x + 1)]1/x on (0, ∞) are given
for r ∈/ (0, 1). In addition, if s is a positive real number, then for all real numbers x > 0,
e−γ [Γ (x + 1)]1/x
< < 1, (4)
[Γ (s + 1)] 1/s [Γ (x + s + 1)]1/(x+s)
limx→0 f (x) = e−γ and limx→∞ f (x) = e−1 .
Using monotonicity and inequalities of the generalized weighted mean values [1,
7,8,12], the first author proved [9] that the functions [Γ (s)/Γ (r)]1/(s−r), [Γ (s, x)/
Γ (r, x)]1/(s−r), and [γ (s, x)/γ (r, x)]1/(s−r) are increasing in r > 0, s > 0, and x > 0.
For any given x > 0, the function (sγ (s, x))/x s is decreasing in s > 0.
In [3], N. Elezović, C. Giordana, and J. Pečarić, among others, verified the convexity
with respect to variable x of the function [Γ (x + t)/Γ (x + s)]1/(t −s) for |t − s| < 1.
Recall that a function f is said to be completely monotonic on an interval I if f has
derivatives of all orders on I which alternate successively in sign, that is
(−1)n f (n) (x)  0 (5)
for x ∈ I and n  0. If inequality (5) is strict for all x ∈ I and for all n  0, then f is said
to be strictly completely monotonic.
Similarly, we give the following definition.

Definition 1. A function f is said to be logarithmically completely monotonic on an inter-


val I if its logarithm ln f satisfies
 (k)
(−1)k ln f (x) 0 (6)
for k ∈ N on I . If inequality (6) is strict for all x ∈ I and for all k  1, then f is said to be
strictly logarithmically completely monotonic.
F. Qi, C.-P. Chen / J. Math. Anal. Appl. 296 (2004) 603–607 605

In [13] it was established that the function 1 + x1 ln Γ (x + 1) − ln(x + 1) is strictly


completely monotone in (−1, ∞) and tends to 1 as x → −1 and to 0 as x → ∞. This
property is derived from the following integral representation:
∞ 
1 1 1 − e−xt
ln Γ (x + 1) = x ln(x + 1) − x + − t e−t dt. (7)
t e −1 t
0

In this short note, we are about to prove a complete monotonicity result of a function
involving the gamma function as follows.

Theorem 1. A (strictly) logarithmically completely monotonic function is also (strictly)


completely monotonic.

Theorem 2. The function 1 − ln x + x1 ln Γ (x + 1) is strictly completely monotonic on



(0, ∞) and tends to ∞ as x → 0 and to 0 as x → ∞. Moreover, the function x Γ (x + 1)/x
is strictly logarithmically completely monotonic on (0, ∞).

2. Proofs of theorems

Proof of Theorem 1. It is clear that exp φ(x)  0. Further, it is easy to see that
[exp φ(x)] = φ  (x) exp φ(x)  0 and [exp φ(x)] = {φ  (x) + [φ  (x)]2 } exp φ(x)  0.
Suppose (−1)k [exp φ(x)](k)  0 for all nonnegative integers k  n, where n ∈ N is a
given positive integer. By Leibnitz’s formula, we have
 (n+1)   (n)  (n)
(−1)n+1 exp φ(x) = (−1)n+1 exp φ(x) = (−1)n+1 φ  (x) exp φ(x)
 n  
n (i+1)  (n−i)
= (−1)n+1 φ (x) exp φ(x)
i
i=0
n  
n    (n−i) 
= (−1)i+1 φ (i+1) (x) (−1)n−i exp φ(x)
i
i=0
 0. (8)
By induction, it is proved that the function exp φ(x) is completely monotonic. 2

Proof of Theorem 2. It has been shown in [5] that the function [Γ (x + 1)]1/x /x is strictly
decreasing on (0, ∞), then f (x) = 1 −ln x + x1 ln Γ (x +1) is strictly decreasing on (0, ∞).
From the asymptotic expansion in [4]:
 
1 √ 1

ln Γ (x) = x − ln x − x + ln 2π + + O x −3 as x → ∞, (9)
2 12x
we conclude that limx→∞ f (x) = 0 and limx→0 f (x) = ∞. This implies f (x) > 0 for
x > 0.
606 F. Qi, C.-P. Chen / J. Math. Anal. Appl. 296 (2004) 603–607

Using Leibnitz’ rule


n  

 (n) n (k)
u(x)v(x) = u (x)v (n−k) (x), (10)
k
k=0

we obtain
n   (n−k)
n 1  (k) (−1)n−1 (n − 1)!
f (n)
(x) = ln Γ (x + 1) −
k x xn
k=0
 (n)  n   (n−k)
1 n 1 (−1)n n!
= ln Γ (x + 1) + ψ (k−1) (x + 1) +
x k x nx n
k=1

(−1)n n! n
n! (−1)n−k (k−1) (−1)n n!
= ln Γ (x + 1) + ψ (x + 1) +
x n+1 k! x n−k+1 nx n
k=1
 n!
= (−1) n
g(x), (11)
x n+1
and
(−1)n n (n) 1
g  (x) = x ψ (x + 1) + . (12)
n! n

Using (3) and (n − 1)!/x n = 0 t n−1 e−xt dt for x > 0 and n ∈ N, we conclude
∞ 
1  1 t
g (x) = 1− t n−1 e−xt dt > 0, (13)
x n n! et − 1
0

since 0 < − 1) < 1 for t > 0. Thus, the function g is strictly increasing and g(x) >
t/(et
g(0) = 0 on (0, ∞), which implies (−1)n f (n) (x) > 0 for x > 0 and n = 0, 1, 2, . . . .
The rest follows from Theorem 1. The proof is complete. 2

Remark. It is worthwhile to point out that the integral form and completely monotonic
property of the function (bt − a t )/t for t ∈ (−∞, ∞) have been researched in [11]. The
function (bt − a t )/t is important to the extended mean values [7,8].

Acknowledgment

The authors thank the anonymous referee for his/her many valuable suggestions to improve this manuscript.

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