Hypergeometric functions

A hypergeometric function is the sum of a hypergeometric series, which is defined as follows.

P cn+1
Definition 1. A series cn is called hypergeometric if the ratio is a rational function
cn
of n.
By factorization this means that
cn+1 (n + a1 )(n + a2 ) (n + ap )z
= , n = 0, 1, 2, . . . . (1)
cn (n + b1 )(n + b2 ) (n + bq )(n + 1)
The factor z appears because the polynomials involved need not to be monic. The factor
(n + 1) in the denominator is convenient in the sequel. This factor may result from the
factorization, or it may not. If not, this extra factor can be compensated by one of the factors
(n + ai ) in the numerator (choose ai = 1 for some i).
Iteration of (1) leads to
(a1 )n (a2 )n (ap )n z n
cn = c0 , n = 0, 1, 2, . . . .
(b1 )n (b2 )n (bq )n n!
Recall that the shifted factorial (a)n is defined by
(a)n := a(a + 1)(a + 2) (a + n 1), n = 1, 2, 3, . . . and (a)0 := 1.
Hence

X X (a1 )n (a2 )n (ap )n z n
cn = c0 .
(b1 )n (b2 )n (bq )n n!
n=0 n=0
This leads to
Definition 2. The hypergeometric function p Fq (a1 , a2 , . . . , ap ; b1 , b2 , . . . , bq ; z) is defined by
means of a hypergeometric series as

(a1 )n (a2 )n (ap )n z n
  X
a1 , a2 , . . . , ap
p Fq ;z = .
b1 , b2 , . . . , bq (b1 )n (b2 )n (bq )n n!
n=0

Of course, the parameters must be such that the denominator factors in the terms of the
series are never zero. When one of the numerator parameters ai equals N , where N is a
nonnegative integer, the hypergeometric function is a polynomial in z (see below). Otherwise,
the radius of convergence of the hypergeometric series is given by


if p < q + 1

= 1 if p = q + 1


0 if p > q + 1.

This follows directly from the ratio test. In fact, we have

  0 if p < q + 1
 cn+1 
lim  = |z| if p = q + 1
n  cn 

if p > q + 1.

1
In the case that p = q + 1 the situation that |z| = 1 is of special interest.
The hypergeometric
P Pseries q+1 Fq (a1 , a2 , . . . , aq+1 ; b1 , b2 , . . . , bq ; z) with |z| = 1 converges
absolutely if Re ( bi aj ) > 0. P P
The series converges conditionally
P Pif |z| = 1 with z 6= 1 and 1 < Re ( bi aj ) 0
and the series diverges if Re ( bi aj ) 1.

Sometimes the most general hypergeometric function p Fq is called a generalized hypergeo-

metric function. Then the words hypergeometric function refer to the special case

(a)n (b)n z n
  X
a, b
2 F1 (a, b; c; z) = 2 F1 ;z = .
c (c)n n!
n=0

Note that if a = N with N {0, 1, 2, . . .}, then we have

(a)n = (N )n = (N )(N + 1)(N + 2) (N + n 1) = 0

for n = N + 1, N + 2, N + 3, . . .. Hence
N
(N )n (b)n z n
 
N, b X
2 F1 ;z = , N {0, 1, 2, . . .}.
c (c)n n!
n=0

Otherwise, the series converges for |z| < 1 and also for |z| = 1 if Re(c a b) > 0.

Many elementary functions have representations as hypergeometric series. An example is

(1)n n+1 X (1)n (1)n (1)n z n+1
 
X 1, 1
ln(1 + z) = z = = z 2 F1 ; z ,
n+1 (2)n n! 2
n=0 n=0

since (1)n = n! and (2)n = (n + 1)!. We also have

(1)n 2n+1 X (1/2)n (1)n (1)n z 2n+1
 
X 1/2, 1
arctan z = z = = z 2 F1 ; z 2 ,
2n + 1 (3/2)n n! 3/2
n=0 n=0

since
1
(1/2)n 2 32 2n1
2
1
2 1
= 3 = = .
(3/2)n 2 52 2n+1
2
2n+1
2
2n + 1
Note that the example ln(1 z) = z 2 F1 (1, 1; 2; z) shows that though the series converges
for |z| < 1, it has an analytic continuation as a single-valued function in the complex plane
except for the (half) line joining 1 to . This describes the general situation; a 2 F1 function
has an analytic continuation in the complex plane with branch points at 1 and .

Special cases lead to other elementary functions, such as

    X  
a, b a (a)n n X a
2 F1 ; z = 1 F0 ;z = z = (z)n = (1 z)a , |z| < 1 (2)
b n! n
n=0 n=0

2
and

zn
 
X
0 F0 ;z = = ez , z C.
n!
n=0

Note that we have

(a)n z n (b)n X (a)n z n
 
a, b z X a 
lim 2 F1 ; = lim n = = 1 F1 ;z
b c b b (c)n n! b (c)n n! c
n=0 n=0
and

(a)n (b)n z n cn zn
   
a, b X X a, b
lim 2 F1 ; cz = lim = (a)n (b)n = 2 F0 ;z .
c c c n! (c)n n!
n=0 n=0

For the hypergeometric function 2 F1 we have an integral representation due to Euler:

Theorem 1. For Re c > Re b > 0 we have
  Z 1
a, b (c)
F
2 1 ; z = tb1 (1 t)cb1 (1 zt)a dt (3)
c (b)(c b) 0
for all z in the complex plane cut along the real axis from 1 to . Here it is understood that
arg t = arg(1 t) = 0 and (1 zt)a has its principal value.
Proof. First suppose that |z| < 1, then the binomial theorem (2) implies that

X (a)n
(1 zt)a = z n tn .
n!
n=0
This implies that
Z 1
(a)n n 1 n+b1
X Z
tb1 (1 t)cb1 (1 zt)a dt = z t (1 t)cb1 dt.
0 n! 0 n=0
The latter integral is a beta integral which equals
Z 1
(n + b)(c b)
tn+b1 (1 t)cb1 dt = B(n + b, c b) = .
0 (n + c)
Now we use the fact that
(n + b)
= b(b + 1)(b + 2) (b + n 1) = (b)n , n = 0, 1, 2, . . .
(b)
to obtain
Z 1
(c) (c) X (n + b) (a)n n
tb1 (1 t)cb1 (1 zt)a dt = z
(b)(c b) 0 (b) (n + c) n!
n=0

(a)n (b)n z n
 
X a, b
= = 2 F1 ;z ,
(c)n n! c
n=0

which proves the theorem for |z| < 1. Since the integral is analytic in the cut plane C \ (1, ),
the theorem holds in that region as well.

3
Eulers integral representation (3) can be used to prove Gausss summation formula:

Theorem 2. For Re(c a b) > 0 we have

 
a, b (c)(c a b)
2 F1 ;1 = . (4)
c (c a)(c b)

Proof. If we take the limit z 1 in Eulers integral representation we obtain

  Z 1
a, b (c) (c)
2 F1 ;1 = tb1 (1 t)cab1 dt = B(b, c a b)
c (b)(c b) 0 (b)(c b)
(c) (b)(c a b) (c)(c a b)
= =
(b)(c b) (c a) (c a)(c b)

for Re c > Re b > 0 and Re(c a b) > 0. The condition Re c > Re b > 0 can be removed by
using analytic continuation.

If a = n with n {0, 1, 2, . . .} Gausss summation theorem reduces to a finite summation

theorem named after Chu-Vandermonde:

Theorem 3. For c 6= 0, 1, 2, . . . we have

 
n, b (c b)n
2 F1 ;1 = , n = 0, 1, 2, . . . .
c (c)n

Proof. For a = n with n {0, 1, 2, . . .} we have

(c)(c a b) (c)(c b + n) (c b)n

= = .
(c a)(c b) (c + n)(c b) (c)n

In view of (2) Eulers integral representation (3) can also be written as

  Z 1  
a, b (c) b1 cb1 a
2 F1 ;z = t (1 t) 1 F0 ; zt dt
c (b)(c b) 0

for Re c > Re b > 0. This can be generalized to

 
a1 , a2 , . . . , ap , ap+1
p+1 Fq+1 ;z
b1 , b2 , . . . , bq , bq+1
(bq+1 )
=
(ap+1 )(bq+1 ap+1 )
Z 1  
a1 , a2 , . . . , ap
tap+1 1 (1 t)bq+1 ap+1 1 p Fq ; zt dt
0 b1 , b2 , . . . , bq

for Re bq+1 > Re ap+1 > 0.

4
As an application of Eulers integral representation (3) we will prove Pfaffs transformation
formula for the 2 F1 :
Theorem 4.    
a, b a a, c b z
2 F1 ;z = (1 z) 2 F1 ; . (5)
c c z1
Proof. We start with Eulers integral represenation (3)
  Z 1
a, b (c)
2 F1 ;z = tb1 (1 t)cb1 (1 zt)a dt
c (b)(c b) 0
for Re > Re b > 0. We use the substitution t = 1 s in the integral to obtain
Z 1 Z 0
a
b1
t (1 t)cb1
(1 zt) dt = (1 s)b1 scb1 (1 z + zs)a ds
0 1
zs a
Z 1  
a cb1 b1
= (1 z) s (1 s) 1 ds,
0 z1
which proves Pfaffs transformation formula (5) for Re > Re b > 0. These conditions can be
removed by using analytic continuation.

Another result is Eulers transformation formula for the 2 F1 :

Theorem 5.    
a, b cab c a, c b
2 F1 ;z = (1 z) 2 F1 ;z . (6)
c c
Proof. Apply Pfaffs transformation twice:
   
a, b a a, c b z
2 F1 ;z = (1 z) 2 F1 ;
c c z1
!
 bc z
z c a, c b z1
= (1 z)a 1 2 F1 ; z
z1 c z1 1
 
cab c a, c b
= (1 z) 2 F1 ;z .
c

Note that Eulers transformation formula can also be written in the form

(c a)n (c b)n z n
    X
c+a+b a, b c a, c b
(1 z) 2 F1 ; z = 2 F1 ;z = .
c c (c)n n!
n=0

The left-hand side can be written as

(c a b)j j X (a)k (b)k z k
 
c+a+b a, b X
(1 z) 2 F1 ;z = z
c j! (c)k k!
j=0 k=0
X
n
X (a)k (b)k (c a b)nk
= zn.
(c)k k! (n k)!
n=0 k=0

5
Comparing the coefficients of z n we conclude that
n
X (a)k (b)k (c a b)nk (c a)n (c b)n
= , n = 0, 1, 2, . . . .
(c)k k! (n k)! (c)n n!
k=0
Note that
n!
= n(n 1) (n k + 1) = (1)k (n)(n + 1) (n + k 1) = (1)k (n)k
(n k)!
and
(c a b)n
(c a b)nk =
(c a b + n k)(c a b + n k + 1) (c a b + n 1)
(c a b)n
=
(1)k (1 + a + b c n)k
for k {0, 1, 2, . . . , n} and n = 0, 1, 2, . . .. This implies that
n
X (n)k (a)k (b)k (c a)n (c b)n
= , n = 0, 1, 2, . . . .
(c)k (1 + a + b c n)k k! (c)n (c a b)n
k=0
This is the Pfaff-Saalschutz summation formula for a terminating 3 F2 :
Theorem 6.
 
n, a, b (c a)n (c b)n
3 F2 ;1 = , n = 0, 1, 2, . . . .
c, 1 + a + b c n (c)n (c a b)n

Note that the limit case for n of the Pfaff-Saalschutz summation formula reduces to
Gausss summation formula (4) for the 2 F1 . In fact we have
(a + n)
(a)n = a(a + 1)(a + 2) (a + n 1) = .
(a)
This implies that
(c a)n (c b)n (c a + n)(c b + n)(c)(c a b)
=
(c)n (c a b)n (c a)(c b)(c + n)(c a b + n)
(c)(c a b) (c a + n)(c b + n)
=
(c a)(c b) (c + n)(c a b + n)
Now we have by Stirlings asymptotic formula
(c a + n)(c b + n)
nca+cbcc+a+b = n0 = 1 for n .
(c + n)(c a b + n)
This implies that
(c a)n (c b)n (c)(c a b)
lim = .
n (c)n (c a b)n (c a)(c b)
Hence
   
a, b n, a, b
2 F1 ;1 = lim 3 F2 ;1
c n c, 1 + a + b c n
(c a)n (c b)n (c)(c a b)
= lim = .
n (c)n (c a b)n (c a)(c b)