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The Gamma function plays an important role in the functional equation for (s)

that we will derive in the next chapter. In the present chapter we have collected

some properties of the Gamma function.

For t R>0 , z C, define tz := ez log t , where log t is he ordinary real logarithm.

Eulers Gamma function is defined by the integral

Z

(z) :=

et tz1 dt (z C, Re z > 0).

0

Proof. We prove that (z) is analytic on U,R := {z C, < Re z < R} for

every , R with 0 < < R. This is standard using Theorem 2.29. First, the function

et tz1 is continuous, hence measurable on R>0 U,R . Second, for any fixed t R>0 ,

the function z 7 et z t1 is analytic on U,R . Lastly, for z U,R we have

1

t

for 0 6 t 6 1,

t z1

|e t | 6 M (t) :=

t R1

t/2

6 Ce

for t > 1,

e t

where C is some constant. Now we have

Z

Z 1

Z

1

M (t)dt =

t dt + C

0

et/2 dt = 1 + 2C < .

Hence all conditions of Theorem 2.29 are satisfied, and thus, (z) is analytic on

U,R .

115

Theorem 8.2. There exists a unique meromorphic function on C with the following properties:

R

(i) (z) = 0 et tz1 dt for z C, Re z > 0;

(ii) the function is analytic on C \ {0, 1, 2, . . .};

(iii) has a simple pole with residue (1)n /n! at z = n for n = 0, 1, 2, . . .;

(iv) (z + 1) = z(z) for z C \ {0, 1, 2, . . .};

(v) (n) = (n 1)! for n Z>0 .

R

Proof. The function has already been defined for Re z > 0 by 0 et tz1 dt. By

Corollary 2.22, has at most one analytic continuation to any larger connected

open set, hence there is at most one function with properties (i)(v). We proceed

to construct such a function.

Let z C with Re z > 0. Then using integration by parts,

Z

Z

t z1

(8.1)

et z 1 dtz

e t dt =

(z) =

0

0

Z

Z

h

i

1 t z

1

t z

1

= z e t

+z

e t dt = z

et tz dt

0

= z (z + 1).

Now by induction on n it follows that

(8.2)

(z) =

1

(z + n) for Re z > 0, n = 1, 2, . . . .

z(z + 1) (z + n 1)

such that Re z + n > 0 and define (z) by the right-hand side of (8.2). This does not

depend on the choice of n. For if m, n are any two integers with m > n > Re z,

then by (8.2) with z + n, m n instead of z, n we have

(z + n) =

1

(z + m),

z + n) (z + m 1)

and so

1

1

(z + n) =

(z + m).

z(z + 1) (z + n 1)

z(z + 1) (z + m 1)

116

is analytic if Re z + n > 0. This proves (ii).

We prove (iii). By (8.2) we have

1

(z + n + 1)

zn

z(z + 1) (z + n)

1

(1)n

=

(1) =

.

(n)(n + 1) (1)

n!

lim (z + n)(z) =

zn

lim (z + n)

We prove (iv). Both functions (z + 1) and z(z) are analytic on B, and by

(8.1), they are equal on the set {z C : Re z > 0} which has limit points in B. So

by Corollary 2.21, (z + 1) = z(z) for z B.

R

Identity (v) follows easily by observing that (1) = 0 et dt = 1, and by repeatedly applying (iv).

Theorem 8.3. We have (z)(1 z) =

for z C \ Z.

sin z

(8.3)

(1 + z)(1 z) =

z

for z A := (C \ Z) {0},

sin z

which implies Theorem 8.3. Notice that by Theorem 8.2 the left-hand side is analytic

on A, while by limz0 z/ sin z = 1 the right-hand side is also analytic on A. By

Corollary 2.19, it suffices to prove that (8.3) holds for z S, where S is any subset

1

of A having a limit point in A. For the set S we take { 2n

: n Z>0 }; this set has

limit point 0 in A. Thus, (8.3), and hence Theorem 8.3, follows once we have proved

that

(8.4)

(1 +

1

)

2n

(1

1

)

2n

/2n

sin /2n

(n = 1, 2, . . .).

Notice that

(1 +

1

)

2n

(1

1

)

2n

s 1/2n

e s

0

Z Z

=

117

ds

et t1/2n dt

0

st

e

0

(s/t)1/2n dsdt.

Define new variables u = s + t, v = s/t. Then s = uv/(v + 1), t = u/(v + 1). The

Jacobian of the substitution (s, t) 7 (u, v) is

u

s s v

v+1

2

(v

+

1)

(s, t)

= u v = 1

u

t t

(u, v)

v + 1 (v + 1)2

u v

=

uv u

u

=

.

3

(v + 1)

(v + 1)2

It follows that

(1 +

1

)

2n

(1

eu v 1/2n

=

0

1

)

2n

Z

0

u

(v + 1)

(s,

t)

dudv

eu v 1/2n

(u, v)

Z

Z

u

dudv =

e udu

2

0

v 1/2n

dv.

(v + 1)2

In the last product, the first integral is equal to 1, while for the second integral we

have, by homework exercise 4,

Z 1/2n

Z

1

v

1/2n

v

d

dv

=

(v + 1)2

v+1

0

0

1/2n Z

Z

v

dw

/2n

1

1/2n

dv

=

=

.

=

+

2n

v+1 0

v+1

w +1

sin /2n

0

0

This implies (8.4), hence Theorem 8.3.

Corollary 8.4. ( 21 ) = .

Proof. Substitute z =

1

2

(ii) 1/ is analytic on C, and 1/ has simple zeros at z = 0, 1, 2, . . ..

Proof. (i) Recall that (n) = (n 1)! 6= 0 for n = 1, 2, . . .. Further, (z) 6= 0 for

z C \ Z by Theorem 8.3.

(ii) By (i), the function 1/ is analytic on C \ {0, 1, 2, . . .}. Further, at

z = 0, 1, 2, . . ., has a simple pole, hence 1/ is analytic and has a simple

zero.

118

We give two other expressions for the Gamma function. Recall that the EulerMascheroni constant is defined by

:= lim

N

X

1

log N.

n

n=1

Y

n! nz

ez/n

= ez z 1

.

n z(z + 1) (z + n)

1

+

z/n

n=1

(z) = lim

Proof. We first show that the second and third expression are equal, assuming that

either the limit exists, or the product converges. Indeed,

ez z 1

N

Y

1

1

ez/n

ez/n

= lim e(log N 1 2 N )z z 1

1 + z/n N

1 + z/n

n=1

n=1

z log N 1

= lim e

N

N

Y

Nz N!

1

= lim

.

1 + z/n N z(z + 1) (z + N )

n=1

Define for the moment

Y

n! nz

ez/n

z 1

g(z) := lim

=e z

.

n z(z + 1) (z + n)

1

+

z/n

n=1

Q

Proof. It suffices to prove that h(z) :=

1 + nz ez/n is analytic on C and

n=1

that h(z) 6= 0 on B := C \ {0, 1, 2, . . .}. For this, it is sufficient to prove that

h(z) is analytic on D(0, R) = {z C : |z| < R} and h(z) 6= 0 for z 6= 0, 1, 2, . . ..

We proceed to show that there is a sequence {Mn }

n=1 such that

(8.5)

z z/n

1 6 Mn for z D(0, R), n > 1,

(1 + )e

n

Mn < .

n=1

Then the infinite product defining h is pointwise absolutely convergent, which implies that h(z) 6= 0 whenever any of the factors in the product is 6= 0; that is,

119

an analytic function on D(0, R).

We now show that there is a sequence {Mn }

n=1 with (8.5). Notice that

1+

z z/n

z

z z 2 /n2 z 3 /n3

e

= 1+

1 +

+

n

n

n

2!

3!

1 z2

1 z3

1 z4

1

1

1 2 +

+

2 n

2! 3! n3

3! 4! n4

X

1

1 |z| k

z z/n

1 6

1+ e

n

(k 1)! k!

n

k=2

|z| 2 X

|z| 2 X

k1

1

k2

|z|

6

|z|k2

6

n

(k

1)!

n

(k

2)!

k=2

k=2

6

Clearly,

n=1

R2 R

e .

n2

that (z) = g(z) for s aubset of B with a limit point in B. For this subset, we take

R>0 . So it suffices to prove that

(8.6)

n! nx

n x(x + 1) (x + n)

for x R>0 .

(x) = lim

n! nx

=

x(x + 1) (x + n)

1

0

t n x1

t dx.

n

n

120

Lemma 8.9. For every integer n > 2 and every real t with 0 6 t 6 n we have

0 6 et 1

t n

t2

6 et 2 .

n

n

t n

t2

6 et 1

6 1 (0 6 t 6 n, n > 2).

n

n

Recall that if f, g are continuously differentiable, real functions with f (0) = g(0)

and f 0 (x) 6 g 0 (x) for 0 6 x 6 A, say, then f (x) 6 g(x) for 0 6 x 6 A. From this

observation, one easily deduces that

1

This implies on the one hand, for n > 2, 0 6 t 6 n,

t n

et 1

6 et (et/n )n 6 1,

n

on the other hand

t n

t n

t2 n

t2

t n

et 1

> 1+

1

= 1 2 >1 .

n

n

n

n

n

We prove (8.6) and complete the proof of Theorem 8.6. We have for x > 0, by

the integral expression for (x) for x > 0 and by Lemma 8.8,

n! nx

n x(x + 1) (x + n)

Z n

Z n

t n x1

t x1

t dt

= lim

e t dt

1

n

n

0

0

Z n

t n x1

= lim

et 1

t dt.

n 0

n

(x) lim

Z n

n! nx

t2

0 6 (x) lim

6 lim

et tx1 dt

n x(x + 1) (x + n)

n 0

n

Z

1

(x + 2)

6 lim

et tx+1 dt = lim

= 0.

n n 0

n

n

121

Corollary 8.10. We have

Y

z2

sin z = z

1 2

for z C.

n

n=1

Proof. For z C we have by Theorem 8.3, Corollary 8.5 and Theorem 8.6,

sin z =

=

(z)(1 z)

(z)(z)(z)

Y

Y

z

z

z/n

z

z/n

e

1

(z)e

= (z) e z

e

1+

n

n

n=1

n=1

1 z

= z

Y

n=1

Y

z

z

z2

1

1+

= z

1 2 .

n

n

n

n=1

X Bn

z

=

z n (|z| < 2).

ez 1 n=0 n!

Corollary 8.11. We have B0 = 1, B1 = 12 , B3 = B5 = = 0 and

(2n) = (1)n1 22n1

B2n 2n

for n = 1, 2, . . . .

(2n)!

Proof. Let z C with 0 < |z| < 1. Then sin z 6= 0 and so, by taking the logarithmic

derivative of sin z,

cos z

(eiz + eiz )/2

sin0 z

=

= iz

sin z

sin z

(e eiz )/2i

1

2iz

2iz

z e

1

X

1

Bn

= i +

(2i)n z n .

z n=0 n!

= i +

(8.7)

122

Corollary 2.28 to the product identity from Corollary 8.10. Note that for z C with

P

2

|z| < 1 we have |z 2 /n2 | < n2 and that

converges. Hence the logarithmic

n=1 n

derivative of the infinite product is the infinite sum of the logarithmic derivatives of

the factors, i.e.,

sin0 z

(z)0 X (1 z 2 /n2 )0

=

+

sin z

z

1 z 2 /n2

n=1

X

z

1

1 X 2z/n2

+

2

=

=

z n=1 1 z 2 /n2

z

n2

n=1

2

X

z k

k=0

n2

X

1

z 2k+1

=

2

(by absolute convergence)

z

n2k+2

k=0 n=1

X

1

(2k + 2)z 2k+1 .

2

=

z

k=0

(8.8)

Now Corollary 8.11 easily follows by comparing the coefficients of the Laurent series

in (8.7) and (8.8).

duplication formula.

Corollary 8.12. We have

Proof. Let A be the set of z indicated in the lemma. We show that the function

F (z) := 22z (z)(z + 21 )/(2z) is constant on A. Substituting z = 12 gives that the

Let z A. To get nice cancellations in the numerator and denominator, we use

123

the expressions

(z) =

(z +

1

)

2

2n+1 n! nz

n! nz

= lim

,

n 2z(2z + 2) (2z + 2n)

n z(z + 1) (z + n)

lim

n! nz+1/2

= lim

n (z + 1/2)(z + 3/2) (z + n + 1/2)

2n+1 n! nz+1/2

,

n (2z + 1)(2z + 3) (2z + 2n + 1)

= lim

(2z) =

n 2z(2z + 1) (2z + 2n + 1)

lim

(take in Theorem 8.6 the limit over the odd integers). Thus,

22z (z)(z + 12 )

(2z)

2z(2z + 1) (2z + 2n + 1)

22n+2 (n!)2 n2z+1/2

2z

= 2 lim

n

2z(2z + 1) (2z + 2n + 1)

(2n + 1)! (2n + 1)2z

2n+2

2

(n!)2 n

= lim

n

(2n + 1)!

F (z) =

since

22z n2z

= lim e2z log(2n/(2n+1)) = 1.

n

n (2n + 1)2z

lim

F (z) = F ( 12 ) =

2( 21 )(1)

= 2 .

(1)

Remark. More generally, one can derive the multiplication formula of LegendreGauss,

(2)(n1)/2 (nz) = nnz1/2 (z)(z + n1 ) (z + n1

)

n

for every integer n > 2. The idea of the proof is similar to that of Theorem 8.12

(exercise).

124

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